NYU's Engle: Volatility 'Pretty Manageable' at This Point

The transcript discusses market volatility, referencing Steve Eisman's views on past financial foolishness and current market conditions. It highlights the role of NYU&V lab in analyzing market correlations and volatility, noting that while volatility is currently low, the VIX index suggests potential future concerns, possibly related to upcoming elections. The discussion emphasizes that while volatility measures can't prevent big market moves, they enhance risk management by allowing for better predictability and portfolio adjustments.

What are the implications of having less brutal moves in the market?

What does the speaker suggest about risk management in relation to volatility?