File:Screen Shot 2019-08-09 at 4.59.58 PM.png

Summary
VIX daily distribution and fit to stable count distribution. A copy of Figure 7.1 from "A Theory of Asset Return and Volatility Under Stable Law and Stable Lambda Distribution" (Lihn, Stephen H.T., November 15, 2017). Available at SSRN: https://ssrn.com/abstract=3046732