Sentence examples for estimates of volatility from inspiring English sources
The estimates of volatility obtained by an EGARCH model are fed forward to a Neural Network.
Such prices capture market estimates of future variance in the price of the underlying bonds, and are thus a good estimate of volatility.
If the implied volatility is lower than your estimate of volatility going forward, then the option looks cheap to you.
You can even put a value on that option, using estimates of future volatility in real oil prices and the same formula used to evaluate stock options.
The nonparametric procedures are generally free from such functional form assumptions and hence afford estimates of notional volatility that are flexible yet consistent (as the sampling frequency of the underlying returns increases).
The second perceptual model did not use estimates of environmental volatility to adapt learning.
Options can be used in many different ways: to imitate hedge funds, to be neutral to whether a stock goes up or down but to bet for or against the market's estimate of the volatility, to invest for a steady income even in a flat market, or to create leverage.
This result is considered important as using decision trees for this type of analyses in cases where more than one source of uncertainty is involved (e.g. that of grades, costs, and exchange rates) does not require, as in the case of binomial lattices, estimating the volatility of a project cash flow.
In order to overcome such problems, in this paper an alternative numerical method based on present value of future cash flows and Monte Carlo simulation is proposed to estimate the volatility of projects.
Figure 5 Implied volatility residuals computed as (pmb{sigma _{i} - hat{sigma}_{i}}), where (pmb{hat{sigma}_{i}}) denotes the values of estimated implied volatility.
This method is applied to estimate the volatility of 12 deep-water offshore oil projects considering that oil price will evolve according to one of two stochastic processes: Geometric Brownian Motion and Mean-Reverting Motion.
