Volatility Forecasting is an interesting challenging topicin current financial instruments as it is directly associated … with profits. There are many risks and rewards directly associated with volatility. Hence forecasting volatility becomes … pricing. In this paper the motive is to measure the performance of GARCH techniques for forecasting volatility by using …

We analyze the applicability of economic criteria for volatility forecast evaluation based on unconditional measures of … evaluation. An important implication is that forecasting superiority of models using high frequency data is likely to be …

to STAR1). We then perform an unconditional and conditional portfolio performance evaluation. In both cases the evidence …-rating system ; CAPM ; conditional and unconditional portfolio performance evaluation …