VIX to close at 32.06 vs 32.35 in the futures,
VSTOXX to close at 38.31 vs 37.95 in the futures.
Futures prices are Friday settlement.
Expiration Analysis
Volatility indexes traded in a broad range with politically-driven swings. VIX rose 0.21, and VSTOXX fell 1.81. I managed to be wrong on both directions for the index futures - you can see my complete forecasting track record on Forecasts Tracker page. There is a lot of uncertainly going forward because political factors are driving the market and these things are not something I can forecast with a statistical model. Still - for the next expiration I predict
VIX to close at 32.06 vs 32.35 in the futures,
VSTOXX to close at 38.31 vs 37.95 in the futures.
Futures prices are Friday settlement.
VIX to close at 32.06 vs 32.35 in the futures,
VSTOXX to close at 38.31 vs 37.95 in the futures.
Futures prices are Friday settlement.
Subscribe to:
Post Comments (Atom)
Weekly market report
Wall st delivered a mixed bag of news with VIX, VNKY, and VSTOXX and their underlying markets almost unchanged. VXD - volatility index based...
-
As I am sure all of you know Russia has began a full scale war against my home country Ukraine. Please make no mistake - Putin's goal ...
-
Many investors are looking at VIX and VSTOXX indexes as a leading indicators of volatility in equity markets, however many are confused by t... -
Deutsche Bank Currency Volatility Index was developed to provide an implied volatility benchmark for major currency markets. The index is d...
No comments:
Post a Comment