Prasad, Akhilesh; Bakhshi, Priti - In: Journal of risk and financial management : JRFM 15 (2022) 12, pp. 1-26
Movements in the India VIX are an important gauge of how the market’s risk perception shifts from day to day. This … research attempts to forecast movements one day ahead of the India VIX using logistic regression and 11 ensemble learning …-to-day movements of the India VIX because of their inherently optimised structure. This finding is very useful for anticipating risk in …