How Does the Cboe’s VIX1D Work?
The Cboe is just dribbling out information so far (30-April-2023), on the new one Day VIX (VIX1D), but so far the evidence supports the following guesses: So far, the Cboe has released 1 year of backtest data for the VIX1D (VIX1D dashboard), but even that little snippet of data confirms that this extension to the VIX family will expand its general ability to confuse people. …