VIX √12 = SPX anticipated 30 day move %

Actualizado
This is a commonly used calculation that many traders use, I believe it's also part of the CMT.

Nota
Currently, according to the calculation we should expect a 5.8% move withing the next 30 days.

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Beyond Technical AnalysisdjiaDOWforecastspdrSPX (S&P 500 Index)SPDR S&P 500 ETF (SPY) UVXYVIX CBOE Volatility IndexXIV

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