Cboe, cboe, global Markets
MarketWatch 17 hours ago, the stock market is poised for its best May in 9 yearsbut the coming week is crucial. A volatility index would play the same role as the market index play for options and futures on the index.".
Cboe Global Markets Inc., marketWatch
Stern School of Business at New York University. 10 Particularly, VIX undervalues (overvalues) volatility when market return is expected to be negatively (positively) skewed.
Cboe, cboe, global Markets Inc Stock", cNNMoney
Whaley, Robert., "Derivatives on Market Volatility: Hedging Tools Long Overdue The Journal of Derivatives 1 (Fall 1993. . "Market Timing: Style and Size Rotation Using the VIX." Financial Analysts Journal, (Mar/Apr 1999. . 3, the cboe retained consultant Robert Whaley in 1992 to develop a tradable volatility instrument based on index option prices. Open: 102.77, close: 103.09 102.09 Day Low/High 103.36, day Range.86 52 Week Low/High 138.54.
VIX : Summary for, cBOE Volatility Index, yahoo
For example, Nassim Taleb famously titled one of his Journal of Portfolio Management papers We Don't Quite Know What We are Talking About When We Talk About Volatility. However, other works have countered that these critiques failed to correctly implement the more complicated models. With no diffusion assumption, gvix is formulated from the definition of log-return variance, making VIX a special case of the gvix. Cboe Volatility Index (VIX) 19852012.
Finance.VIX: cboe Volatility Index - Stock" and News, cNBC
Date/Time: This is a callout marker, like all ChartIQ markers, the object itself is managed by the chart, so when you scroll the chart the object moves with you. The information and data was obtained from sources believed to be reliable, but accuracy is not guaranteed. "The ABCs of VIX." Barron's (Mar 15, 2004. "Answering the Skeptics: Yes, Standard Volatility Models Do Provide Accurate Forecasts". "Contract Specifications: cboe Volatility Index (VX) Futures".