Search Results for: volatility

Treasury Volatility – MOVE Index U.S. rates volatility has cooled significantly in recent months. Image: BofA Global Investment Strategy

Liquidity, Volatility and 1-Year Inflation Expectations U.S. Treasury liquidity should improve and volatility should decrease, as inflation expectations continue to decline. Image: BofA Global Research

Volatility – MOVE Index U.S. Treasury bond market volatility is still elevated, despite some improvement. Image: Morgan Stanley Research

Volatility – Percentage of Trading Days with VIX Above 20 91% of the trading days this year, the VIX Index has been above 20. Should U.S. equity investors remain cautious? Image: S&P Global Market Intelligence

Volatility – Average VIX vs. Short-Term Rates Levels VIX is expected to remain high in 2023. Image: J.P. Morgan Equity Derivatives Strategy

Volatility – Number of Months with S&P 500 Up or Down at Least 7.5% Will S&P 500 volatility subside in 2023? Image: Goldman Sachs Global Investment Research

Average S&P 500 Realized Volatility for Midterm and Non-Election Years Historically, S&P 500 volatility tends to moderate after October. Image: J.P. Morgan

S&P 500 Average Stock Realized Volatility by Month October has traditionally been the most volatile month for U.S. stocks. Image: Goldman Sachs Global Investment Research

Euro and U.S. Dollar Rates Volatility Euro rates volatility is above GFC highs. Image: BofA Global Investment Strategy

Stock Market Strength vs. Volatility 2022 starts to smell like 2008. Are U.S. stocks in a secular bear market? Image: Willie Delwiche