Realized Volatility Analysis 101

A beginner’s guide to analyzing realized volatility using R

Kevin Mekulu
DataDrivenInvestor
Published in
5 min readJul 25, 2022

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Summary

  • Practitioners in financial markets utilize various measures of realized volatility measures in a variety of ways
  • Realized volatility can be used to identify and categorize different volatility regimes
  • It can also be used…

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