  In this short note, we prove by an appropriate change of variables that the
SVI implied volatility parameterization presented in Gatheral's book and the
large-time asymptotic of the Heston implied volatility agree algebraically,
thus confirming a conjecture from Gatheral as well as providing a simpler
expression for the asymptotic implied volatility in the Heston model. We show
how this result can help in interpreting SVI parameters.
