Volatility forecasting
Dual-Model SPY Volatility Forecasting: GINN + Galformer
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GINN Model - High Precision Zone (1-5 Days)
1-Day
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Volatility Forecast
Expected annualized volatility for the next trading day. Higher values indicate more price movement expected.
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Change from Current
Percentage change from today's realized volatility. Positive = increasing volatility, Negative = decreasing volatility.
±-
Confidence Interval
Model uncertainty range. Smaller values indicate higher confidence in the prediction.
2-Day
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2-Day Volatility Forecast
Expected volatility two trading days ahead using GINN hybrid model.
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Change from Current
Percentage change from today's realized volatility.
±-
Confidence Interval
Uncertainty range around the 2-day forecast.
3-Day
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3-Day Volatility Forecast
Expected volatility three trading days ahead using GINN hybrid model.
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Change from Current
Percentage change from today's realized volatility.
±-
Confidence Interval
Uncertainty range around the 3-day forecast.
5-Day
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5-Day Volatility Forecast
Expected volatility five trading days ahead. End of GINN precision zone.
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Change from Current
Percentage change from today's realized volatility.
±-
Confidence Interval
Uncertainty range. Confidence decreases for longer horizons.
Galformer Model - Extended Horizon (7-30 Days)
7-Day
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7-Day Volatility Forecast
Transformer-based extended horizon prediction. Start of Galformer zone with no recursive error.
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Change from Current
Percentage change from today's volatility. Extended horizon trends.
±-
Confidence Interval
Higher uncertainty for extended horizons. Galformer maintains consistent accuracy.
14-Day
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14-Day Volatility Forecast
Two-week ahead prediction using generative transformer architecture.
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Change from Current
Long-term volatility trend direction vs current levels.
±-
Confidence Interval
Uncertainty increases with horizon. Wider range for 2-week forecasts.
21-Day
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21-Day Volatility Forecast
Three-week ahead volatility using multi-head attention mechanism.
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Change from Current
Long-term structural volatility changes vs current regime.
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Confidence Interval
Extended horizon uncertainty. Model maintains consistency vs recursive methods.
30-Day
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30-Day Volatility Forecast
Maximum horizon forecast. Captures long-range market dependencies and regime persistence.
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Change from Current
Monthly volatility outlook vs current environment. Strategic positioning indicator.
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Confidence Interval
Maximum uncertainty range. Galformer avoids error accumulation of traditional methods.
SPY Price
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Current VIX
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Realized Vol
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21-Day Avg
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Data Date
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Volatility Forecast Cone
Current Volatility
GINN Zone (1-5 days)
Galformer Zone (7-30 days)
Confidence Bands
Time Range:
All Data
Last Year
Last 6 Months
Last 3 Months
Last Month
Historical Volatility Predictions
Realized Volatility
GINN
Galformer
SPY Price (Right Axis)
LSTM
GARCH
R-quared
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RMSE
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MAE
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Total Predictions
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Forecasts updated daily 10pm EST.
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Bugs and questions:
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