Pre-Open Vol Insight · Fri Nov 6, 2026: VIX 28.18, Front Futures in Backwardation

Описание: Pre-Open Vol Insight for Fri Nov 6, 2026.

VIX closed at 28.18 on Thu Nov 5 (+69.7%).
VIX3M vs VIX -9.3% (backwardation); VX front month settled at 24.54, VX30 23.25.
VIX 28.18 vs S&P 500 30-day realized 17.2.
Our quantitative forecasting model: 12% probability of a VIX rise of 15% or more within five trading days. Our reactive model: curve stress 9.9 / 10 (preliminary pre-market reading).
Coming up (next five sessions): Nonfarm payrolls Today 8:30 AM ET; CPI inflation Tue Nov 10 8:30 AM ET; PPI producer prices Fri Nov 13 8:30 AM ET.

Chapters:
0:00 This morning's headline
0:11 VIX level and 252-day percentile
0:21 Term structure: last five sessions
1:00 Futures curve: last five sessions and 30-day constant maturity
1:37 Implied vs realized
1:54 VVIX / VIX ratio
2:20 Event calendar: jobs report, CPI and PPI
2:32 Our models
3:07 Sign-off

How our forecasting model works - Volatility Forecasting: From GARCH to Gradient Boosting and Language Models:    • Volatility Forecasting: From GARCH to Grad...  
How our reactive model monitors VIX curve stress:    • How Our Reactive Model Monitors VIX Curve ...  

All values are previous-session closes and settlements.
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