volatility {qrmdata}

Volatility Index

Description

Chicago Board Options Exchange (CBOE) volatility index (VIX) data.

Usage

data("VIX")

Format

An xts object containing the volatility index (VIX; ticker symbol “^VIX”) from its first date of availablility to 2015-12-31.

Details

The VIX is typically used as a market-based measure of volatility in percent.

Author(s)

Marius Hofert

Source

The data was obtained from Yahoo Finance on 2016-01-03 via the function get_data() from qrmtools.

Examples

data("VIX")