Keyword: volatility

Global FX Volatility In the current environment of low inflation and low interest rates, volatility in foreign exchange markets hits record low. Image: BofA Global Investment Strategy

S&P 500 Realized Volatility and U.S. Real GDP Growth Chart suggesting the correlation between the S&P 500 realized volatility and U.S. real GDP growth. Image: Goldman Sachs Global Investment Research

Inflation and S&P 500 6-Month Realised Volatility Since 1987, the S&P 500 6-month realised volatility has been the lowest, when U.S. CPI growth has been in the 2 to 3 per cent range. Image: Societe Generale Cross Asset Research

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

ISM Manufacturing Index and S&P 500 Realized Volatility Interesting chart suggesting the correlation between the S&P 500 realized volatility and the ISM Manufacturing Index. Image: Goldman Sachs Global Investment Research

Volatility and Equity Bull Markets Since 1928, when equities are still rising, volatility tends to increase in the last stage of bull markets. Image: BofA Merrill Lynch Global Research

EUR/USD One Year Historical Volatility (U.S. Dollar and Euro) 2019 is a record low volatility in EUR/USD since 1999. Image: Oxford Economics, Macrobond

S&P 500 Realized Volatility by Year 2020 volatility estimate of 14.7 is above the median, but below the mean (data from January 1929 to December 2019). Image: Goldman Sachs Global Investment Research

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

Volatility of U.S. GDP Growth, Inflation and Unemployment Rates Interesting chart showing the decline in volatility of the U.S. economy that occurred in the 1980s. Image: Goldman Sachs Global Investment Research