Low Volatility Doesn’t Tell the Whole Story
Our volatility barometer has fallen in every single trading session for more than a month, without a real pause. Since mid-August, it has declined day after day, reaching a level that over the past two years has been seen only 4% of the time. It has been a slow, steady decline.
The same picture emerges independently from our health score for the VIX volatility index. The score is 50, perfectly neutral. The price remains 5% below its 200-day moving average. Two different tools, built on different methodologies, are saying the same thing: equity volatility is standing still.
Everything else, however, is moving.
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