Historical Volatility is breaking to the downside. Most unusual as the XJO is still headed down, and VIX is still headed up. Usually, VIX and Historical Volatility are correlated and inversely correlated with XJO. Odd.
Anybody make sense of this?
RB
30/10 Indices, page-9
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Last
8,092.3 |
Change
139.100(1.75%) |
Mkt cap ! n/a | |||
| Open | High | Low |
| 7,953.2 | 8,092.3 | 7,952.8 |
| XJO (ASX) Chart |