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Forecasting the worst: is implied volatility forward-looking enough?

Crossref DOI link: https://doi.org/10.1057/s41261-025-00306-w

Published Online: 2026-01-27

Published Print: 2026-03

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Confalonieri, Carlo https://orcid.org/0009-0000-3796-7328
De Vincentiis, Paola https://orcid.org/0000-0002-6729-7625
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Text and Data Mining valid from 2026-01-27

Version of Record valid from 2026-01-27
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Article History

Received: 11 May 2025

Accepted: 26 December 2025

First Online: 27 January 2026

Declarations

:

: The authors declare no competing interests.