Pol Margaix
Projects
<
home
INDEX
Projects
Volatility Forecasting: EUR/USD
02 May 2025
A 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