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Forecast For VXX:
|Forecast For ZIV:|
Bias™: The current bias of VXX and ZIV as determined by the current shape of the VIX futures term structure and short-term trend indicators. A more negative reading means a stronger negative bias ("headwind") for that security. A more positive reading means a stronger positive bias ("tailwind"). Values from -10 to +10 represent +/- 4 standard deviations of values since March 2004.
Spike Risk™: The probability of a rise of 7% or more in VXX over the next two days. Values below 25% indicate a low risk of a spike in VXX. Values between 25% and 60% are moderate risk. Values above 60% are high risk. See historical values below.
Forecast data is delayed 1 week. Subscribe to Trading Volatility+ to view current forecast data.
To help put these numbers in context, see the charts below which plot forecasted values using the current algorithms against performance of VXX and ZIV. (Forecast values use the left axis; Price and % change use the right axis).