Intraday Volatility Forecast For Dax, Euro Stoxx 50 and Euro-Bund

Company: Deutsche Börse

Deutsche Börse case study

Category: Foreign Exchange

Published: 22 September 2015




The capacity to forecast volatility – a key input for trading algorithms and risk methodologies – is enormously valuable for traders. November sees Deutsche Börse launch a new analytic that forecasts the direction and magnitude of volatility.

In November 2015, Deutsche Börse will launch the Intraday Volatility Forecast, a new analytic that forecasts volatility for Dax, Euro Stoxx 50 and Euro-Bund. The forecasts are based on trading data of the respective futures, the most important instruments traded on Eurex Exchange.


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