|
| Realized (VIX) | Forecast (VIX) | |
| ARIMAX (2, 1, 1) | ARIMA (1, 1, 1) | ||
| 2020-07 | 24.4600 | 27.9478 | 28.8076 |
| 2020-08 | 26.4100 | 27.1818 | 27.5744 |
| 2020-09 | 26.3700 | 26.4143 | 26.6371 |
| 2020-10 |
| 25.9505 | 25.9247 |
| 2020-11 |
| 25.6066 | 25.3832 |
| 2020-12 |
| 25.3676 | 24.9716 |