PT  - JOURNAL ARTICLE
AU  - Haim A. Mozes
AU  - John Launny Steffens
TI  - COMMENTARY: Volatility Forecasting
AID  - 10.3905/jot.2018.13.4.010
DP  - 2018 Oct 31
TA  - The Journal of Trading
PG  - 10--13
VI  - 13
IP  - 4
4099  - https://pm-research.com/content/13/4/10.short
4100  - https://pm-research.com/content/13/4/10.full
AB  - This paper provides a perspective on volatility forecasting. The basic idea is that a number of factors are leading to volatility having a lower baseline expected value than in prior years. These factors include lower earnings uncertainty, greater market efficiency, better market-marking, and the fact that volatility trading itself tends to reduce volatility.TOPICS: Volatility measures, exchanges/markets/clearinghouses