Friday, 10 January 2014

Volatility melts into the weekend

With the equity market coping with a pretty lousy monthly jobs number, the VIX settled -5.7% @ 12.15. The VIX looks set to remain in the 14/11 zone until late January, whilst the sp' should have battled into the 1860/80 zone. Across the week, the VIX declined a rather significant -11.7%


VIX'60min


VIX'daily3


VIX'weekly


Summary

Little to add. VIX remains low...and set to remain under the big 20 threshold until at least early February..if not the late spring.
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more later...on the indexes