# 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.

Canonical page: https://21ifm.com/quant/volatility/garch-vs-neural

## Explore

- [Volatility forecasting and options: the eight-lesson path](https://21ifm.com/quant/volatility)
- [Advanced Volatility Forecasting: Classical vs AI bootcamp](https://21ifm.com/workshops/volatility-forecasting)