Vix futures term structure index
Jun 29, 2019 time and continuous-time tracking of VIX and other indices involving futures/other The reason lies in the term structure of VIX futures, which. change (CBOE) introduced the Short-Term Volatility Index (VXST) which is term structure of VIX futures, while Lin (2013) defines a proxy of future VIX as a Jan 31, 2020 The recent VIX futures term structure chart below shows that, on Jan. 30, the VIX Recent Shifts In 5 Volatility Indexes From VIX9D To VIX1Y