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This study aims to explore how AI-based volatility forecasting informs financial integration among global equity markets.

Artificial Intelligence-Based Volatility Forecasting and Global Financial Market Integration

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This study aims to explore how AI-based volatility forecasting informs financial integration among global equity markets.
Analyzed daily index data from developed and emerging markets.
Utilized AI techniques to create volatility estimates capturing nonlinear market behavior.
Measured AI-generated volatility against actual financial integration patterns.
AI-based models reacted strongly during market uncertainty, indicating risk spillover.
Findings show market associations increase significantly during economic stress events.
Volatility is shown to be a global issue rather than confined to individual countries.

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Randomized trial examines AI's role in volatility forecasting, indicating stronger market connections during stress events.

Bhunia et al. (2026) studied this question.

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