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Thursday, August 18, 2011
18/08/2011: VIX signals crunch time for the crisis
Summary:
Few charts on VIX - hitting historic, second highest ever, 1-day dynamic semi-variance range:
VIX itself above and intraday range below:
3mo dynamic STDEV showing emerging and reinforced trend up on semi-variance side:
And same for straight volatility (symmetric)
This, folks is a crunch time.
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