Using the market price for an option on Google's stock, I use Excel's GOAL SEEK function to estimate implied volatility. Implied volatility is a reverse-engineering...
Lots of ways to estimate volatility. In this map, I parse out implied volatility (forward looking) and deterministic (constant) and focus on stochastic volatility: volatility...
Financial Markets (ECON 252) Several theories in finance relate to stock price analysis and prediction. The efficient markets hypothesis states that stock prices for publicly-traded...
Within stochastic volatility, moving average is the simplest approach. It simply calculates volatility as the unweighted standard deviation of a window of X trading days....
