|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|