Bank of America Merrill Lynch analysis of VIX term structure implying 1.4% move on 2016 US election

Bank of America Merrill Lynch analysis of VIX term structure implying 1.4% move on 2016 US election The passage is a technical market analysis of implied volatility around the 2016 election, containing no actionable leads, no mention of influential individuals or agencies, and no novel allegations of misconduct. It offers no investigative value. Key insights: Implied one‑day move on 2016 election day estimated at 1.4% via VIX futures.; Historical average post‑election SPX move since 1928 is ~1.5%.; Higher volatility observed in recent election cycles.