Garch Volatility 2020-05-22

plot of chunk pressure

30 day forecast unannualized implied volatility

Yesterday VIX
29.530001

Yesterday Realized Vol
24.7227779552695

Yesterday Calculated
20.3890856

Today’s predicted
20.3298664

Tomorrow’s predicted
20.2718888

Delta from yesterday’s predicted and VIX
9.1409154

Delta from yesterday’s predicted and Realized Vol
4.33369239684547

Percent Difference from yesterday’s predicted and VIX
30.955%

Percent Difference from yesterday’s predicted and Realized Vol
17.529%

Based off of 2020-05-20

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