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VIX Seasonality

Steve LeCompte | | Posted in: Calendar Effects, Volatility Effects

Does the CBOE Volatility Index (VIX) exhibit exploitable seasonality? To investigate, we calculate by calendar month and compare average monthly:

Using monthly closes of VIX since January 1990, monthly split-adjusted closes for  for VIXY since inception in January 2011 and monthly split-adjusted closes for SVXY since inception in October 2011, all through June 2024, we find that:

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