Saturday, February 22, 2014

2014.02.21 VIX Cycle Model Chart

2014.02.21 VIX Cycle Model




















The VIX cycle model has been suggesting that the VIX would rise into Spring, 2014 and that seems to be the case. Once again, the model cannot predict the magnitude of the "spikes" but it has performed reasonably well at predicting turning points.  The previous chart of the results of the model run is shown below.


2014.02.07 VIX Cycle Model




3 comments:

Z.Q said...

do you have a more detailed chart of the vix? like 6 month period in days bar

Paolo said...

OK, I'll show a more fine-grained chart on the next VIX cycle model update - about two weeks.

Z.Q said...

thanks