Will Volatility Remain Suppressed?

Will Volatility Remain Suppressed?

Assessment

Interactive Video

Business

University

Hard

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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.

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2 questions

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1.

OPEN ENDED QUESTION

3 mins • 1 pt

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

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2.

OPEN ENDED QUESTION

3 mins • 1 pt

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

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