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Is Implied- and Historical Volatility based on solely Business days?

A) For historical vol (HV), also called realized vol (RV), usually the so called close-to-close estimator is used, but more sophisticated methods to estimate HV exist as well (see for example R). HV ...
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1 vote

When using the VIX index, is it similar to calculating volatility?

VIX will almost always be higher than realized (historical) volatility (RV) of the underlying for at least two reasons. 1 ) Empirically, IVOL tends to overestimate RV, commonly referred to as ...
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