Castillo, Alberto; Mcwilliams, Jose Manuel Mira - In: FinTech 5 (2026) 1, pp. 1-50
valuation, we compare realized volatility, GARCH-based forecasts, range-based estimators, and widely used implied volatility … tested metrics, while range-based estimators perform poorly when applied to end-of-day data. Finally, backtests of six delta …