volatility {qrmdata} | R Documentation |
Volatility index data.
data("VIX")
An xts
object containing the volatility index
(VIX
; ticker symbol “^VIX”) from its first date of availablility
to 2015-12-31.
Marius Hofert
The data was obtained from Yahoo Finance on 2016-01-03 via the
function get_data()
from qrmtools.
data("VIX")