implied volatility realized volatility
PreviousresearchfindsthevolatilityimpliedbyS&P100indexoptionpricestobeabiasedandinefficientforecastoffuturevolatilityandtocontainlittleornoincrementalinformationbeyondthatinpastrealizedvolatility.
The relation between implied and realized volatility
PreviousresearchfindsthevolatilityimpliedbyS&P100indexoptionpricestobeabiasedandinefficientforecastoffuturevolatilityandtocontainlittleornoincrementalinformationbeyondthatinpastrealizedvolatility.
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