volatility-modeling

Installation
SKILL.md

Volatility Modeling

Purpose

Model, forecast, and interpret volatility using time-series models and options-implied measures. This skill covers EWMA and GARCH(1,1) for volatility forecasting, implied volatility extraction, volatility smile/skew/surface construction, the volatility term structure, the realized-vs-implied volatility gap (volatility risk premium), and the VIX index. These tools are foundational for options pricing, risk management, and trading strategy development.

Layer

1b — Forward-Looking Risk

Direction

Prospective

When to Use

  • Forecasting future volatility for risk management or position sizing
  • Building EWMA or GARCH models to capture volatility clustering and mean reversion
  • Extracting implied volatility from option prices using Black-Scholes or other models
  • Constructing or interpreting volatility smiles, skews, and surfaces
  • Analyzing the volatility term structure across different maturities
  • Comparing realized (historical) volatility to implied volatility to assess the volatility risk premium
  • Understanding VIX and its relationship to market sentiment and expected risk
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Installs
135
GitHub Stars
75
First Seen
Feb 19, 2026