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E-Mini Nasdaq Futures Volatility Forecast (01/02/2011)

The E-Mini Nasdaq futures Index was expected to achieve 2,300 – 2,320 points and the staff of HyperVolatility was right again although the Friday trading session was as unexpected as violent.

The volatility is around 0.9% (14.2% annualised) and the TGARCH curve is clearly downward sloping implying that the Index is more likely to rise rather than to drop.

Furthermore, the drop in the VXN Index indicates that the volatility of volatility is decreasing and consequently that many investors did not get rid of their long positions.

The staff of HyperVolatility suggests you to place some long positions on E-Mini Nasdaq Futures because they should get into the 2,320 zone again and to watch them constantly because over the next trading days the Index should rise as expected.

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