Data for: An Analytical Formula for Vix Futures and Its Applications: Error Corrections and Replication

Daily VIX futures price data, download from CBOE, processed and used to generate summary statistics in Table II.本数据集为每日波动率指数（VIX）期货价格数据，从芝加哥期权交易所（CBOE）下载获取，经处理后用于生成表II中的汇总统计量。