Known as Wall Street’s “fear gauge,” VIX is followed by a multitude of market participants; its levels and trends have become part of the common language of market commentary. Unfortunately, the meaning of a given VIX level is frequently misunderstood. Our recent paper, “Reading VIX: Does VIX Predict Future Volatility?” provides market participants with simple rules that translate VIX levels into potentially more meaningful predictions or measures of market sentiment.
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