How to Forecast Tomorrow’s Volatility for Stops and Size
The HAR model predicts next-day volatility from yesterday, last week and last month. We tested it on Bitcoin: 14% lower error than yesterday’s value.
#realized-volatility
1 articles
1 articles
The HAR model predicts next-day volatility from yesterday, last week and last month. We tested it on Bitcoin: 14% lower error than yesterday’s value.