Forecast market volatility and understand risk.
What it does
Explains and calculates volatility forecasts and options-implied measures for financial risk analysis.
When to use it
Use for questions about EWMA, GARCH, implied volatility, volatility surfaces, term structure, VIX, or forecasting volatility for risk management.
How to use it
Give it a volatility modeling question; it returns explanations, calculations, or forecasts using the supplied formulas and reference implementation.
Latest review
What you need · 2
Running the bundled reference implementation requires Python 3.11 or later.
The documented script-running path uses uv to run the implementation and automatically resolve its dependencies.
Access · 2
This skill
numpy
Execute
Installs numpy for script execution
scipy
Execute
Installs scipy for script execution