New method predicts Nikkei 225 futures volatility with high accuracy.
The article discusses a new method to predict how much the Nikkei 225 futures market will change in value. Instead of looking directly at the futures market, the researchers studied the relationship between futures and the actual assets they represent. By using a model that considers how volatility changes over time, they found that their new method was more accurate than the traditional approach. The results show that this indirect method is better at forecasting future changes in the Nikkei 225 futures market.