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Volatility Has A Memory (Technical Analysis)

Source: seekingalpha.com

Derivatives & VolatilityFutures & OptionsMarket Technicals & Flows
Volatility Has A Memory (Technical Analysis)

The article emphasizes that S&P index-futures volatility is a constructed, rather than directly observable, measure and depends on methodological choices. It argues that, despite thousands of forecasting models, the most effective simple forecast for next-day volatility is current volatility. The piece is methodological commentary rather than a market-moving forecast or trading catalyst.

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