# \#clustering

**URL:** https://research.vest.xyz/tag/clustering/4.md

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## [Multivariate Volatility Forecasting for Risk-Indifference Pricing](https://research.vest.xyz/t/multivariate-volatility-forecasting-for-risk-indifference-pricing/195)

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**Author:** [@Rem](https://research.vest.xyz/u/Rem)\
**Replies:** 2\
**Last updated:** [April 6, 2023, 5:44pm UTC](https://research.vest.xyz/t/multivariate-volatility-forecasting-for-risk-indifference-pricing/195 "2023-04-06T17:44:22Z")

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TLDR We explore multiple methods for forecasting multivariate volatility which is then used to determine risk indifference price for perp positions. While DCC-GARCH performs well in short-term forecast, GO-GARCH with red…