Analýza vývoje časové řady indexu VIX a VIX futures

In my thesis, I focus on modeling the time series of the VIX index and VIX futures. In the introduction, we will explain the concepts used in connection with the VIX index. Subsequently, we will describe the VIX index and its derivatives. The aim of this work is to find models that would determine an investment strategy that achieves profit. Various types of models are used in the work, which are used for time series analysis. These are ARIMA, GARCH, VAR or ECM models. The conclusions of the work bring useful insights for investors and further research in the field of financial modeling and volatility prediction.