volatility: Volatility Index

Description Usage Format Author(s) Source Examples

Description

Volatility index data.

Usage

1
data("VIX")

Format

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

Author(s)

Marius Hofert

Source

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

Examples

1
data("VIX")

Example output



qrmdata documentation built on Jan. 11, 2020, 9:27 a.m.

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