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Bill Luby

VIX And S&P 500 Index Historical Volatility

By Bill Luby on October 21, 2008 | More Posts By Bill Luby | Author's Website

The chart below uses the same data (7/1 - 10/17/08) as the chart from the previous post , but adds the VIX (^VIX) to the mix to make it easy to see where the VIX has ranged relative to the historical volatility of the SPX for the past few months.

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