| etf_vix {bvhar} | R Documentation |
CBOE ETF Volatility Index Dataset
Description
Chicago Board Options Exchage (CBOE) Exchange Traded Funds (ETFs) volatility index from FRED.
Usage
etf_vix
Format
A data frame of 1006 row and 9 columns:
From 2012-01-09 to 2015-06-27,
33 missing observations were interpolated by stats::approx() with linear.
- GVZCLS
Gold ETF volatility index
- VXFXICLS
China ETF volatility index
- OVXCLS
Crude Oil ETF volatility index
- VXEEMCLS
Emerging Markets ETF volatility index
- EVZCLS
EuroCurrency ETF volatility index
- VXSLVCLS
Silver ETF volatility index
- VXGDXCLS
Gold Miners ETF volatility index
- VXXLECLS
Energy Sector ETF volatility index
- VXEWZCLS
Brazil ETF volatility index
Details
Copyright, 2016, Chicago Board Options Exchange, Inc.
Note that, in this data frame, dates column is removed.
This dataset interpolated 36 missing observations (nontrading dates) using imputeTS::na_interpolation().
Source
Source: https://www.cboe.com
Release: https://www.cboe.com/us/options/market_statistics/daily/
References
Chicago Board Options Exchange, CBOE Gold ETF Volatility Index (GVZCLS), retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/GVZCLS, July 31, 2021.
Chicago Board Options Exchange, CBOE China ETF Volatility Index (VXFXICLS), retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/VXFXICLS, August 1, 2021.
Chicago Board Options Exchange, CBOE Crude Oil ETF Volatility Index (OVXCLS), retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/OVXCLS, August 1, 2021.
Chicago Board Options Exchange, CBOE Emerging Markets ETF Volatility Index (VXEEMCLS), retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/VXEEMCLS, August 1, 2021.
Chicago Board Options Exchange, CBOE EuroCurrency ETF Volatility Index (EVZCLS), retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/EVZCLS, August 2, 2021.
Chicago Board Options Exchange, CBOE Silver ETF Volatility Index (VXSLVCLS), retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/VXSLVCLS, August 1, 2021.
Chicago Board Options Exchange, CBOE Gold Miners ETF Volatility Index (VXGDXCLS), retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/VXGDXCLS, August 1, 2021.
Chicago Board Options Exchange, CBOE Energy Sector ETF Volatility Index (VXXLECLS), retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/VXXLECLS, August 1, 2021.
Chicago Board Options Exchange, CBOE Brazil ETF Volatility Index (VXEWZCLS), retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/VXEWZCLS, August 2, 2021.