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Applying Nobel Prize-Winning Volatility Research to the S&P 500

April 3, 2025 | 3m 56s

In unpredictable markets, the ability to more accurately model and predict volatility may offer unique benefits when applied to indices used in insurance and structured products. Learn how the S&P 500 Engle Indices measure dynamic exposure to the S&P 500 while applying a predictive volatility control mechanism, which employs a variation of the GARCH model inspired by the research of Nobel Laureate Robert F. Engle.

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Applying Nobel Prize-Winning Volatility Research to the S&P 500

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