万佛： 水族馆拍鱼咋整? 太TM Hard啦！# PhotoGear - 摄影器材
b*y
1 楼
http://vixandmore.blogspot.com/2010/01/spx-historical-volatility-at-two-year.html
While it is widely understood that the VIX has a tendency to fall during the
holidays (due largely to fewer trading days), a point that slipped past
many pundits is that historical volatility (HV) has been excessively low
during the past few weeks. In fact, last Wednesday the 20 day historical
volatility in the SPX slipped below 10.00 for the first time since October
2007, about one week after the SPX topped at 157
While it is widely understood that the VIX has a tendency to fall during the
holidays (due largely to fewer trading days), a point that slipped past
many pundits is that historical volatility (HV) has been excessively low
during the past few weeks. In fact, last Wednesday the 20 day historical
volatility in the SPX slipped below 10.00 for the first time since October
2007, about one week after the SPX topped at 157
