volatility: Volatility Index
In qrmdata: Data Sets for Quantitative Risk Management Practice
volatility R Documentation
Volatility Index
Description
Chicago Board Options Exchange (CBOE) volatility index (VIX) data.
Usage
data("VIX")
Format
An xts object containing the volatility index
(VIX; ticker symbol “^VIX”) from its first date of availablility
to 2015-12-31.
Details
The VIX is typically used as a market-based measure of volatility in
percent; see the white paper
https://cdn.cboe.com/resources/vix/vixwhite.pdf
on how the VIX is constructed.
Author(s)
Marius Hofert
Source
The data was obtained from Yahoo Finance on 2016-01-03 via the
function get_data() from qrmtools.
Examples
data("VIX")
qrmdata documentation built on June 1, 2022, 9:06 a.m.
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| volatility | R Documentation |
Volatility Index
Description
Chicago Board Options Exchange (CBOE) volatility index (VIX) data.
Usage
data("VIX")
Format
An xts object containing the volatility index
(VIX; ticker symbol “^VIX”) from its first date of availablility
to 2015-12-31.
Details
The VIX is typically used as a market-based measure of volatility in percent; see the white paper https://cdn.cboe.com/resources/vix/vixwhite.pdf on how the VIX is constructed.
Author(s)
Marius Hofert
Source
The data was obtained from Yahoo Finance on 2016-01-03 via the
function get_data() from qrmtools.
Examples
data("VIX")
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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