VIX related products (exchange traded notes, futures and options) are becoming popular financial instruments for both hedging and speculation. The volatility index VIX was developed in the early 90’s. In its early days, it led the derivative markets. Today the dynamics has changed. Now there is strong evidence that the VIX futures market leads the cash index. In this installment we are going to look at some statistical properties of the spot VIX index. We used data from January 1990 to May 2017.
http://blog.harbourfronts.com/2017/11/30/statistical-distributions-volatility-index/
