most citedThe Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models

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q-fin.TR2024★ 1 cited

The Hybrid Forecast of S&P 500 Volatility ensembled from VIX, GARCH and LSTM models

Natalia Roszyk, Robert Ślepaczuk

Predicting the S&P 500 index volatility is crucial for investors and financial analysts as it helps assess market risk and make informed investment decisions. Volatility represents…