Predicting VIX Trends
The study uses machine learning to predict the CBOE Volatility Index, finding that weekly jobless claim data significantly impacts market volatility and improves trading strategies' resilience.
Featured in No. 85 on 19 Feb 2025 ·
- Released
- 23 Mar 2024
- First featured
- No. 85 · 19 Feb 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 23
- Identifier
- RePEc:taf:quantf:v:24:y:2024:i:12:p:1857-1873
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).