Question: 2. Compute the log change in the VIX. a) Does this show autocorrelation? b) Does this have volatility clustering? c) Build a model for the

2. Compute the log change in the VIX. a) Does this

2. Compute the log change in the VIX. a) Does this show autocorrelation? b) Does this have volatility clustering? c) Build a model for the volatility of the vix that incorporates both these features. This is a model of the volatility of volatility. 2. Compute the log change in the VIX. a) Does this show autocorrelation? b) Does this have volatility clustering? c) Build a model for the volatility of the vix that incorporates both these features. This is a model of the volatility of volatility

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