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