How do I compute the current volatility?

There are a number of ways to calculate an estimate of the current volatility: (1) Using parametric and non-parametric models, (2) Intraday tick data, (3) Implied volatility in option markets, etc.

Using a GARCHi model, the user computes the model-fitted volatility and treats the last value as an estimate for current volatility.

http://www.jstor.org/pss/4479451

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