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Steven W. Poser
3 Nov, 2011 | 02:10 PM
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In Part 1 and Part 2 of the series, we spent some time looking at day-to-day changes in major indices as a way of estimating whether or not the markets are more volatile now than they were in the past. We found mixed evidence using measures such as daily trading ranges, likelihood of a large (3% or greater move), VIX® and historical volatility. In short: ...