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worldvolatility

Category Archives: VIX

VIX

20 Monday Oct 2014

Posted by Daniel in VIX

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Financial volatility, vix

vix

Probably the most well known gauge of implied volatility at least in the US markets.

What drives it? Why the peculiar shape? A lot of the time is spent low (10-15) a small part of the time very high (>30).

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