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  • Monday Equity Volatility Report [View article]
    The implied volatility indexes covered here already serve precisely the function you describe. They state an annualized 30-day implied volatility (forward-looking) for the asset in question, within one standard deviation.

    VXV, one of the components in my VIX Premium Ratio, tracks a similar three month estimate for the S&P 500.
    Jun 16 17:09 pm |Rating: 0 0 |Link to Comment
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