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sampling frequency in option volatility calibration

zlyufl

Joined
7/10/08
Messages
2
Points
11
Dear all:
I am using GARCH model to estimate equity option volatility. If I would like to forecast the intra-day variation of volatility for, say, next one or two trading days. What would be the minimal length of estimation period (sample data) and what would be the optimal sampling frequency (hourly, minutely or .....)

Comments and suggestions from practical point of view are highly appreciated!
:prayer::prayer::prayer:
 
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