May 7, 2013

RTSVX June Forecast

Sorry I have been really busy lately and don't have a lot of free time to provide updates. However one things that keeps me on schedule are futures forecasts that I publish for all available volatility futures in the world. Today futures on Russian VIX - RTSVX index settled at 19.82, closer to my forecast and correct on direction. Front month futures  - expiring on the 7th of June 2013 are trading at 22.40, while my model suggests that the index will likely settle around 19.67. As usual all forecasts are available on Volatility Tracker page.

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