Hull, Chapter 10: Volatility is a 33 minute instructional video analyzing the following concepts:

* Define and distinguish between volatility, variance rate, and implied volatility.

* Describe the power law

* Explain how various weighting schemes can be used in estimating volatility.

* Apply the exponentially weighted moving average (EWMA) model to estimate volatility.

* Describe the generalized autoregressive conditional heteroskedasticity (GARCH (p,q)) model for estimating volatility and its properties.

* Calculate volatility using the GARCH (1,1) mode

* Explain mean reversion and how it is captured in the GARCH (1,1) model.

* Explain the weights in the EWMA and GARCH (1,1) models.

* Explain how GARCH models perform in volatility forecasting.

* Describe the volatility term structure and the impact of volatility changes.