Volatility Prediction Based on Machine Learning: Returns up to 16.84% in 3 Days

Volatility Prediction

This Volatility prediction is designed for investors and analysts who need predictions of the implied volatility for a basket of put and call options related to a specific index. It includes 8 volatility indices with bullish and bearish signals and indicates the best Volatility Index to trade:

  • Volatility indices for the long position
  • Volatility indices for the short position

Volatility Forecast
Package Name: Volatility Forecast
Recommended Positions: Long
Forecast Length: 3 Days (1/21/22 – 1/24/22)
I Know First Average: 8.06%
Volatility Prediction
Volatility Prediction chart

This Volatility Forecast Package forecast had correctly predicted 7 out of 8 stock movements. The top-performing prediction in this forecast was ^VIX, which registered a return of 16.84%. Other notable stocks were ^VXN and ^VHSI with a return of 16.14% and 14.43%. The package itself saw an overall return of 8.06%, providing investors with a 9.68% premium above the S&P 500’s return of -1.62% for the same time period.

Algorithmic traders utilize these daily forecasts by the I Know First market prediction system as a tool to enhance portfolio performance, verify their own analysis and act on market opportunities faster. This forecast was sent to current I Know First subscribers.

How to interpret this diagram

Algorithmic Stock Forecast: The table on the left is a stock forecast produced by I Know First’s algorithm. Each day, subscribers receive forecasts for six different time horizons. Note that the top 8 stocks in the 1-month forecast may be different than those in the 1-year forecast. In the included table, only the relevant stocks have been included. The boxes are arranged according to their respective signal and predictability values (see below for detailed definitions). A green box represents a positive forecast, suggesting a long position, while a red represents a negative forecast, suggesting a short position.

Please note-for trading decisions use the most recent forecast. Get today’s forecast and Top stock picks.