PROTECTED SOURCE SCRIPT
Vol ForecastEGARCH
Vol ForecastEGARCH – Volatility Forecast Tool
Measuring volatility means not only predicting direction but also understanding the magnitude of risk. Vol ForecastEGARCH brings advanced GARCH-based models into TradingView, projecting volatility directly onto your chart.
Features
Model Selection: GARCH(1,1), EGARCH(1,1), GJR(1,1)
Dynamic Recalibration: Parameters recalibrated every 50 bars.
Z-Score Flexibility: Default Z=1.28 (~80% confidence) adjustable by user.
Multiple Horizons: 6, 12, 48, and 96 bars ahead forecasts.
Visualization: Upper/lower bands plotted with dynamic colors.
Mini Panel: Displays α, β, γ/ω parameters and 1-step volatility %.
Who Is It For?
Short-term traders: Define stop-loss / take-profit levels on a statistical basis.
Portfolio managers: Integrate volatility-based risk assessment into allocation decisions.
Technical analysts: Align momentum and price action with volatility dynamics.
Especially valuable for high-volatility markets like Borsa Istanbul, where understanding risk intensity is as critical as direction.
Measuring volatility means not only predicting direction but also understanding the magnitude of risk. Vol ForecastEGARCH brings advanced GARCH-based models into TradingView, projecting volatility directly onto your chart.
Features
Model Selection: GARCH(1,1), EGARCH(1,1), GJR(1,1)
Dynamic Recalibration: Parameters recalibrated every 50 bars.
Z-Score Flexibility: Default Z=1.28 (~80% confidence) adjustable by user.
Multiple Horizons: 6, 12, 48, and 96 bars ahead forecasts.
Visualization: Upper/lower bands plotted with dynamic colors.
Mini Panel: Displays α, β, γ/ω parameters and 1-step volatility %.
Who Is It For?
Short-term traders: Define stop-loss / take-profit levels on a statistical basis.
Portfolio managers: Integrate volatility-based risk assessment into allocation decisions.
Technical analysts: Align momentum and price action with volatility dynamics.
Especially valuable for high-volatility markets like Borsa Istanbul, where understanding risk intensity is as critical as direction.
受保护脚本
此脚本以闭源形式发布。 但是，您可以自由使用它，没有任何限制 — 在此处了解更多信息。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。
免责声明
这些信息和出版物并不意味着也不构成TradingView提供或认可的金融、投资、交易或其它类型的建议或背书。请在使用条款阅读更多信息。