Talking Like Volcker, Channeling Burns (guests: Rob Arnott, Brent Kochuba)
The Market Huddle
00:00
The Vix Normalize to Realized
The vix trades at a small premium to one month realized volatility. The spread between the vix and realized ball looks pretty much raght, in line with where it's been over the last ten years. But it may be a little tighter, wouldn't you say? Well, yesoall, yes, i's certainly a little bit tighter. If anything, in what we're seen on the chart here, is there's a small premium. And you'd expect this. T that just makes generalized sense.
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