ASSETS PRICES HYPERINFLATION Assets Returns DERIVATIVES EXPOSURE DERIVATIVES LEVERAGE RISK DERIVATIVES MARKET ECONOMETRICS RESEARCH STOCK MARKET BUBBLE STOCK MARKET CORRECTION Stock Market Crash STOCK PRICE CORRECTION STOCK PRICE OVERVALUATION SYSTEMIC RISK TIMESERIES VOLATILITY Uncategorized Volatility VOLATILITY AND MARKET RISKS
Leverage effect could bring seasonal Q1 stock market drawdown
The recent Q4 volatility patterns of the major U.S stock market Index, such as Dow Jones Industrial Average, S&P500, Nasdaq100 and Russell 3000 could have been a forthcoming market signal of a volatility build-up going into Q1 2025, as among…
FORECASTING EQUITY INDEX VOLATILITY: EMPIRICAL EVIDENCE FROM JAPAN,UK AND USA DATA
Understanding and forecasting equity market volatility has become an essential focus for financial analysts, policymakers, and academic researchers. In this working paper are explained the predictive capabilities of non-linear models—ARCH, GARCH, and EGARCH—using weekly return data from Japan, the UK,…