---
title: Effectiveness of Short-Term Market Swings in Predicting Realized Volatility
url: https://www.ml-quant.com/papers/repec/eee-finlet-v-58-y-2023-i-pd-s1544612323010012/
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: RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010012
source_url: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1544612323010012%3Bh%3Drepec%3Aeee%3Afinlet%3Av%3A58%3Ay%3A2023%3Ai%3Apd%3As1544612323010012
featured: 2023-12-20
citations: unknown
topic: Derivatives & Volatility
---


# Effectiveness of Short-Term Market Swings in Predicting Realized Volatility

The article assesses the new VIX1D volatility index's effectiveness in predicting short-term market fluctuations and realized volatility.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=http%3A%2F%2Fwww.sciencedirect.com%2Fscience%2Farticle%2Fpii%2FS1544612323010012%3Bh%3Drepec%3Aeee%3Afinlet%3Av%3A58%3Ay%3A2023%3Ai%3Apd%3As1544612323010012
- Identifier: RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323010012
- Released: 2023-12-20
- First featured: Quant Letter No. 30 (2023-12-20): https://www.ml-quant.com/issues/2023-12-20/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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