A Comparative Study of Hybrid LSTM Frameworks for Volatility Forecasting in the NASDAQ-100 and S&P 500 Markets
Manuscript, 2025
This study compares hybrid LSTM-GARCH frameworks for forecasting volatility in the NASDAQ-100 and S&P 500 markets. The analysis combines realized volatility, GARCH-family predictions, and implied-volatility information.
Recommended citation: Yue Yihua, Rong Jia, Lv Zimeng, Xiao Tongren, and Li Ke. "A Comparative Study of Hybrid LSTM Frameworks for Volatility Forecasting in the NASDAQ-100 and S&P 500 Markets." Manuscript, 2025.
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