Summary
A solid toolkit for anyone building volatility forecasts or working with options data. You get EWMA and GARCH(1,1) implementations with proper mean reversion math, implied volatility extraction from option prices, and tools to construct volatility surfaces and term structures. The skill covers both historical forecasting (with half-life calculations and multi-step GARCH projections) and forward-looking measures like the VIX and volatility risk premium. Useful for risk management, position sizing, or any trading strategy that depends on vol estimates. The GARCH formulas are production-ready with stationarity checks, and the IV treatment handles smiles and skew correctly. If you need to compare realized versus implied vol or understand why the skew exists in equity markets, this gets you there without the academic bloat.
Install to Claude Code
npx -y skills add joellewis/finance_skills --skill volatility-modeling --agent claude-codeInstalls into .claude/skills of the current project.
Keeps your Mac awake while Claude Code, Codex or Cursor works. Lets it sleep when they are done.
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Keeps your Mac awake while Claude Code, Codex or Cursor works. Lets it sleep when they are done.
Try free for 7 days →Block distracting apps from your iPhone permanently without a 3rd party app. Free and open source.
Block now (100% free) →Notes, actions and memory. Without a meeting bot. First month 100% off.
Download for free →belt cli automatically finds the best tools and skills for your agent. image, video, music, tts...
one prompt install →Free an open-source skills that make AI coding agents easier to understand, verify, and control.
Download for free →Connect your Claude agent to live crypto prices and trading routes via 1inch
Get the MCP →
