SP 500 Volatility Forecasting
The research investigates four techniques to enhance the precision of volatility forecasts for the SP 500, including the GARCH model, an LSTM network, a hybrid LSTM-GARCH model, and an advanced hybrid model incorporating the VIX index.
Featured in No. 58 on 24 Jul 2024 · 1 day after release
- Released
- 23 Jul 2024
- First featured
- No. 58 · 24 Jul 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4903194
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