Determining which variables afect price realized volatility has always been challenging. This paper proposes to explain … how fnancial assets infuence realized volatility by developing an optimal day-to-day forecast. The methodological proposal … is based on using the best econometric and machine learning models to forecast realized volatility. In particular, the …

One of the notable features of bitcoin is its extreme volatility. The modeling and forecasting of bitcoin volatility … volatility were founded on econometric models. Research on bitcoin volatility forecasting using machine learning algorithms is … bitcoin's return volatility and Value at Risk. The objective of this study is to compare their out-of-sample performance in …