I am fitting a volatility surface for vanilla call options. I do this by fitting low-degree polynomials (or cubic splines) along the strike dimension per maturity and then linearly interpolating implied variance along iso-moneyness lines. I would like to make a rough guess about how the surface might change if I assume that the volatility of the overall market as displayed by the VIX is going to decrease in the future.
Would it be a bad idea to assume that a given stock's IV surface would change the same way in terms of an absolute shift or a relative scaling of each option's IV?
As far as I understand, an absolute shift will introduce arbitrage, while relative scale of IV might not. What would be simple and not-so-bad approach to model the market shifting into a lower-volatility period or a sudden IV shock?