Skill
volatility-modeling
Model, forecast, and interpret volatility using time-series models and options-implied measures. Use when the user asks about EWMA, GARCH models, implied volatility, volatility surfaces, volatility term structure, or the VIX. Also trigger when users mention 'volatility smile', 'volatility skew', 're
Claim this listing
Connect your GitHub to prove you own or maintain this listing. We verify repo access automatically — most publishers are confirmed in seconds.
1Connect GitHub
2Submit your claim
3Auto-verified, or reviewed within 48h