E-Mini S&P500 Futures Volatility Forecast (20/02/2011)

The staff of HyperVolatility got it right once again!!! The E-Mini S&P500 futures closed at 1,343 on Friday and the up move was efficiently predicted by our forecast: a really great trade!!!

The current volatility is 0.58% (9.2% annualised) and the TGARCH chart is now showing a downward sloping curve highlighting the steadiness of the uptrend which brought the market towards new highs and that should lift the price in the 1,348 – 1,350 zone over the next days.

On the other hand, the E-Mini S&P500 futures market does not appear to be that stable because the volatility chart has reached the bottom and therefore an increase in variance is pretty likely.

Nevertheless, the staff of HyperVolatility is still moderately bullish on the American market and we will try to take advantage of its “bullishness” by placing some longs, although aware that the strength of the up move decreases exponentially and that US macros could twist market oscillations.

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