1. Brief Explanation Value of VIX/100 is equal to the square root of variance swap on its underlying, S&P 500. VIX is calcul
![Forecasting volatility and market returns using the CBOE Volatility Index and its options - Journal of Investment Strategies Forecasting volatility and market returns using the CBOE Volatility Index and its options - Journal of Investment Strategies](https://www.risk.net/sites/default/files/2022-10/jis_trainor_f05.jpg)
Forecasting volatility and market returns using the CBOE Volatility Index and its options - Journal of Investment Strategies
![PDF] Modeling and Forecasting Implied Volatility - an Econometric Analysis of the VIX Index* | Semantic Scholar PDF] Modeling and Forecasting Implied Volatility - an Econometric Analysis of the VIX Index* | Semantic Scholar](https://d3i71xaburhd42.cloudfront.net/889f0af09664547ad653b974be1b1bb3361322fe/5-Figure1-1.png)
PDF] Modeling and Forecasting Implied Volatility - an Econometric Analysis of the VIX Index* | Semantic Scholar
![Kerberos007 on Twitter: "For Quant followers: $VIX formula From all available strikes of $SPX call & put bid/ask quotes, calculate the below formula to update the $VIX index in real-time. Here is Kerberos007 on Twitter: "For Quant followers: $VIX formula From all available strikes of $SPX call & put bid/ask quotes, calculate the below formula to update the $VIX index in real-time. Here is](https://pbs.twimg.com/media/EQjHb_QXUAAwgyN.png)