Volatility Views Episode 8: Live From OIC 2011
Volatility Views 8: Live From OIC 2011
Live from Savannah, Mark is joined by Robert Krause, CEO and Chairman of the Volatility Exchange.
Volatility Review:\xa0 Euro vol contract update: stable, but at a high level, hanging out at the 12.50 range.\xa0 Bob gives a detailed overview of how the product works.
Crystal Ball:\xa0 The news makes it reasonable to think that volatility will stay high.\xa0 What is coming up next for VolX?\xa0 New volatility indices: three different time periods for three new indices, a historical lookback, the volatility of volatility, and a GARCH-based forecast.