The only thing it does is make the volatility spike that occurs around the event much much larger now that it has to account for three months instead of one month. There will be a larger shock load creating larger spikes. This makes it worse.
The only thing it does is make the volatility spike that occurs around the event much much larger now that it has to account for three months instead of one month. There will be a larger shock load creating larger spikes. This makes it worse.
Plus, it’s illegal!!
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