VIX – Volatility Index Seasonality of Spikes from Prior Month Low into Current Month Peak Historically, May-July tends to see decreased risk of VIX spikes. Image: BofA Global Research
Volatility – SKEW Index Could the Skew index predict a fall in the stock market? Image: The Daily Shot
VIX’s 3-Month Rolling Median Deviation from Its Best-Fit Regression with S&P 500 Realized Volatility VIX remains high compared to S&P 500 realized volatility. Image: Goldman Sachs Global Investment Research
S&P 500 3-Month Implied Volatility and U.S. 10-Year 3-Month Implied Volatility The volatility gap between U.S. equity and U.S. rates has now closed. Image: Goldman Sachs Global Investment Research
Seasonality – Average Daily Path for S&P 500 since 1928 and Volatility Can investors expect a summer rally for U.S. equities? Image: Deutsche Bank
Price Volatility: Bitcoin vs. U.S. Dollar Index (DXY) Is the price of Bitcoin too volatile to be a store of value? Image: Alpine Macro
Implied Volatility (VIX) and Realized S&P 500 Volatility (1-Month) According to Goldman Sachs, the volatility risk premium will return toward 2021’s highs in the coming weeks. Image: Goldman Sachs Global Investment Research
U.S. 2s10s Yield Curve Slope and U.S. 10-Year Rates (3-Month Implied Volatility) U.S. 10-year rates volatility is higher with stepper U.S. 2s10s yield curve. Image: Goldman Sachs Global Investment Research
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
High Beta Relative to Low Volatility and Growth vs. Value The 2020 peak for Growth vs. Value does not equal the 2000 peak. Image: BofA Global Research Click the Image to Enlarge