Will Volatility Remain Suppressed?

Will Volatility Remain Suppressed?

Assessment

Interactive Video

Business

University

Practice Problem

Hard

Created by

Wayground Content

FREE Resource

The video discusses the recent trends in market volatility, focusing on the VIX index. It highlights the low volatility levels over the past decade and the recent uptick due to geopolitical tensions. Experts provide insights into derivative strategies and the potential impact on market cycles. The analysis includes a comparison of VIX and skew indicators, suggesting possible liquidity issues. The discussion concludes with a macroeconomic perspective, linking volatility to credit market spreads and inflation expectations.

Read more

2 questions

Show all answers

1.

OPEN ENDED QUESTION

3 mins • 1 pt

In what way does the speaker suggest that credit market spreads relate to the VIX?

Evaluate responses using AI:

OFF

2.

OPEN ENDED QUESTION

3 mins • 1 pt

What does the speaker mean by 'mean reversion' in the context of volatility?

Evaluate responses using AI:

OFF

Access all questions and much more by creating a free account

Create resources

Host any resource

Get auto-graded reports

Google

Continue with Google

Email

Continue with Email

Classlink

Continue with Classlink

Clever

Continue with Clever

or continue with

Microsoft

Microsoft

Apple

Apple

Others

Others

Already have an account?