---
title: SP 500 Volatility Forecasting
url: https://www.ml-quant.com/papers/ssrn/4903194/
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 4903194
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4903194
featured: 2024-07-24
citations: unknown
topic: Derivatives & Volatility
---


# 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4903194
- Identifier: SSRN 4903194
- Released: 2024-07-23
- First featured: Quant Letter No. 58 (2024-07-24): https://www.ml-quant.com/issues/2024-07-24/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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