VIX Nowcast
Last updated: 2026-09-22
Dominant Metrics: Central Bank Policy leads in negative sentiment (Anxiety), and Economic Policy Uncertainty leads in market attention (Volume), based on absolute values.
Objective
- A Nowcast tool to identify which global themes are currently driving VIX volatility
Inputs
- 22 time-series from GDELT (Real-time global news, https://www.gdeltproject.org/)
- The model monitors 11 macro themes through two metrics:
- Market Attention: Intensity of media coverage
- Negative Sentiment: Level of adverse tone in news
Output
- The variables with the highest coefficients reveal the primary drivers of VIX volatility, including whether they increase or decrease VIX.
This information is for informational purposes only and does not constitute investment advice, a recommendation, or a solicitation to buy or sell any security. Past performance is not indicative of future results. Always consult a licensed financial advisor before making any investment decisions.