0 votes
Is VIX Annualized?

1 Answer

0 votes
The VIX is the volatility of a variance swap and not that of a volatility swap (volatility being the square root of variance, or standard deviation). The VIX is the square root of the risk-neutral expectation of the S&P 500 variance over the next 30 calendar days and is quoted as an annualized standard deviation.
Welcome to our site, where you can find questions and answers on everything about renting houses, apartments, villas, flats and other property in many countries