Volatility Edge Scanner

Every night, we compare each stock's market-implied volatility (from real option prices) against our own EGARCH statistical forecast. When the market is pricing options far above or below what our model expects, that gap — the edge — is a real, market-grounded mispricing signal, not an arbitrary threshold. How well that EGARCH reference has actually held up historically varies by sector — see the "Sector backtest" column on each signal below.

Last refreshed 10 September 2026