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E-Mini S&P500 Futures Volatility Forecast (06/02/2011)

The pull back to the 1,300 area did not certainly surprise our readers because the last week the staff of HyperVolatility efficiently managed to forecast such a phenomenon.

The current volatility is slightly higher than it was the last week, in fact, the TGARCH curve is around 0.9% (14.2% in annual terms) and it would appear that a decline in market fluctuations is likely to occur. Consequently, the E-Mini S&P500 futures market should benefit from such a drop and head north even during the next trading days. Particularly, the price should achieve 1,320 – 1,330 by the end of the week, Non-Farm Payroll figures permitting.

The staff of HyperVolatility advises you to keep going long E-Mini S&P500 futures but, as previously mentioned, a great deal of attention will be needed during macroeconomics data announcements.

2 Responses to E-Mini S&P500 Futures Volatility Forecast (06/02/2011)

  1. I’ve been following HV for several months now. Thanks for your great work and for maintaining this website. It’s people like you that give hope to the individual investor. Thanks again I am very pleased with all you’ve done. Everyone needs to read your forecasts!

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