S&P 500 Volatility by Month

S&P 500 Volatility by Month Realised volatility is declining, as investors become more confident that the business cycle has moved into the recovery phase. Image: Morgan Stanley Research

S&P 500 Volatility History

S&P 500 Volatility History The stock market crash of 1929, the Black Monday of 1987, the global financial crisis in 2008, and the COVID-19 crisis were the most extreme events. Image: Goldman Sachs Global Investment Research

Average Probability S&P 500 Volatility Regime

Average Probability S&P 500 Volatility Regime Chart suggesting that volatility is expected to remain elevated in the coming months. Image: Goldman Sachs Global Investment Research

S&P 500 Volatility by Decade

S&P 500 Volatility by Decade Volatility ended this decade at a lower level than the previous decade. Image: Reuters

S&P 500 Volatility in 2020

S&P 500 Volatility in 2020 Goldman Sachs economic model suggests volatility of 14.7 on average next year. Image: Goldman Sachs Global Investment Research

U.S. Nominal GDP vs. S&P 500 Volatility

U.S. Nominal GDP vs. S&P 500 Volatility This chart shows that the S&P 500 volatility remains high in a context of slower macroeconomic cycles. Image: Goldman Sachs Global Investment Research