A great chart from Goldman Sachs via @Schuldensuehner showing extreme events in markets volatility using overlay of VIX and realised volatility from 1928 on through March 2018:
For all risk / implied risk metrics wonks, this is cool.
25/4/18: 90 years of Volatility: VIX & S&P
A great chart from Goldman Sachs via @Schuldensuehner showing extreme events in markets volatility using overlay of VIX and realised volatility from 1928 on through March 2018:
For all risk / implied risk metrics wonks, this is cool.
