Talk:Volatility clustering

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  • Requests: add specific citation of quote attributed to Mandelbrot

The example used in this article is incorrect. Implied volatility increases prior to an event (such as an earnings date), but realized volatility only increases on the day of (or day after) the earnings announcement. This article incorrectly confuses the two. A different example of volatility clustering should be used and references should be cited. 67.101.148.132 22:07, 21 December 2005 (UTC)