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Jun 05 2006

The VIX: Volatility Increasing But Still Far From A Buy Signal

  • Jun 5, 2006

During May, the 10 day weighted VIX rose from a level of 11.7 to a peak of 16.7, prompting some to wonder if this work was signaling a buy signal. In fact, the VIX is now at the highest level since mid 2004, but this is still far from a buy signal.

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