Garch Volatility 2020-05-21

plot of chunk pressure

30 day forecast unannualized implied volatility

Yesterday VIX
27.99

Yesterday Calculated
21.9920391

Today’s predicted
21.9000724

Tomorrow’s predicted
21.8099218

Delta from yesterday’s predicted and VIX
5.9979609

Percent Difference from yesterday’s predicted and VIX
21.429%

Based off of 2020-05-19

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