Forecasting volatility

VF001 · Volatility forecasting and options · Lesson 1 of 8. Twelve interactive steps, each with its own guided explanation.

Twenty years of S&P 500 returns. Build GARCH(1,1) by hand, read its half-life, then race it against neural forecasters scored out of sample.

Every step uses real market data. This is education about models and their assumptions, not financial advice.

Daily S&P 500 returns from 1999 to 2018, with the 2008 storm highlighted and a card showing yearly volatility for the chosen year.

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