volatility {qrmdata}R Documentation

Volatility Index

Description

Volatility index 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.

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")

[Package qrmdata version 2016-01-03-1 Index]