Q1 2025 Seasonal Volatility and Stock Market Correction: A Forecasting Analysis
The first quarter of 2025 may bring increased stock market volatility, potentially leading to a market correction. A detailed analysis of major U.S. indices, including the Dow Jones Industrial Average (DJIA), S&P 500, NASDAQ 100, and Russell 3000, suggests that…
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,…
Private Sector Social Contributions Shocks and lagged macro-economy effects
Shocks affecting disposable income of households, Three fiscal shocks crucially affect the disposable income of households. These shocks are associated with direct taxes paid by households, social contributions paid by households and social benefits received by households (i.e. social transfers…