browser Warning Icon You are using an older version of Internet Explorer. You are viewing this site with limited functionalities.
Risk & Volatility Dashboard See how volatility measures and indices could help mitigate risky market environments.

• Worldwide equity markets have crashed and volatility has soared since our last report, with VIX® recording a new all-time closing high of 82.69 on Monday as the S&P 500® recorded its largest daily decline in three decades.



• Markets across asset classes and geographies are experiencing record levels of volatility.



• Our indicators for U.S. Treasury bond and crude oil volatility both closed yesterday at their highest-ever levels.



• Investable volatility indices with positive exposure to VIX largely delivered on their hedge potential, with the S&P VIX Short-Term Futures Index rising more than four-fold since our last report.

Download Full Article (175K)
close

Sign up for email updates

Get our latest insight on the markets.

Thank you for subscribing!