Volatility Term-Structure Concordance [RC Tools]RC Tools — Volatility Term-Structure Concordance
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█ OVERVIEW
Most volatility tools tell you how volatile the market is right now. This one asks a different question: what is the SHAPE of volatility across timeframes? When short-window volatility sits above every longer window, volatility is expanding across the board. When it sits below every longer window, volatility is compressed relative to its own longer-run history. When
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