“Using their own volatility model..”
LOL, sure...”garbage in garbage out”
Author is ignorant
Bad timing on the release of this study.
Trump wants interest rates to go down.
Interest rates on the 10 Year Treasury went up the last six days in a row.
However, in after hours trading today, 10 Year interest rates suddenly dropped 9 basis points, which means something must have happened.
I don’t have time at the moment to find out what happened.