27 Years of VIX: Understanding Market Volatility's Predictable Patterns

Описание: Discover the fascinating world of market volatility with a journey through 27 years of VIX data, courtesy of Harbourfront Technologies.

The VIX, the market's famed fear gauge, has a story to tell - one of inevitable patterns and mean reversion. Just as Sunday's DOJ news led to a VIX spike of 16.33, by Monday, it had subsided to 15.08.

This isn't about headlines or market manipulation; it's the natural rhythm of volatility. With a 60% chance of the VIX dropping within 10 trading days after a spike, and an increased likelihood of 66% when levels are above 20, the tale is consistent.

Bigger volatility spikes tend to snap back harder. It's not magic, just statistics. Experience how fear fades, driven not by whims, but by data-backed mean reversion. Sunday’s panic, Monday’s calm, and Tuesday’s new highs are not anomalies—they're part of the market's enduring dance with statistics.

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