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7508700860_5a893900fb.jpg
Local Volatility forecast for S&P 500
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optimizing-MASD.png
A plot of RMSE vs. different lambda values to estimate S&P 500 daily volatility using the EWMA method
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RMSE-PLOT.png
plot of the RMSE values vs. window size of the moving standard deviation, S&P 500 daily returns
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EWMA-VOL-OPT-PLOT-SP500DLY.png
Daily volatility for S&P500 using EWMA method with an optimal lambda of 0.90
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MASD-VOL-OPT-PLOT-SP500DLY.png
S&P 500 daily volatility estimate using moving window (12-day) standard deviation method
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VOL-CLUSTER-SP500-DLYRET.png
S&P 500 daily log returns showing periods of volatility clusters
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Airline-Output-Initial_0.png
Airline Model Output Table with Residual Diagnosis Test
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EDF-Plot.png
Empirical Distribution Function (EDF vs. normal) Graph
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Shapiro-Wilk_0.png
Shapiro-Wilk Normality Test Table
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QQPlot.png
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Jacque-Bera_0.png
Jarque-Bera Normality Test Table
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lm-activation-manual-webform.png
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lm-activation-manual-webform-confirm.png
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lm-activation-manual-page1.png
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lm-activation-direct-page2.png
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lm-activation-direct-page1.png
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lm-activation-direct-confirm-page.png
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m-lookup-key-confirm.png
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lm-request-14-day-trial-page2.png
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lm-request-14-day-trial-page1.png
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lm-request-14-day-trial-confirm-page.png