Moment ago the VIX was as high as 76.94 and for the last few minutes it has been falling. However, a quick look at future indications shows that market participants see volatility dropping dramatically in the months ahead. Nonetheless, volatility is certain to remain much higher than we were used to over the last few years leading up to August 2007.
Vix Forward Curve - Bloomberg 10-10-08
Source:
Bloomberg
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