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VIX volatility index
US
Quarterly Data |
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Volatility index based on implied volatilities of equities based on options pricing models.
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(1)
Open for Quarter
(2)
High for Quarter
(3)
Low for Quarter
(4)
Close for Quarter
(5)
%Chg for Quarter
(6)
Volume (thous of shares) - Average over days in Quarter
(7)
StDev of dly rtns for Quarter
(8)
Corr_dly[ VIX w SP500 ] for Quarter
(9)
Corr_dly[ VIX w Nikkei ] for Quarter
(10)
Corr_dly[ VIX w FTSE ] for Quarter
(11)
Daily AutoCorr for Quarter
(12)
Corr_dly[ VIX w SP500(d-1) ] for Quarter
(13)
Corr_dly[ VIX w NIKKEI(d-1) ] for Quarter
(14)
Corr_dly[ VIX w FTSE(d-1) ] for Quarter
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EconStats does not guarantee the accuracy of this data.
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|_VIX_volatility_index_quarterly__________________________________________________________________________________________________________________________________________________________________________________|
| (1) | (2) | (3) | (4) | (5) | (6) | (7) | (8) | (9) | (10) | (11) | (12) | (13) | (14) |
| | | | | | Volume | | | | | | | Corr_dly[ | |
| | | | | |(thous) - | | Corr_dly[ | Corr_dly[ | | | Corr_dly[ | VIX w | Corr_dly[ |
| | | | | | Avg over | StDev of dly | VIX w SP500 | VIX w Nikkei | Corr_dly[ | Daily | VIX w | NIKKEI(d-1) | VIX w |
| Open for | High for | Low for | Close for | %Chg for | days in | rtns for | ] for | ] for | VIX w FTSE ] | AutoCorr for | SP500(d-1) ] | ] for | FTSE(d-1) ] |
| Quarter | Quarter | Quarter | Quarter | Quarter | Quarter | Quarter | Quarter | Quarter | for Quarter | Quarter | for Quarter | Quarter | for Quarter |
Year.Qtr |____2013-2007_|____2013-2007_|____2013-2007_|____2013-2007_|____2013-2007_|____2013-2007_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|____Corr__obs_|
-22.81% <-YTD chg (Dec 10, 2013)
Last obs: 2013-12-10 2013-12-10 2013-12-10 2013-12-10 2013-12-10 2013-12-10
2013.4 16.310 ___ 21.340 ___ 11.990 ___ 13.910 ___ -16.205 ___ 6.407 50 -0.838 50 -0.231 49 -0.314 50 -0.075 50 0.212 50 -0.003 50 0.057 50
2013.3 16.900 ___ 17.810 ___ 11.830 ___ 16.600 ___ -1.542 ___ 4.790 64 -0.753 64 -0.295 62 -0.401 63 0.104 64 -0.197 64 -0.123 64 -0.131 64
2013.2 13.460 ___ 21.910 ___ 11.990 ___ 16.860 ___ 32.756 ___ 8.718 64 -0.833 64 -0.048 61 -0.428 62 -0.343 64 0.154 64 0.062 63 0.087 63
2013.1 15.240 ___ 19.280 ___ 11.050 ___ 12.700 ___ -29.523 ___ 8.025 60 -0.661 58 0.178 53 -0.234 58 -0.144 60 0.246 57 0.013 55 0.317 57
2012.4 16.030 ___ 22.720 ___ 13.670 ___ 18.020 ___ 14.558 ___ 5.746 62 -0.710 61 0.078 58 -0.461 60 -0.208 61 0.112 61 0.102 62 0.317 61
2012.3 17.620 ___ 21.000 ___ 13.300 ___ 15.730 ___ -7.904 ___ 6.046 63 -0.720 63 -0.233 61 -0.433 62 0.051 63 0.014 63 0.075 63 -0.051 63
