---
title: Improving Realised Volatility Forecast for Emerging Markets
url: https://www.ml-quant.com/papers/ssrn/4584573/
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: SSRN 4584573
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4584573
featured: 2023-09-28
citations: 13
topic: Derivatives & Volatility
---


# Improving Realised Volatility Forecast for Emerging Markets

A study comparing four models for forecasting volatility in emerging markets found the HAR model best for long-term volatility and realised GARCH models for volatility clustering and persistence.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4584573
- Identifier: SSRN 4584573
- Released: 2023-09-26
- First featured: Quant Letter No. 17 (2023-09-28): https://www.ml-quant.com/issues/2023-09-28/
- Citations (Semantic Scholar): 13
- Published in: not yet
- Topic: Derivatives & Volatility

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