RT Journal Article SR Electronic T1 COMMENTARY: Volatility Forecasting JF The Journal of Trading FD Institutional Investor Journals SP 10 OP 13 DO 10.3905/jot.2018.13.4.010 VO 13 IS 4 A1 Haim A. Mozes A1 John Launny Steffens YR 2018 UL https://pm-research.com/content/13/4/10.abstract 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