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Projects

Volatility Forecasting: EUR/USD02 May 2025A comparative study of volatility models on ~25 years of daily EUR/USD: return stylized facts, equally-weighted and exponential moving averages, GARCH/EGARCH, implied volatility, and range-based (Parkinson, Garman–Klass) estimators. Charts are recomputed live from the source data.FX · volatility · GARCH · implied vol