Volatility S&P 500 Index Forecast Update

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VIX Forecast Update – Published May 18th

Initial call was made when VIX traded at 17.25, forecasting a drop toward 12.13 and 11.70.

Since publication, VIX pushed slightly higher but rejected and is now realigning with the projected drop path, currently trading at 16.86.

Model remains intact, and the distribution structure continues to hold. Drop levels remain active targets.

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