# A note on estimating stochastic volatility and its volatility: a new simple method

**Authors:** Moawia Alghalith  
**arXiv:** [1212.0380](https://arxiv.org/abs/1212.0380)  
**Date:** 2012-12-03  
**Summary page:** https://www.summarizepaper.com/fr/paper/1212.0380v1/

## Abstract

We present a new simple method of estimating stochastic volatility and its volatility. This method is applicable to both cross-sectional and time-series data. Moreover, this method does not require volatility data series.