The Volatility Index’s sudden spike brought an end to one of the calmest chapters in U.S. equities – a years-long stretch in which equity turbulence was stuck at about half its historical average. The Cboe Volatility Index closed at nearly 40 on Thursday, and some market watchers are saying high levels might stick around a bit longer than in past VIX spikes. The trade came as the S&P 500 Index climbed toward a record for the fourth session in a row and the VIX, which tracks the 30-day implied volatility for stocks in the benchmark gauge, hovered near The CBOE Volatility Index jumped by about 44% in a single session, to close above 82, marking its highest finish in history, surpassing two readings of 80 that it registered during the 2008
The Volatility Index’s sudden spike brought an end to one of the calmest chapters in U.S. equities – a years-long stretch in which equity turbulence was stuck at about half its historical average. The Cboe Volatility Index closed at nearly 40 on Thursday, and some market watchers are saying high levels might stick around a bit longer than in past VIX spikes. The trade came as the S&P 500 Index climbed toward a record for the fourth session in a row and the VIX, which tracks the 30-day implied volatility for stocks in the benchmark gauge, hovered near
In a series of papers beginning in 1989, Brenner and Galai proposed the creation of a series of volatility indices, beginning with an index on stock market volatility, and moving to interest rate and
CBOE Volatility Index advanced index charts by MarketWatch. View real-time VIX index data and compare to other exchanges and stocks.
The VSTOXX Indices are part of a consistent family of volatility indices: VSTOXX based on the EURO STOXX 50 and VDAX-NEW based on the DAX. In compliance with the ESMA Bloomberg ID, BBG000V9J5H5. Free Float Mcap, --- ---. Download scientific diagram | Monthly VIX volatility index from January 1990 to September 2010. Source: Bloomberg from publication: The FTSE StableRisk Indices | This document shall not constitute an offer to sell or the solicitation of an The VIX Index soon became the premier benchmark for U.S. stock market volatility. It is regularly featured in the Wall Street Journal, Barron's and other leading financial publications, as well as business news shows on CNBC, Bloomberg TV.