GITNUX MARKETDATA REPORT 2024
S&P 500 Volatility Statistics
S&P 500 volatility statistics indicate fluctuations in the index's daily prices over a certain period, providing insights into market uncertainty and risk levels.
Statistic 1
"The VIX is often used as a hedging tool by portfolio managers to mitigate risk."
Statistic 2
"The S&P 500's 10-day historical volatility was observed to be around 33% during the 2020 market crash."
Statistic 3
"Short-term spikes in S&P 500 volatility are often driven by geopolitical events."
Statistic 4
"Implied volatility of the S&P 500 options generally increases during earnings seasons."
Statistic 5
"The VIX, often referred to as the "fear gauge," measures the market's expectation of 30-day forward-looking volatility."
Statistic 6
"Historical data suggests that S&P 500 returns are negatively correlated with contemporaneous changes in the VIX."
Statistic 7
"Volatility tends to cluster, meaning that high volatility days are often followed by high volatility days for the S&P 500."
Statistic 8
"The S&P 500's volatility often decreases during periods of economic expansion."
Statistic 9
"The VIX reached an all-time high of 82.69 during the 2008 financial crisis."
Statistic 10
"Leveraged ETFs that track S&P 500 volatility, such as VXX and UVXY, are popular among traders."
Statistic 11
"VIX futures can be used to predict S&P 500 volatility several months into the future."
Statistic 12
"Long-term average of the VIX is around 20."
Statistic 13
"The S&P 500 experienced over 20 trading days with volatility greater than 40% in 2020."
Statistic 14
"High volatility in the S&P 500 often signals larger price swings in the index."
Statistic 15
"Studies have shown that S&P 500 volatility tends to be higher in months with major economic announcements."
Statistic 16
"On average, the VIX tends to be inversely related to the S&P 500 index price."
Statistic 17
"During the COVID-19 pandemic in March 2020, the VIX spiked to levels above 80."
Statistic 18
"The average annualized volatility of the S&P 500 over the last 20 years is approximately 15%."
Statistic 19
"The highest single-day percentage increase in the S&P 500 volatility index (VIX) occurred on October 19, 1987."
Statistic 20
"The VIX is calculated using prices of the S&P 500 index options."
