Hi ThereI am talking about extrapolation of Vols. I realise that linear extrapolation wont work and I was someone could recommend something.ThanksAdam

I am trying to find a formula for determining forward volatility using the volatility smiles of shorter dated options. Assuming 6 month and 1 year options are trading actively and the skew is fairly apparent, how can I use these skews to determine the two year volatility surface?ThanksAdam