“The only thing standing between you and your goal is the bullshit story you keep telling yourself as to why you can’t achieve it.” – Jordan Belfort
Nov 19, 2011
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.