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VIX Premium To SPX Historical Volatility At Record High In Q1
Posted on April 05, 2012 at 14:15 PM EDT
Back in September 2010, in VIX and Historical Volatility Settling Back into Normal Range, I presented an earlier version of the chart below to explain that in spite of the protestations of the time, the relationship between the VIX and historical volatility (a.k.a. realized volatility) was actually right in line with historical norms. [More...]
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