Forecasting Vol

[Pete Marwick]

Hi all,
May I clarify if this is correct, for forecasting volatility there is:
1) forecasting future volatility using past data [ARIMA/GARCH/EWMA]
2) forecasting future volatility using implied volatility
3) forecasting implied volatility using historical implied volatility and time series analysis techniques


tia for any feedback
Regards,

P

 

[GoIllini]

4.) Looking at economic history and looking for periods with similar situations to do a sanity check on the numbers from the previous three methods.