Feb 25, 2013

VHSI Forecast

Last month I made a VHSI forecast that the index will close at 12.98. My forecast was substantially off - the index finished much closer to the futures value, but still finished lower than when we started. As every month, all forecasts are logged in the spreadsheet where I track all values.

My forecast for March 28, 2013 expiration - for VHSI to finish at 13.92 vs futures at 16.00. My model is definitely bearish on vol world-wide.

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