PROTECTED SOURCE SCRIPT
Vol ForecastEGARCH
Vol ForecastEGARCH – Volatility Forecast Tool
Measuring volatility means not only predicting direction but also understanding the magnitude of risk. Vol ForecastEGARCH brings advanced GARCH-based models into TradingView, projecting volatility directly onto your chart.
Features
Model Selection: GARCH(1,1), EGARCH(1,1), GJR(1,1)
Dynamic Recalibration: Parameters recalibrated every 50 bars.
Z-Score Flexibility: Default Z=1.28 (~80% confidence) adjustable by user.
Multiple Horizons: 6, 12, 48, and 96 bars ahead forecasts.
Visualization: Upper/lower bands plotted with dynamic colors.
Mini Panel: Displays α, β, γ/ω parameters and 1-step volatility %.
Who Is It For?
Short-term traders: Define stop-loss / take-profit levels on a statistical basis.
Portfolio managers: Integrate volatility-based risk assessment into allocation decisions.
Technical analysts: Align momentum and price action with volatility dynamics.
Especially valuable for high-volatility markets like Borsa Istanbul, where understanding risk intensity is as critical as direction.
Measuring volatility means not only predicting direction but also understanding the magnitude of risk. Vol ForecastEGARCH brings advanced GARCH-based models into TradingView, projecting volatility directly onto your chart.
Features
Model Selection: GARCH(1,1), EGARCH(1,1), GJR(1,1)
Dynamic Recalibration: Parameters recalibrated every 50 bars.
Z-Score Flexibility: Default Z=1.28 (~80% confidence) adjustable by user.
Multiple Horizons: 6, 12, 48, and 96 bars ahead forecasts.
Visualization: Upper/lower bands plotted with dynamic colors.
Mini Panel: Displays α, β, γ/ω parameters and 1-step volatility %.
Who Is It For?
Short-term traders: Define stop-loss / take-profit levels on a statistical basis.
Portfolio managers: Integrate volatility-based risk assessment into allocation decisions.
Technical analysts: Align momentum and price action with volatility dynamics.
Especially valuable for high-volatility markets like Borsa Istanbul, where understanding risk intensity is as critical as direction.
Script protégé
Ce script est publié en source fermée. Cependant, vous pouvez l'utiliser librement et sans aucune restriction – pour en savoir plus, cliquez ici.
Clause de non-responsabilité
Les informations et publications ne sont pas destinées à être, et ne constituent pas, des conseils ou recommandations financiers, d'investissement, de trading ou autres fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.
Script protégé
Ce script est publié en source fermée. Cependant, vous pouvez l'utiliser librement et sans aucune restriction – pour en savoir plus, cliquez ici.
Clause de non-responsabilité
Les informations et publications ne sont pas destinées à être, et ne constituent pas, des conseils ou recommandations financiers, d'investissement, de trading ou autres fournis ou approuvés par TradingView. Pour en savoir plus, consultez les Conditions d'utilisation.