Forecast market volatility (magnitude, one-day-ahead) with a walk-forward GARCH(1,1) model, classify the vol regime (calm/normal/storm), and derive vol-targeted position-size multipliers. Use for position sizing, "how much should I put on", regime gating of strategies, portfolio vol-targeting, and r
Forecast market volatility (magnitude, one-day-ahead) with a walk-forward GARCH(1,1) model, classify the vol regime (calm/normal/storm), and derive vol-targeted position-size multipliers. Use for position sizing, "how much should I put on", regime gating of strategies, portfolio vol-targeting, and risk analysis. Works on any CSV/parquet with a date + close column. Answers "how much" — never "which
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