## An Application of Volatility Estimators

Volatility estimators are a useful tool in volatility trading and risk management. We have discussed several types of volatility estimators, ranging from the simple Close-to-Close Historical Volatility to more complex ones like the Garman-Klass-Yang-Zhang volatility. As discussed in Reference [1], volatility estimators can also be used directly in delta-one trading by Commodity Trading Advisors. The…

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