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25 November 2015 | Data services

Good vibrations: The seismology of market volatility White paper: Volatility forecasts for DAX, EURO STOXX 50 and Euro-Bund futures

The value of forecasting volatility

Volatility is key to both alpha generation and trading performance measurement and is a crucial input for trading algorithms and risk methodologies. The capacity to forecast size and direction of volatility is therefore enormously valuable. Deutsche Börse’s new analytic, the > Intraday Volatility Forecast, aims to forecast the volatility for the DAX, EURO STOXX 50 and Euro-Bund futures.

Our white paper explains how the Intraday Volatility Forecast is calculated and how it can be used. If you would like to receive a copy of our white paper by e-mail, please fill out below form. The white paper will automatically be sent to the e-mail address provided.

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