---
title: Forecasting Volatility: An S&P 500 Case Study
url: https://www.ml-quant.com/papers/ssrn/5013407/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 5013407
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5013407
featured: 2024-11-27
citations: unknown
topic: Derivatives & Volatility
---


# Forecasting Volatility: An S&P 500 Case Study

An S&P 500 Case Study: The paper suggests that simple forecasts can effectively stabilize volatility in the SP 500 and Treasury bills, similar to complex models.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=5013407
- Identifier: SSRN 5013407
- Released: 2024-11-06
- First featured: Quant Letter No. 76 (2024-11-27): https://www.ml-quant.com/issues/2024-11-27/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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