Saturday, November 23, 2013

2013.11.22 VIX Cycle Model Chart

The VIX cycle model continues to perform well, and is suggesting that we may have seen a low in volatility for at least one year beginning in late 2013 and into 2014.  The previous iteration of the model posted on 2013.10.25 appears below.


platy said...

Great work Paolo, thank you!

Anonymous said...

Many thanks Paulo - much appreciated indeed. I'm thinking that the VIX prediction is a good proxy for the general US indices. I believe that we can expect some volatility into the end of January (or shortly thereafter), when Janet Yellen transitions into the lead role at the Fed.