VIX is perhaps the best gauge for extreme market conditions. The 2 standard deviations of VIX are over 40. These are rare occurrences for the VIX values. Statistically speaking, the VIX would calm ...
A lot has been made of the recent spike in the VIX, which in February jumped from single-digit levels to nearly 50% following a prolonged period of low volatility.Now that volatility is back, we ...