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Is the YM the new ER2?
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07-26-2007, 10:18 AM
notouch
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Re: Is the YM the new ER2?
Here a weekly chart of the VIX. You can see that volatility has peaks and troughs in a fairly predictable manner over time. The current YM choppiness is just a symptom of that. It's currently near what has been the past a peak of volatility.
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