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SPX 跌4.84,VIX上漲39.56

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發表於 2025-4-4 10:20:52 | 顯示全部樓層 |閱讀模式

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2025年四月三日,美股之:

SPX 跌4.84%,VIX上漲39.56%,有放大的關係。
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 樓主| 發表於 2025-4-4 10:30:07 | 顯示全部樓層
he relationship between the S&P 500 one-day percentage return and the VIX one-day percentage change (which I assume you mean by "VIX the same return") is inherently nonlinear, reflecting the complex dynamics of market behavior, investor psychology, and the mechanics of volatility pricing. Let’s dive into this step-by-step, focusing on why and how this nonlinearity manifests.

Background
S&P 500 One-Day Return: This is the percentage change in the S&P 500 index from the close of one trading day to the next, calculated as
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