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SSRNDerivatives & Volatility

VIX Forecasting

An ARIMA-GARCH model is developed to forecast changes in the VIX, achieving a direction prediction accuracy of 56.01% but struggles to replicate extreme VIX spikes.

Featured in No. 84 on 5 Feb 2025 · 14 days after release

Released
22 Jan 2025
First featured
No. 84 · 5 Feb 2025
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
31
Identifier
SSRN 5106657

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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