# Forecasting Implied Volatility with ARIMA Model-Volatility Analysis in Python

Posted on October 31, 2020

In a previous post, we presented theory and a practical example of calculating implied volatility for a given stock option. In this post, we are going to implement a model for forecasting the implied volatility. Specifically, we are going to use the Autoregressive Integrated Moving Average (ARIMA) model to forecast …