0
$\begingroup$

I am trying to find a dataset (oil prices, S&P index, DAX returns etc.) in order to visualize the high volatility and low volatility periods in a plot. So far, I have not found a dataset that has this trend.

For example, the price of a Apple stock has so far only increased with small swings and cannot be modeled as regime specific variable.

Is there anyone who could advise which economic data should I download to plot it and see how the regimes switch from time to time.

| improve this question | |
$\endgroup$
0
$\begingroup$

Spx is perfect for that. But for regime switching you need samples that span many years.

| improve this answer | |
$\endgroup$
1
$\begingroup$

I think the VIX index is a good example of what you are looking for.

| improve this answer | |
$\endgroup$

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.