Investing, Finance, Volatility, Asset Pricing, Convexity.
incorporated into the pricing model. (But I’m not going to cover it here, just an idea) Realized (Blue) vs Conditional (Orange) Variance [^GSPC] Comparing the two models Linear: alpha: 0.0007116936506237025; beta: 1.4222512104456961; gamma: 0 ; r_squared: 0.5198304445471706;