iPath S&P 500 VIX Short-Term Futures ETN (VXX): Huge swings, even to the Upside, should...

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iPath S&P 500 VIX Short-Term Futures ETN (VXX)

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DownWithPumpers

Re: jeffree post# 2412

Thursday, 03/02/2017 7:29:36 PM

Thursday, March 02, 2017 7:29:36 PM

Huge swings, even to the Upside, should Raise volatility...

Historical volatility for the last ten says has skyrocketed from close to 4 all the way up to 7.48.

But historical volatility still remains far below the VIX and even further below VIX futures (which is what VXX tracks).

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