How the Volatility Forecast actually performed: for each of the last 60+ trading days we compare the expected move (forecast from prior data only - no hindsight) with the move that really happened. Judge us by the numbers below, recomputed live from public exchange history.
How to read this honestly
A PERFECT ±1σ forecast band contains about 68% of days and a ±1.96σ band about 95% - never 100%. Hit rates close to those targets mean the model is well calibrated. Far above the target means the bands are wider than needed; far below means risk was under-called. 100% would be a red flag, not a feature.
For every day in the window we rebuild the exact GARCH(1,1) forecast the product would have shown that morning - using only candles that existed at the time - then compare it with the day's realised move. Nothing is stored or curated: this page recomputes the whole track record from public exchange history on every load, so a skeptic with the same candles gets the same numbers. Calibration = average realised move ÷ average forecast move (≈1 is ideal).