Categories

Archives

DJ EuroStoxx50 Futures Volatility Forecast (23/01/2011)

The last week we were expecting a drop of the price towards the 2.900 area since the volatility was too low to justify a strong and steady rally over the 3.000 points and effectively so it was.

The actual volatility is 0.85% (13.4% annualised) but the downward sloping curve could indicate that the DJ EuroStoxx50 Index is now ready to break through the 3.000 points. Therefore, the TGARCH curve should touch the 0.6% (9.5% annualised) accompanying the Index in the rally that should bring the price to new highs.

The staff of HyperVolatility, despite the US Job Claims data released on Thursday, is bullish on DJ EuroStoxx50 futures which should continue to rise. We suggest you to look at buying opportunities that should be sold back on Friday.

Leave a Reply

Your email address will not be published. Required fields are marked *

Go back to top