Sunday, September 14, 2014

2014.09.12 VIX Cycle Model Chart

2014.09.12 VIX Cycle Model Chart



















The VIX cycle model continues to suggest higher levels for the VIX into the end of 2014. The model cannot capture the "volatility of volatility" so it should be interpreted cautiously, especially at short time frames.  A previous iteration of the model is shown below and here.


2014.08.01 VIX Cycle Model Chart


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