2012.2 16.350 ___ 27.730 ___ 15.020 ___ 17.080 ___ 10.194 ___ 7.266 63 -0.866 63 -0.118 60 -0.573 59 -0.233 63 0.142 63 -0.034 62 0.142 61
2012.1 22.950 ___ 23.730 ___ 13.660 ___ 15.500 ___ -33.761 ___ 5.157 62 -0.636 62 0.051 59 -0.499 62 -0.062 62 0.105 62 -0.222 61 0.117 62
2011.4 44.250 ___ 46.880 ___ 20.340 ___ 23.400 ___ -45.531 ___ 8.255 63 -0.826 63 0.041 59 -0.559 62 -0.073 63 0.105 63 0.012 62 0.083 62
2011.3 16.060 ___ 48.000 ___ 15.120 ___ 42.960 ___ 160.048 ___ 11.899 64 -0.914 64 -0.215 61 -0.680 63 -0.267 64 0.176 64 -0.153 64 -0.075 64
2011.2 16.680 ___ 24.650 ___ 14.270 ___ 16.520 ___ -6.877 ___ 6.180 63 -0.811 63 -0.131 59 -0.528 60 0.007 63 0.006 63 0.187 61 -0.006 61
2011.1 17.940 ___ 31.280 ___ 14.860 ___ 17.740 ___ -0.056 ___ 7.790 62 -0.890 62 -0.182 57 -0.650 60 0.097 62 -0.042 62 -0.310 61 -0.156 62
2010.4 22.900 ___ 24.340 ___ 15.400 ___ 17.750 ___ -25.105 ___ 5.500 64 -0.756 64 -0.343 59 -0.514 62 -0.054 64 0.020 64 0.092 64 -0.102 63
2010.3 34.410 ___ 37.580 ___ 20.850 ___ 23.700 ___ -31.384 ___ 5.039 64 -0.799 64 -0.008 61 -0.492 63 -0.161 64 0.135 64 0.097 64 -0.054 64
2010.2 17.010 ___ 48.200 ___ 15.230 ___ 34.540 ___ 96.362 ___ 11.591 63 -0.906 63 -0.188 59 -0.667 61 -0.076 63 0.063 63 0.242 61 0.047 62
2010.1 21.680 ___ 29.220 ___ 16.170 ___ 17.590 ___ -18.865 ___ 5.949 61 -0.822 61 -0.191 58 -0.507 61 0.210 61 -0.191 61 0.223 60 -0.395 61
2009.4 25.980 ___ 31.840 ___ 19.250 ___ 21.680 ___ -15.346 ___ 6.424 64 -0.839 64 -0.137 59 -0.438 63 -0.138 64 0.098 64 -0.109 64 -0.098 63
2009.3 25.730 ___ 33.050 ___ 22.190 ___ 25.610 ___ -2.808 ___ 4.110 64 -0.657 64 -0.060 60 -0.509 63 0.089 64 -0.178 64 0.257 62 0.025 64
2009.2 45.420 ___ 45.600 ___ 25.020 ___ 26.350 ___ -40.304 ___ 4.965 63 -0.744 63 0.056 59 -0.474 61 -0.235 63 0.151 63 -0.039 61 0.055 62
2009.1 39.580 ___ 57.360 ___ 33.760 ___ 44.140 ___ 10.350 ___ 7.053 61 -0.820 61 -0.128 57 -0.509 61 -0.267 61 0.155 61 0.044 59 -0.029 61
2008.4 39.390 ___ 89.530 ___ 37.960 ___ 40.000 ___ 1.549 ___ 10.386 64 -0.856 64 -0.282 59 -0.627 63 -0.060 64 0.043 64 0.189 64 0.046 63
2008.3 25.140 ___ 48.400 ___ 18.640 ___ 39.390 ___ 64.468 ___ 8.380 64 -0.907 64 0.128 61 -0.442 63 -0.254 64 0.367 64 0.063 64 0.120 64
2008.2 25.610 ___ 25.610 ___ 15.820 ___ 23.950 ___ -6.482 ___ 5.948 64 -0.882 64 0.039 61 -0.524 63 -0.227 64 0.211 64 0.025 63 0.087 64
2008.1 22.580 ___ 37.570 ___ 21.640 ___ 25.610 ___ 13.822 ___ 6.717 61 -0.882 61 -0.099 56 -0.284 60 -0.267 61 0.206 61 -0.087 58 0.036 60
2007.4 18.440 ___ 31.090 ___ 16.080 ___ 22.500 ___ 25.000 ___ 8.681 64 -0.886 64 -0.082 60 -0.455 63 -0.316 64 0.315 64 0.177 64 0.122 63
2007.3 16.480 ___ 37.500 ___ 14.670 ___ 18.000 ___ 10.906 ___ 8.650 63 -0.872 63 -0.119 60 -0.517 62 -0.156 63 0.079 63 0.155 63 0.153 63
2007.2 14.910 ___ 18.980 ___ 11.460 ___ 16.230 ___ 10.861 ___ 6.440 63 -0.821 63 0.162 60 -0.270 61 -0.249 63 0.175 63 0.049 62 -0.050 62
2007.1 11.840 ___ 21.250 ___ 9.7000 ___ 14.640 ___ 1988.30 1 11.255 58 -0.911 58 -0.165 55 -0.436 58 -0.090 58 0.120 58 0.119 58 0.155 58
