https://viethungvu1998.github.io/tags/volatility/Recent content in Volatility on Viet Hung VuHugoen-usSun, 31 May 2026 09:00:00 +1000https://viethungvu1998.github.io/posts/volatility-risk-notes/Sun, 31 May 2026 09:00:00 +1000https://viethungvu1998.github.io/posts/volatility-risk-notes/<p>Volatility is both a modeling target and a practical risk signal.</p> <p>In a research workflow, I care less about finding a single perfect volatility model and more about comparing forecasts under consistent assumptions. Realized volatility, historical volatility, GARCH-style models, and machine learning forecasts should be evaluated on the same data splits and loss functions.</p>