Volatility# Range-based and realized volatility, and the ARCH family of conditional-variance models. Parkinson’s range volatility Parkinson's range volatility Engle’s ARCH Engle's ARCH Bollerslev’s GARCH Bollerslev's GARCH Nelson’s EGARCH Nelson's EGARCH Glosten-Jagannathan-Runkle Glosten-Jagannathan-Runkle RiskMetrics EWMA RiskMetrics EWMA Andersen-Bollerslev realized volatility Andersen-Bollerslev realized volatility
