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VIX √12 = SPX anticipated 30 day move %
VIX/3.46410161514
UnknownUnicorn2421992
已更新
VIX/3.46410161514
Beyond Technical Analysis
SPX (S&P 500 Index)
VIX CBOE Volatility Index
DOW
forecast
UVXY
XIV
spdr
SPDR S&P 500 ETF (SPY)
djia
7
3
beyondta
spx
vix
dow
forecast
uvxy
xiv
spdr
spy
djia
This is a commonly used calculation that many traders use, I believe it's also part of the CMT.
评论:
Currently, according to the calculation we should expect a 5.8% move withing the next 30 days.
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