GITNUX MARKETDATA REPORT 2024

Stock Volatility Statistics

Stock Volatility Statistics provide insights into the degree of variability or dispersion of stock prices over a specified period, indicating potential risk levels for investors.

In this post, we explore various statistics related to stock market volatility, ranging from historical spikes in the VIX index to the impact of high impact news events and seasonal effects on market fluctuations. Analyzing these data points provides valuable insights into the dynamics of stock market volatility and its implications for investors.

Statistic 1

"The VIX index soared 528% in March 2020, recording the largest spike in volatility in the stock market's history."

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Statistic 2

"According to the Chicago Board Options Exchange (CBOE), stock market volatility averaged 19.5 from 2004 to 2022."

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Statistic 3

"The largest spike of the Volatility Index (VIX) was in October 2008 during the financial crisis, reaching 80.74."

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Statistic 4

"The highest level of the VIX index recorded in 2021 was 37.21, and this happened on January 27."

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Statistic 5

"The CBOE Volatility Index (VIX) experienced its all-time low at 8.56 in November 2017."

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Statistic 6

"According to Volatility Index (VIX) futures, stock market volatility is expected to remain high in the coming months of 2022."

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Statistic 7

"Trading volume tend to surge up to 40% during periods of high market volatility."

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Statistic 8

"During the 2008 financial crisis, stock market volatility reached its highest point, with the VIX hitting a record of 80.86."

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Statistic 9

"During the Covid-19 pandemic, intra-day volatility of the S&P 500 index reached an all-time high, exceeding even the levels seen in October 1987 and October 2008."

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Statistic 10

"High impact news events can increase forex market volatility by 60%."

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Statistic 11

"During the US presidential elections, stock volatility often increases by around 15%."

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Statistic 12

"Seasonal effects, such as the January effect, can lead to increased stock market volatility in specific months."

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Statistic 13

"Investors are usually willing to pay a higher price for options, contributing to an increase in implied volatility ahead of corporate earnings announcements."

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Statistic 14

"According to the Federal Reserve Bank of St. Louis, periods of high stock market volatility tend to coincide with economic recessions."

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Statistic 15

"The mean volatility of the S&P500 was measured at around 18.49 for the year 2008."

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Statistic 16

"Companies listed on Nasdaq, on average, experience more stock price volatility than those listed on the New York Stock Exchange (NYSE)."

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In conclusion, the statistics presented paint a vivid picture of the dynamic nature of stock market volatility. The unprecedented spikes in the VIX index during critical periods such as the 2008 financial crisis and the Covid-19 pandemic highlight the impact of external events on market stability. Furthermore, the projections for continued high volatility in the coming months underscore the importance of monitoring market fluctuations closely. Various factors, including economic conditions, news events, and investor behavior, contribute to the ebb and flow of volatility in the stock market. Understanding these dynamics is crucial for making informed investment decisions in an ever-changing financial landscape.

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