---
title: Futures Markets' Impact on Currency Variance Forecasts in Asian Markets
url: https://www.ml-quant.com/papers/ssrn/4704913/
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 4704913
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4704913
featured: 2024-01-30
citations: unknown
topic: Macro-Finance & Rates
---


# Futures Markets' Impact on Currency Variance Forecasts in Asian Markets

The volatility of currency markets has become harder to predict with the introduction of futures, with machine learning models performing better than GARCH models, and simple historical volatility forecasts surpassing both.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4704913
- Identifier: SSRN 4704913
- Released: 2024-01-24
- First featured: Quant Letter No. 35 (2024-01-30): https://www.ml-quant.com/issues/2024-01-30/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Macro-Finance & Rates

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