Search Results for: volatility

Sector Implied Volatility Spread vs. S&P 500 More volatility to come for health care? Image: Goldman Sachs Global Investment Research

Volatility – VIX Level and S&P 500 67-Day Return The speed of the rally could partly explain why the VIX remains high. Image: Goldman Sachs Global Investment Research

S&P 500 Index vs. S&P 500 Index 30-Day Implied Volatility (VIX) Despite the stock market’s breathtaking rally, volatility remains elevated. Image: Bloomberg

High Yield Volatility High yield volatility is likely to remain elevated from economic weakness. Image: Morgan Stanley Research

Volatility – S&P 500 Return vs. VIX Despite the market rally, the VIX remains high and suggests a regime of high volatility in the near term. Image: Goldman Sachs Global Investment Research

S&P 500 Futures Liquidity and Volatility S&P 500 futures liquidity is improving, but remains at low levels and continues to be contingent on volatility. Image: Societe Generale Cross Asset Research

Cross-Asset Volatility Cross-asset volatility rises again, as new coronavirus cases spike again and continue to keep a hold on the economy. 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

Volatility and Number of 3-Sigma Moves This year has seen more extreme cross-asset moves than any year since 1998. Image: Morgan Stanley Research

VIX (Volatility) and Implied Equity Risk Premium The risk of a correction is rising, as the implied equity risk premium is now below what the VIX would suggest. Image: Fidelity Investments