Volatility Modeling

Quant
Markets
Very brief intro to vol models in finance
Author

Mike Aguilar

Published

October 22, 2026

Here are a few thoughts on 1) why we care about volatility in finance, and 2) how we model and forecast empirically. Nowhere near comprehensive, but a decent intro to the subject.

https://youtu.be/p_y4kJHo2HU