No matter who wins in the upcoming election, there will be a spike in volatility or VIX in the last … More
Tag: Volatility
Why Implied Volatility So Low?
The implied volatility of an underlying may be low (i.e relatively lower than realised volatility of the underlying) due to … More
Bracing For August
Today is the last weekend before the start of August, a month that is traditionally known as the most treacherous month … More
Volatility & Companies Trading Below Book
Question of the day – what happens when there is a significant drop in share price volatility (over a period … More
Calm before a storm?
Volatility has been relatively low for Malaysia’s FBMKLCI. Market has been directionless. Is this a temporary calmness before a major … More
Volatility & Stocks Movement
Our assumed tenets about volatility and movement of stocks are as follows: 1. Volatility does not predict the direction of … More
Volatility & FBMKLCI (Update)
Historical Volatility: What we know so far Analysis of historical volatility or statistical volatility shows that in rising prices, volatility … More
Increasing Volatility, Increasing Downside Risk
Since 2015, the 90-day historical volatility has been increasing for both Strait Times Index (STI) and FTSE Bursa Malaysia KL … More
