The Chicago Board Options Exchange Volatility Index, or the ‘VIX’ as it is better known, is a measure of the expected volatility of the US stock market. The VIX is based on the option prices of the S&P 500 Index and is calculated by combining the weighted prices of the index’s put1...
Generally speaking, if the VIX index is at 12 or lower, the market is considered to be in a period of low volatility. On the other hand, abnormally high volatility is often seen as anything that is above 20. When you see the VIX above 30, that’s sometimes viewed as an indication th...
Known ominously among investors as the "fear index" and launched by the Chicago Board Options Exchange (now the Cboe) in 1993, the Volatility Index (VIX) is meant to present the market's expectation of volatility over the coming 30 days. The metric is derived from options prices on the S&...
Volatility is a major factor in equity and option investments, andthe Volatility Index, or VIX, created by the Chicago Board Options Exchange (CBOE), has been a popular and closely watched indicator almost from the moment it was launched.1Though VIX may or may not be a rigorous substitute f...
The Volatility Index (VIX) is a real-time index that has been used as the first measure to quantify market expectations for volatility, which affects the financial market as a main actor of the overall economy that is sensitive to the environmental and social aspects of investors and companies...
指数波动帮助波动率SkewINDEXIndex波动率指数skewthe 系统标签: volatilityindexskewvillanova波动vix VillanovaUniversityTheVolatilityIndexandtheVolatilitySkewTheInfluencesofVolatilityintheStockMarketChristinaLee&IvanaLee12/16/2010IntroductionVolatilityistherateofchangeinthepriceofacertainsecurity,suchasstocks,bonds,oroptions...
Summary This chapter explains various aspects of the concept of volatility index (VIX) in a financial system. Volatility index is one of the most popular technical indicator used by the stock market analysts to study short-term views of the market. It is a measure of investors' expectations fo...
The information provided by the model may be a useful tool for investment decisions, as well as for hedging purposes regarding the volatility of a certain asset. 展开 关键词: VIX index Markov chain realized volatility implied volatility volatility regimes ...
First, whether it subsumes information on how historical jump activity contributed to the price volatility, followed by whether the VIX reflects any incremental information pertaining to future jump activity relative to model-based forecasts. It is found that the VIX index both subsumes information ...
TheCBOE Volatility Index(VIX) is a measure of expected price fluctuations in theS&P 500 Indexoptions over the next 30 days. The VIX, often referred to as the "fear index," is calculated in real time by theChicago Board Options Exchange(CBOE). ...