@article {Mozes10, author = {Haim A. Mozes and John Launny Steffens}, title = {COMMENTARY: Volatility Forecasting}, volume = {13}, number = {4}, pages = {10--13}, year = {2018}, doi = {10.3905/jot.2018.13.4.010}, publisher = {Institutional Investor Journals Umbrella}, abstract = {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}, issn = {1559-3967}, URL = {https://jot.pm-research.com/content/13/4/10}, eprint = {https://jot.pm-research.com/content/13/4/10.full.pdf}, journal = {The Journal of Trading (Retired)} }