- What to Expect From Disney Earnings?
- HP's Shot Across Cisco's Bow
- USC Football Blog Leads All-Access Space
- Clowning Around At Work
- Ahead of Earnings Disney Restructures Studio
- Cramer Tackles Toll Brothers Report
- Nov. 11: Unusual Volume Leaders
- Intimate Apparel Sales Heating Up: Maidenform CEO
- HALFTIME REPORT: Plays for a Dollar-Dominated Market
- Financials Lead Dow to Strong November Start
MOST SHARED
- Hewlett-Packard to Acquire 3Com for $2.7 Billion in Cash
- This Town Will Pay YOU $10,000 to Buy a House
- Credit Is Thawing, But Businesses Still Hesitant to Borrow
- Addicted to Easy Money?
- Why Stronger Chinese Yuan Would Benefit US Investors
- Oil Tomorrow
- The Bra That Doubles as a Putting Green
- Nov. 11: Unusual Volume Leaders
RSS FEED
Text Size 
With the VIX crossing 80 today, we are in unprecedented territory. History, however might give some clues as to when the volatility will settle down. The chart below shows how the VIX [VIX
Loading...
()
] trends over time after spiking (data is below the chart). The higher the VIX, the quicker it falls back but at today's levels, it looks like high volatility will still be here for awhile.
 |
When the VIX Closes Above 50 (18 Occurrences excluding today)
1 month later, the average for the VIX falls to 81% of its current close
2 months later, the average for the VIX falls to 71% of its current close
3 months later, the average for the VIX falls to 65% of its current close
4 months later, the average for the VIX falls to 51% of its current close
5 months later, the average for the VIX falls to 49% of its current close
6 months later, the average for the VIX falls to 47% of its current close
When the VIX Closes Above 40 (79 Occurrences excluding today)
1 month later, the average for the VIX falls to 81% of its current close
2 months later, the average for the VIX falls to 72% of its current close
3 months later, the average for the VIX falls to 64% of its current close
4 months later, the average for the VIX falls to 62% of its current close
5 months later, the average for the VIX falls to 59% of its current close
6 months later, the average for the VIX falls to 56% of its current close
When the VIX Closes Above 30 (412 Occurrences excluding today)
1 month later, the average for the VIX falls to 86% of its current close
2 months later, the average for the VIX falls to 78% of its current close
3 months later, the average for the VIX falls to 73% of its current close
4 months later, the average for the VIX falls to 71% of its current close
5 months later, the average for the VIX falls to 69% of its current close
6 months later, the average for the VIX falls to 67% of its current close
Comments? Send them to
- Bernard and Ruth Madoff's personal possessions will be auctioned this weekend. Click ahead to see.
- US real estate prices have fallen dramatically, but some places are still doing well. See the best-performing zip codes this year.
- An Italian cashmere maker aims to make profits while creating ideal conditions for his workers.
- Just in time for the holidays, the Triumph company of Japan offers the latest innovation in women’s undergarments.
- The real result of health care reform will be bloated government and higher deficits, says Larry Kudlow.
- Vote and suggest your own, and remember--there's a fine line between a hero and a zero.
Data is a real-time snapshot *Data is delayed at least 15 minutes