Sunday, December 1, 2013

2013.11.29 VIX Model Chart




















The VIX cycle model suggests VIX will be moving up into the end of 2013, and that this move initiates the beginning of an 18 month rise that peaks at 36.  The cycle model does not capture the shorter term volatility in the VIX.  Thus, as in the historical data of actual vs predicted, there will likely be "overshoots" in both directions, and the peak price prediction will likely also be an underestimate.

The previous VIX model from 2013.11.22 is shown below.