Capturing Smile Dynamics with the Quintic Volatility Model: SPX, Skew-Stickiness Ratio and VIX

Fuente: arXiv
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Main Authors: Jaber, Eduardo Abi, Shaun, Li
Format: Preprint
Published: 2025
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author Jaber, Eduardo Abi
Shaun
Li
author_facet Jaber, Eduardo Abi
Shaun
Li
contents We introduce the two-factor Quintic Ornstein-Uhlenbeck (OU) model, where volatility is modelled as a degree-five polynomial of the sum of two Ornstein-Uhlenbeck processes driven by the same Brownian motion, each mean-reverting at a different speed. We demonstrate that the model effectively captures the volatility surfaces of SPX and VIX while aligning with the skew-stickiness ratio (SSR) across maturities ranging from a few days to over two years. Furthermore, it is consistent with key empirical stylized facts, notably reproducing the Zumbach effect.
format Preprint
id arxiv_https___arxiv_org_abs_2503_14158
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Capturing Smile Dynamics with the Quintic Volatility Model: SPX, Skew-Stickiness Ratio and VIX
Jaber, Eduardo Abi
Shaun
Li
Mathematical Finance
We introduce the two-factor Quintic Ornstein-Uhlenbeck (OU) model, where volatility is modelled as a degree-five polynomial of the sum of two Ornstein-Uhlenbeck processes driven by the same Brownian motion, each mean-reverting at a different speed. We demonstrate that the model effectively captures the volatility surfaces of SPX and VIX while aligning with the skew-stickiness ratio (SSR) across maturities ranging from a few days to over two years. Furthermore, it is consistent with key empirical stylized facts, notably reproducing the Zumbach effect.
title Capturing Smile Dynamics with the Quintic Volatility Model: SPX, Skew-Stickiness Ratio and VIX
topic Mathematical Finance
url https://arxiv.org/abs/2503.14158