|2015.01.30 VIX Cycle Model Chart|
The VIX cycle model seems to have predicted a multi-month turning point for volatility. The model is suggesting higher average volatility going forward into 2015 but the caveat is that it does not capture short term fluctuations in the negative or positive directions. A previous iteration of the model is shown below and here on the blog.
|2014.12.19 VIX Cycle Model Chart|