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I'm doing a Santa Clara for Adaptec in November I don't know the date
yet.
Vix is a 312 day year...Friday to Monday is one observation.....however
many models simply normalize it out so it depends on your model.
To annualize it is the square root of the change
1 Month is $1
2 Month IS $1.41
3 Month is ...........
With a VIX of say 24% a one day expected range is 24 divided by the
square root of 312 or about 17.7
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