VIX : Historical Volatility Comparison ~ market folly

Monday, September 29, 2008

VIX : Historical Volatility Comparison

Many people were quick to note the Volatility Index surging as the market plummeted. So, where do current VIX levels compare to other crises? Maoxian has a great chart up illustrating just that.

(click to enlarge)

Now, the ultimate question becomes: where does the current crises fall on the list in terms of severity? Worse than the '87 crash?

Source: Maoxian

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