Fig. 6 analyses the VIX index by fitting it with our simple log-periodic formula. The VIX index is one of the world's most popular measures of investors' expectations about future stock market volatility (that is, risk). Note that a new methodology for constructing the VIX index has been effective on Sep. 22, 2003. See http://www.cboe.com/micro/vix/index.asp. For historical data, see http://www.cboe.com/micro/vix/historical.asp. The (new) VIX time series is shown as the red wiggly curve. We have followed the same procedure as for Figs. 4 and 5: (i) we fit the real VIX data with our simple log-periodic formula; (ii) we then generate 10 synthetic time series by adding GARCH noise to the fit; (iii) we redo a fit of each of the 10 synthetic time series by the simple log-periodic formula and thus obtain the bundle of 10 predictions shown as the magenta lines.