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Volatility Milestones

  • Writer: Gustavo A Cano, CFA, FRM
    Gustavo A Cano, CFA, FRM
  • May 23, 2022
  • 1 min read

Since the #vix index was created, every bear market has bottomed with vix index above 45. ‘98 Asian crisis (50), ‘02 #dotcom (48), ‘08 (96) or ‘20 #covidpandemic (85), among other examples. In the current correction, #vix maximum has been 39. If history is any guidance, there is some room for volatility to climb further.


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