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Volatility rising at start of 2015

26 Monday Jan 2015

Posted by Daniel in relative volatility

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Financial volatility

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After a geopolitically intense start to 2015 and SNB leaving europeg (after CHF barely hitting parity to USD) the ECB have started QE. New anti-austerity government in Greece might make times ahead difficult for their creditors. Volatility is rising from historical lows at the start of 2015.

 

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VIX

20 Monday Oct 2014

Posted by Daniel in VIX

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Financial volatility, vix

vix

Probably the most well known gauge of implied volatility at least in the US markets.

What drives it? Why the peculiar shape? A lot of the time is spent low (10-15) a small part of the time very high (>30).

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