Volatility Modeling
Model volatility using GARCH, EWMA, and realized volatility methods with cone construction.
⚠️
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This skill models volatility using GARCH, EWMA, and realized volatility methods with volatility cone construction. It forecasts future volatility for options pricing and risk management. Designed for options traders, quantitative risk managers, and financial engineers. From the AGIPro Labs claude-trading-skills collection. For educational and productivity use only. Always verify AI-generated outputs with a qualified professional before acting on them.
Compatible Agents
Claude CodeCursorCodexGemini CLI
Use Cases
- ✓Model historical and implied volatility
- ✓Build GARCH and EWMA volatility models
- ✓Calculate realized volatility and volatility cones
- ✓Forecast future volatility for options pricing
Trigger Phrases
“Model volatility”“GARCH volatility model”“Calculate realized volatility”“Volatility cone analysis”
How to Install
Copy the skill content, paste it into your AI agent's system prompt or project instructions, then describe your task.
Requirements
- Claude Code or Cursor
- Python 3.9+ with uv
- Historical price data