Realized Volatility and HAR-RV in Volatility Indexing

from Volatility Forecasting in Markets · host Tanzeela

This article explores realized volatility—volatility measured from intraday returns—and the Heterogeneous Autoregressive (HAR) model. It explains why HAR-RV outperforms GARCH for short-term forecasts, the role of jumps and leverage effects, and how traders use 5-minute data to predict tomorrow's risk.

Episode metadata supplied by the publisher feed · Published Apr 9, 2026

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Realized Volatility and HAR-RV in Volatility Indexing

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