If the 7 data points above the error bars were not included, it appears that the slope of the trend line would be about zero, suggesting no correlation of intraday volatility when %VXX is negative.
to be continued Related Tickers: VelocityShares Daily 2x VIX ST ETN (NYSEArca:TVIX), VelocityShares Daily Inverse VIX ETN (NYSEArca:XIV), VelocityShares Daily Inverse VIX Medium-Term ETN (NYSEArca:ZIV), iPath S&P 500 VIX Mid-Term Futures ETN (NYSEArca:VXZ), VIX Mid-Term Futures ETN (NYSEArca:VXZ), iPath S&P 500 VIX Short-Term Futures ETN (NYSEArca:VXX) |