Volatility | July 28, 2017

Category: Quant Insight

Short-term and long-term volatility are still in line with one another, not really signaling a move one direction or the other. However, there has been an uptick in volatility throughout major Asian markets, but, again, this is at levels that are historically low and not likely a signal of a major change in direction.

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.

See the data