Discover and read the best of Twitter Threads about #GARCH
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Buy Vs. Sell-Side Risk Information: Time to Differentiate between “Your Risk” and “My Risk” Reports
@CFAinstitute @GARP_Risk
@CFAinstitute @GARP_Risk
Report Sample of Asset Allocation Analytics 
Well, we all are accustomed to reading “Buy” and “Sell-Side” Investment Evaluation Reports prepared by Financial Research Analysts at various FIs such as Investment Companies operating in the Financial Markets.
How seriously is past volatility a fair estimate of future volatility or risk useful in financial models?
@GARP_Risk
Historical Volatility based on empirical data sample observations.
@GARP_Risk
Historical Volatility based on empirical data sample observations.
Data Sample Observations can be historic baseline data for a particular asset class/exposure or simulated data derived from iterations using some historical data sets.
Another branch of data which can be used to observe future volatility is exploratory data drawn from within a sample or a population using data #visualization tools.
This technique is becoming popular as data science and machine learning advancements are taking place
This technique is becoming popular as data science and machine learning advancements are taking place
