- Remorseful Regulator Leads Reform Fight
- Lightning Round: AT&T, Verizon, Novartis and More
- Lightning Round OT: Alcoa, Weight Watchers and More
- Why Amazon Rules Retail
- Nordic American: Sinking Ship or Titan Tanker?
- Your First Move For Tuesday November 24th
- Cramer: What Monday’s Housing Number Really Means
- Pops & Drops: Cigna, Verizon...
- Giving Thanks: Energy
- Web Extra: Winning The Chocolate Wars
MOST SHARED
- The 'Real' Jobless Rate: 17.5% Of Workers Are Unemployed
- Why Amazon Rules Retail
- Wave of Debt Payments Facing US Government
- China Eastern to Complete Shanghai Air Buy by End '09
- JAL Slides to Record Low on Bankruptcy Jitters
- Prepare For Large Decline In Stocks, Next Year?
- Gold Will Collapse Like Oil Did in 2008: Charts
- The Social Media Gaming Threat
- Paul: Audit the Fed
- Nielsen Ratings Coming to Video Games
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
- A diet high in fat and sugar might actually be good for your portfolio.
- Warren Buffett and Bill Gates discuss the economy and other subjects with CNBC's Becky Quick.
- From the AIG&T to the Merrill Lychee, Jane Wells lists this year's fashionable holiday cocktails.
- The show attracts a big TV audience every year, but this year it may take on even more importance.
- …you'll want to be prepared. Tips for getting the most out of the post-Thanksgiving shopping frenzy.
- Congressman Ron Paul explains to Squawk Box why he’s pushing legislation to audit the Federal Reserve.
Data is a real-time snapshot *Data is delayed at least 15 minutes