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Use the data in VIX Futures (cboe.com). Plot the current term structure of volatility using VIX future contracts. From this table only use the spot
- Use the data in VIX Futures (cboe.com).
- Plot the current term structure of volatility using VIX future contracts. From this table only use the spot (^VIX) and the monthly contracts (those with 5 letter symbols) to plot the term structure.
- What type of information can we infer from this graph?
- Although the volatility term structure takes any shape, it is usually upward sloping. How do you interpret this empirical finding?
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The Cyber Attack Survival Manual
Authors: Heather Vescent ,Nick Selby
1st Edition
1681886545, 978-1681886541
