VIX Forecast

15 Jul

VIX - the fear indicator - is a calculated instrument. It has a non-cycle behavior. Under these assumptions it was not clear of the cycles-analysis would fit to generate a successful forecast. 

In the following examples we can see that the forecast model could successfully predict the future of VIX.

Forecast from March 1 2020.

The turning points and trend directions were caught quite nicely.

 Forecast from April 1 2020. 

Again, we can see that the trend and change-in-trend timing are very accurate.

Here is a forecast for the next 3 weeks, from July 1 2020.

We will keep tracking. the trend and change-in-trend dates.


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