Saturday, January 31, 2015

2015.01.30 VIX Cycle Model Chart

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