Volatility

Category: Quant Insight

Volatility declined among global stocks as VIX fell to a new all time low. We think volatility will continue to grow among most bond assets and, when coupled with declining prices, points to increasing pressure for a broad-based sell off.

Market volatility is an indicator of financial stress. Low or declining volatility environments may indicate favorable periods for equity investments, whereas rising volatility periods may favor sovereign debt and developed market currency exposure.

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