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In this book, three variances, historical variances of financial series are compared. The variances are: implied variance and the one generated from the GARCH model for BlackScholes to find out which one is the most suitable method to predict from. The conclusion from this is that the implied standard deviation (ISD) performed best, followed by the GARCH, and the least is the historical volatility. However, the difference between historical volatility and GARCH was not significant. As an alternative, MonteCarlo simulation was used to calculate European call price for the three companies and find that as the time to step increase, the results converge to the BlackScholes model.
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