Jan 29, 2013

VHSI Forecast

My plan for 2013 is to provide volatility forecasts for all tradable volatility indexes. VHSI January futures expired yesterday; unfortunately I was out of town and was not able to run forecasts.

My forecast for VHSI to close at 12.98 on February expiration vs 16.10 in VHSI futures. As before, all forecasts are logged in the forecasts tracker spreadsheet.


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