RT Journal Article SR Electronic T1 Intraday Volatility Models: Methods to Improve Real-Time Forecasts JF The Journal of Trading FD Institutional Investor Journals SP 27 OP 34 DO 10.3905/jot.2012.7.4.027 VO 7 IS 4 A1 Robert Kissell YR 2012 UL https://pm-research.com/content/7/4/27.abstract AB In this article, we present a volatility forecasting model consisting of a historical term (backward looking) and an implied term (forward looking). The model was compared to the more traditional forecasting methods and has proven to be an accurate predictor of volatility. Because the model incorporates information from the options market in real time, it can adjust almost instantaneously to changing regime schemes, making it a valuable metric for trading algorithms and realtime trading applications.TOPIC: Volatility measures