You performance the following nonlinear dummy variable regr
You performance the following nonlinear + dummy variable regression on change of VIX index on SP 500 returns, and identified the following relationship: delta_VIX = -0.075% + 1.35 * ret_SPY + 11.55 * ret_SPY ^2 + 0.3% * iMonday + error, where iMonday is a dummy variable that takes the value of 1 for a Monday and 0 otherwise. What is expected change for VIX index if SP 500 went down by1, 2, and 10% on a Friday what is expected change for VIX index if SP 500 went up by 1, 2, and 10% on a Monday
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