Does the VIX seem to exhibit a mean reversion? When the VIX is 12 or less, does
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Does the VIX seem to exhibit a mean reversion?
When the VIX is 12 or less, does it appear to be more likely that it will be larger (than 12) within the next 6 months than when it is 25 or greater to be larger (than 25 )?
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