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arch v8.0.1 (+608)
arch.data.vix.load
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    • Univariate Volatility Models
    • Bootstrapping
    • Multiple Comparison Problems
    • Unit Root Testing
    • Cointegration Analysis
    • Long-run Covariance Estimation
    • API Reference
    • Data Sets
      • Loading Data
        • arch.data.sp500.load
        • arch.data.nasdaq.load
        • arch.data.vix.load
          • F arch.data.vix.load
            • Returns
            • Return type
        • arch.data.wti.load
        • arch.data.crude.load
        • arch.data.core_cpi.load
        • arch.data.default.load
        • arch.data.frenchdata.load
        • arch.data.binary.load
        • arch.data.utility.load_file
    • Warnings and Exceptions
    • Common Type Definitions
    • Contributing
    • Change Log
    • F arch.data.vix.load
      • Returns
      • Return type

    arch.data.vix.load¶

    arch.data.vix.load() → DataFrame[source]¶

    Load the VIX Index data used in the examples.

    Returns:¶

    data – Data set containing historical VIX.

    Return type:¶

    pandas.DataFrame

    © Copyright 2021, Kevin Sheppard.
    Created using Sphinx 9.1.1. and Sphinx-Immaterial