Search Results for: S&P 500 volatility

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 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 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 Volatility ended this decade at a lower level than the previous decade. Image: Reuters

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

“Real Fed Rates Are the Most Accurate Predictor of Future S&P 500 Volatility,” Says SocGen SocGen says it is the most accurate predictor of S&P 500’s volatility over the last 50 years. Should investors be nervous about rising real interest rates? Yes, higher real interest rates mean higher borrowing costs. Real Fed funds rate is…

Volatility – S&P 500 and 12-Month Count of Daily Changes Exceeding +/- 1% The current stock market looks a lot like the dot-com bubble, as it shows the same pattern of rising stocks and volatility. Image: Topdown Charts

Volatility Index / S&P 500 Index 30-Day Realized Volatility The spread between VIX and the S&P 500 Index’s 30-day realized volatility jumped to the widest level since 1990. Image: Bloomberg

VIX and S&P 500 1-Month Realized Volatility Implied volatility remains elevated despite the equities rally. Image: Goldman Sachs Global Investment Research