---
title: Model Specification for Volatility Forecasting
url: https://www.ml-quant.com/papers/repec/eee-finana-v-97-y-2025-i-c-s1057521924007828/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007828
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1057521924007828%3Bh%3Drepec%3Aeee%3Afinana%3Av%3A97%3Ay%3A2025%3Ai%3Ac%3As1057521924007828
featured: 2025-01-23
citations: unknown
topic: Derivatives & Volatility
---


# Model Specification for Volatility Forecasting

The best model for forecasting asset price volatility should use the natural logarithmic form of the original volatility measure for efficient regression estimators.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1057521924007828%3Bh%3Drepec%3Aeee%3Afinana%3Av%3A97%3Ay%3A2025%3Ai%3Ac%3As1057521924007828
- Identifier: RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007828
- Released: 2025-01-23
- First featured: Quant Letter No. 83 (2025-01-23): https://www.ml-quant.com/issues/2025-01-23/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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