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During Presidential election years, volatility tend to pick up EXACTLY at this time of the year
Source: Topdown Charts
Major divergence spotted:
The VIX has been trending higher since mid-May. But even the SP500 has been moving higher. This is an anomaly. Source: Game of Trades
Wow. The average S&P500 stock has been on average 4.5x as volatile as the broader index!
Chart: Goldman Sachs Source: Markets & Mayhem
History shows an average 25% increase in volatility from July-Nov of election years...
Mike Zaccardi, CFA, CMT, BofA
Low-volatility regimes can last longer than you think.
Source: Mark Ungewitter
The death of volatility? VIX, VXN and VXTLT are all printing new recent lows, hitting levels not seen in years.
Source: Bloomberg, The Market Ear
NO FEAR... CBOE Volatility Index $VIX closed at its lowest level since January 23!
Source: barchart
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