Maoxian looks at a 20 year history of VIX spikes through the 50 level.
He likes what he sees:
>
Source:
Historical Look at the Volatility Index
Maoxian, September 30, 2008
http://maoxian.com/archive/historical-look-at-the-volatility-index/
Maoxian looks at a 20 year history of VIX spikes through the 50 level.
He likes what he sees:
>
Source:
Historical Look at the Volatility Index
Maoxian, September 30, 2008
http://maoxian.com/archive/historical-look-at-the-volatility-index/
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