# Forecast volatility above implied volatility

Canonical: https://halfonadouble.com/screens/volatility-forecast-discount
Data through: 2026-09-22 close
Publisher: Half on a Double

Where does a historical-volatility forecast exceed the volatility priced into options?

Matched-horizon volatility forecasts compared with constant-maturity ATM implied volatility. A forecast is uncertain; a discount is a research signal, not evidence of a profitable trade.

Results unavailable: The research publication and this page have different dates. Results are withheld until they agree. This is not a zero-match result.

[Definitions and limitations](https://halfonadouble.com/methodology.md).