Wednesday, 3 September 2014

Volatility fractionally higher

With most US equity indexes settling a little lower, the VIX managed to claw a touch higher, closing +0.9% @ 12.36. Near term outlook is for VIX to remain within the 13/10 zone.


VIX'daily3


Summary

Little to add.

VIX remains very subdued, and will likely remain under the big 20 threshold until at least mid October.

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more later.. on the indexes