qrmdata (version 2024-03-04-2)

volatility: Volatility Index

Description

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

Usage

data("VIX")

Arguments

Format

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

Author

Marius Hofert

Details

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

Examples

Run this code
data("VIX")

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