本文尝试讨论了VIX指数长期趋势回归均值的可能性。文章认为,长期来看,VIX指数在一段时期内仍将维持在较低水平。VIX指数全称为Volatility Index,即波动率指数,是由标普500指数期权的隐含波动率加权计算得到的,在期权交易中,隐含波动率通常代表着对市场未来风险程度的预期,因此VIX往往被看作是领先市场的风向标。一个高VIX的市场往往意味着恐慌情绪的蔓延,故在 This article attempts to discuss the possibility of a long-term trend regression of the VIX index. The article believes that the long term, the VIX index will remain at a low level for some time. VIX Index Volatility Index, or Volatility Index, is weighted by the implied volatility of options on the S & P 500 Index. Implied volatility in options trading usually represents the expectation of the future risk level of the market. Therefore, VIX is often seen as a leader in the market. A high VIX market often means the spread of panic, so in