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Strategies & Market Trends : Galapagos Islands -- Ignore unavailable to you. Want to Upgrade?


To: PuddleGlum who wrote (37146)4/18/2003 12:50:18 PM
From: Lazarus_Long  Respond to of 57110
 
Yes. That should have read

From 94-98, the mean VIX was 17.6. The least squares fit slope was 0.006176.

From 98-now, the mean VIX was 27.54. The least squares fit slope was 0.018013.

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From Jan 2002-now, the mean is 31.2. Standard deviation of that value is 7.49.

The mean for the last 12 months is 33.5. Standard deviation of that value is 6.74.

SO the current value is about 1 standard deviation below recent normal.



To: PuddleGlum who wrote (37146)4/18/2003 1:16:09 PM
From: Challo Jeregy  Read Replies (1) | Respond to of 57110
 
-g-

zealllc.com