The article explores new ways to predict changes in volatility in financial markets. Instead of using traditional methods, the researchers looked at different models that can better capture how volatility changes over time. They found that by using specific equations, they could create more accurate predictions of volatility. One model, called Log-GARCH, showed promise in capturing asymmetry in volatility. Overall, the study suggests that these alternative models could improve our understanding of how volatility behaves in financial markets.