Sunday, October 18, 2015

2015.10.16 VIX Cycle Model Chart

2015.10.16 VIX Cycle Model Chart

















The VIX cycle model suggests a higher VIX 'baseline' going forward, with increasing upward pressure in the mid-November time frame. The model correctly predicted a rise in the index in the Fall, 2015.  A previous run of the model is shown below and here on the blog.



2015.07.10 VIX Cycle Model Chart

1 comment:

Anonymous said...

Thank you Paolo, regards, Diego.