TGARCH Volatility prediction for S&P 500 on April 4, 2011

The actual volatility is fluctuating around 0.78% (12.3% annualised) but the TGARCH curve is showing a fairly stable scenario which is likely to remain unaltered over the following trading days.

Additionally, the VIX Index will probably keep declining and a decreasing implied volatility should favour an ulterior recovery of futures prices which could achieve 1,350 points by the end of the next week.

Gameplan: buy dips and initiate long positions to ride the coattails of investors’ confidences in recent economic news.

TGARCH Volatility prediction for S&P 500 on April 4, 2011

The actual volatility is fluctuating around 0.78% (12.3% annualised) but the TGARCH curve is showing a fairly stable scenario which is likely to remain unaltered over the following trading days.

Additionally, the VIX Index will probably keep declining and a decreasing implied volatility should favour an ulterior recovery of futures prices which could achieve 1,350 points by the end of the next week.

Gameplan: buy dips and initiate long positions to ride the coattails of investors’ confidences in recent economic news.

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