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Strategies & Market Trends : Galapagos Islands

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To: PuddleGlum who wrote (37064)4/18/2003 12:11:11 AM
From: Lazarus_Long  Read Replies (1) of 57110
 
Did some quicky calcs using Excel.

From 1994 (when VIX became available) to now, the mean VIX was 23.64. The least squares fit slope was 0.008983.

From 94-98, the mean VIX was 27.54. The least squares fit slope was 0.006176.

From 98-now, the mean VIX was 17.6. The least squares fit slope was 0.018013.

So there has been an increase in the average value of VIX (representing volatility) from its beginning until and an increase in the rate of increase of volatility.
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