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."

Sources Icon

Statistic 2

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

Sources Icon

Statistic 3

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

Sources Icon

Statistic 4

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

Sources Icon

Statistic 5

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

Sources Icon

Statistic 6

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

Sources Icon

Statistic 7

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

Sources Icon

Statistic 8

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

Sources Icon

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."

Sources Icon

Statistic 10

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

Sources Icon

Statistic 11

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

Sources Icon

Statistic 12

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

Sources Icon

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."

Sources Icon

Statistic 14

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

Sources Icon

Statistic 15

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

Sources Icon

Statistic 16

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

Sources Icon
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.

... Before You Leave, Catch This! 🔥

Your next business insight is just a subscription away. Our newsletter The Week in Data delivers the freshest statistics and trends directly to you. Stay informed, stay ahead—subscribe now.

Sign up for our newsletter and become the navigator of tomorrow's trends. Equip your strategy with unparalleled insights!