Volatility Forecasting Tool

Multi-source input for real-time volatility predictions

Advanced Volatility Forecasting Model

This tool is designed to predict volatility in real-time using a multivariate model with external factors. Future volatility movements are estimated with confidence intervals that quantify prediction uncertainty.

Customizable Forecasting

Adjust parameters such as the rolling window and forecast horizon for short-term trades or long-term market analysis to fit user preferences.

Performance Tracking and Error Evaluation

Beyond forecasts, the tool includes performance evaluation analyses to compare predictions against actual market data. Key metrics like RMSE and R² offer clear insights into model accuracy, while residual analysis helps identify and correct forecast errors for better future predictions.

Key Features

Comprehensive Data Integration: Combines inputs from various market sources for well-rounded analysis.
Real-Time Volatility Predictions: Provides up-to-date forecasts based on recent data.
Customizable Parameters: Tailor the model to fit your specific trading or investment needs.
Confidence Intervals: Offers predictive ranges to quantify uncertainty in forecasts.
Performance Evaluation: Includes metrics to assess prediction accuracy.
Residual Analysis: Identifies and displays potential model prediction errors.

70,000+ Assets

Driving Analytics for Retail Investors

Get Started

Monthly

$8/Year

Annual

$75/Year

All the Benefits of the Monthly Subscription
Full Access to AI-Based Investment Tools
Content Assistant and Teaching Chatbot
Integration with Real-Time Market Data
Research and Due Diligence Reports
Advisory and Consultation Sessions
Exclusive Investment Webinars
22% Cheaper Than Subscribing Monthly