# Volatility forecasting and options.

Forecast volatility first: GARCH and HAR against neural forecasters and the VIX, scored with QLIKE and audited for leaks, then turned into a position size.

Then take it to options: from Black–Scholes σ to an arbitrage-free SPX surface, AI with guardrails, and Greeks tested on real trading days.

This path is the course material for the Advanced Volatility Forecasting: Classical vs AI bootcamp. Education, not financial advice.

Canonical page: https://21ifm.com/quant/volatility

## Explore

- [VF001 · Forecasting volatility](https://21ifm.com/quant/volatility/garch-vs-neural)
- [VF002 · Realised, forecast and implied volatility](https://21ifm.com/quant/volatility/har-vs-vix)
- [VF003 · QLIKE](https://21ifm.com/quant/volatility/qlike-loss)
- [VF004 · Audit discipline](https://21ifm.com/quant/volatility/audit-discipline)
- [VF005 · Volatility targeting](https://21ifm.com/quant/volatility/volatility-targeting)
- [VF006 · Volatility for options](https://21ifm.com/quant/volatility/volatility-for-options)
- [VF007 · Arbitrage-free volatility surfaces](https://21ifm.com/quant/volatility/arbitrage-free-surfaces)
- [VF008 · Greeks from the surface](https://21ifm.com/quant/volatility/greeks-from-the-surface)