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.