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E-Mini Crude Oil Futures Volatility Forecast (05/10/2011)
E-Mini Crude Oil futures opened at 81.2 on Monday, rose to 83.6 on Tuesday, sharply dropped to 80.8 on Wednesday, jumped back to 82.8 on Thursday and plummeted to 78.6 on Friday. The actual volatility...
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German Bund Futures Volatility Forecast (05/10/2011)
German Bund futures opened at 136.9 on Monday, dropped to 135.9 on Tuesday, touched 135.6 on Wednesday, settled to 135.7 on Thursday and jumped back up to 136.7 on Friday. The current volatility is...
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DJ EuroStoxx50 Futures Volatility Forecast (05/10/2011)
DJ EuroStoxx50 futures opened at 2,097 on Monday, touched 2,163 on Tuesday, plunged to 2,138 on Wednesday, rose to 2,203 on Thursday and retraced to 2,148 on Friday. The volatility is around 2.5%...
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E-Mini Nasdaq Futures Volatility Forecast (05/10/2011)
E-Mini Nasdaq futures opened at 2,227 on Monday, touched 2,254 on Tuesday, dropped to 2,220 on Wednesday, settled around 2,192 on Thursday and closed at 2,123 on Friday. The current volatility is 1.7%...
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VIX Index Volatility Forecast (05/10/2011)
The VIX index opened at 39% on Monday, dropped to 37.7 on Tuesday, climbed to 41 on Wednesday, plummeted to 38.8 on Thursday and closed to 42.9 on Friday. The volatility is around the 7.8% – 8% level...
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E-Mini S&P500 Futures Volatility Forecast (05/10/2011)
E-Mini S&P500 futures opened at 1,158 on Monday, achieved 1,170 on Tuesday, plummeted to 1,149 on Wednesday, and rose to 1,157 on Thursday but on Friday the price dropped to 1,122 in the last...
View ArticleHyperVolatility is back
Dear readers, We do apologise for the interruption in the service but the increased amount of work we had to cope with prevented us from posting analysis on a weekly basis. HOWEVER, IT IS IMPORTANT TO...
View ArticleHyperVolatility – End of the Year Report 2011
Dear All, we are pleased to announce you that the HyperVolatility End of the Year Report 2011 has been finally completed and it can be downloaded for free by clicking the following link:...
View ArticleHyperVolatility Forecasts: BIG NEWS
Dear HyperVolatility readers, we would like to inform you that the forecasting service is now carried on a personal basis only. Hence, if you want to receive market analysis based on quantitative...
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Equity Volatility Indices: VIX, VXN, VXD, RVX
The present research will go through the most popular equity volatility indices proposed by the CBOE. The aim of the research is to identify how they fluctuate and to quantify the magnitude of their...
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