TY - JOUR T1 - COMMENTARY: Volatility Forecasting JF - The Journal of Trading SP - 10 LP - 13 DO - 10.3905/jot.2018.13.4.010 VL - 13 IS - 4 AU - Haim A. Mozes AU - John Launny Steffens Y1 - 2018/10/31 UR - https://pm-research.com/content/13/4/10.abstract N2 - This paper provides a perspective on volatility forecasting. The basic idea is that a number of factors are leading to volatility having a lower baseline expected value than in prior years. These factors include lower earnings uncertainty, greater market efficiency, better market-marking, and the fact that volatility trading itself tends to reduce volatility.TOPICS: Volatility measures, exchanges/markets/clearinghouses ER -