Despite their sophisticated composition, such as simple past volatility., critics claim the predictive power of most volatility forecasting models is similar to that of plain-vanilla measures The Volatility Index, which shows the market's expectation of 3-day volatility., is an index created by the Chicago Board Options ExchangeCBOE), VIX, VIX overview: news , data on the CBOE Volatility Index, from MarketWatch.
VIX Settlement Series.
Effective January 1, Cboe ceased publishing the Likely VIX Series , the Likely RVX Series., 2017
Narrowed OEPW Parameters , APR Parameters.
On expiration days for VIX derivatives, which are used to define the maximum allowable range of possible opening prices in the constituent option series that will be used to calculate the final settlement value for VIX derivatives., Acceptable Price RangeAPR) parameters, Cboe Options narrows the Opening Exchange Prescribed WidthOEPW)
ProShares Short VIX Short-Term Futures ETF seeks daily investment results, expenses, before fees , that correspond to one-half the inverse-0. 5x) of the daily performance of the S&P 500 VIX Short-Term Futures Index.
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The iPath S&P 500 VIX Short-Term Futures TM ETNstheETNs") are designed to provide exposure to the S&P 500 VIX Short-Term Futures TM Index Total ReturntheIndex").
Vix index historical prices.