What is the average VIX index value? Mean vs Median vs Mode

Dec 10, 2020

VTS Community,

The VIX index is the most widely used and quoted volatility index in the world, but how many people really understand it? I so often hear people say the long-term average VIX index value is 20. Well that depends on what type of average we are using right? There is a huge difference between the mean, median, and mode, and with the VIX that really matters!

 

 

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