GARCH vs Implied Volatility

[tommcginnis]

To chime in..... I had written "mid-January" in the message above. It should be corrected to read "mid-February" as per the graph below. (Regardless, crrrrrrappy time to write; and no mystery why FB might show any form of IV<HV when the greater part of the market mirrors that character. )

 

[stepandfetchit]

To chime in..... I had written "mid-January" in the message above. It should be corrected to read "mid-February" as per the graph below. (Regardless, crrrrrrappy time to write.)

I saw that, however, for YTD, your statement still holds. Note: Your "Historical" is Lagging for the period leading up to each point. By merely shifting to the left (Cheat, and represent what will actually happen - per my study) This lines up the X-axis for both the Statistical Vol with the Implied vol for an apples to apples timeline comparison. Of course, since I cant see the future, the right most 30 days is incomplete. -- Your post was still correct.