Is TYVIX implying too much vol?
by mr_buttworthy_69 I plotted the 20-trading day volatility for 10 year treasury yield the past half year. https://imgur.com/a/uWSxqxa I adjusted the daily vols to monthly with vol * sqrt(20) https://imgur.com/a/HJBdmMc When I look at TYVIX history: https://imgur.com/a/6yWmyle Noting that …