S&P 500 daily close (SP500), FRED, Federal Reserve Bank of St. Louis, https://fred.stlouisfed.org/series/SP500, 17 Oct 2016 – 14 Oct 2026, downloaded 15 Oct 2026. CBOE Volatility Index: VIX (VIXCLS), FRED, Federal Reserve Bank of St. Louis, https://fred.stlouisfed.org/series/VIXCLS, 17 Oct 2016 – 13 Oct 2026, downloaded 15 Oct 2026.