Traditionally, volatility is modeled using parametric models. This project focuses on predicting EUR/USD volatility using more flexible, machine-learning methods.
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Oct 20, 2021 - R
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realized-volatility
Here are 9 public repositories matching this topic...
Estimation of realized quantities
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Aug 26, 2019 - Python
R code and Realized Volatility (RV) series set for fitting NN-based-HAR models to multinational RV series.
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Sep 8, 2018 - R
Intraday volatility estimation using High-Frequency Financial Data
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Apr 1, 2023 - Jupyter Notebook
Official code - M2VN(Multi-Modal Learning Network for Volatility Forecasting)
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Nov 3, 2025 - Jupyter Notebook
Replication of "Variance Risk Premia in the Interest Rate Swap market" paper (2016) by Desi Volker PhD
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Nov 18, 2021 - MATLAB
R package to estimate and forecast the HAR (Heterogeneous Autoregressive) model and its extensions.
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Oct 27, 2023 - R
Calculation of stock realized variance based on trade data on WRDS cloud
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Dec 6, 2018 - SAS
Realized volatility analytics dashboard for financial market analysis using Python and Streamlit.
python dashboard time-series analytics numpy pandas data-visualization data-analysis matplotlib quantitative-finance financial-data volatility financial-markets realized-volatility streamlit volatility-regimes
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Jan 4, 2026 - Python
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