market uncertainty and volatility of the investment instruments. Thus, the prediction of the uncertainty and volatilities of … the prices and returns of the investment instruments becomes imperative for successful investment. In this study we seek … to identify the best fit model that can predict the volatility of return of Bitcoin, which is in high demand as an …

two standard volatility models if the simple expedient of using lagged squared demeaned daily returns provides a better RV …The paper examines the relative performance of Stochastic Volatility (SV) and Generalised Autoregressive Conditional … Heteroscedasticity (GARCH) (1,1) models fitted to ten years of daily data for FTSE. As a benchmark, we used the realized volatility (RV …