Swiss Franc Futures Volatility Forecast (22/11/2010)

The volatility plot for the Swiss Franc futures contrasts with the price action since the augment in the TGARCH plot 0.9% (15% annualised) does not mirror the shy downtrend that this market experienced.

The volatility is now very high and it will probably tend to revert towards its mean implying a further rally of the price which could hit 110 by the end of this week.

The Swiss Franc futures is in a bull market and a drop of volatility during the next days should be interpreted as a confirmation of the steadiness of the uptrend.

There might be some very short-term retracement but the staff of HyperVolatility remains bullish and invite you to buy back your long positions

Leave a Reply

Your email address will not be published.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

Go back to top