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What is Volatility Forecasting for Investors about?

The document discusses volatility forecasting, emphasizing that predicting volatility is generally easier than predicting returns. It highlights the importance of using higher frequency data and various estimation methods to improve forecast accuracy and risk management. Additionally, it compares volatility targeting strategies to traditional buy-and-hold approaches, suggesting that dynamic targeting can lead to better risk-adjusted returns.

Author

aa aa

Language

EN