Gerald A. Hanweck, Jr, PhD presents results of his analysis into recent trends in  equity and equity-options market volatility, including:   Review of seasonal and other calendar patterns in realized and implied volatility   over the last decade   How patterns have changed during the financial crisis and its aftermath   The old "rules of thumb" regarding earnings season, summer and weekend volatility,   and whether or not they still apply  Presented by: Gerald A. Hanweck, Jr, PhD, principal, Hanweck Associates, LLC  Moderator: Marty Williams, vice president, reference data product development,   Interactive Data View Webcast Replay Download Presentation