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VIX volatility index
US
Monthly 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 Month
(2)
High for Month
(3)
Low for Month
(4)
Close for Month
(5)
%Chg for Month
(6)
Volume (thous of shares) - Average over days in Month
(7)
StDev of dly rtns for Month
(8)
Corr_dly[ VIX w SP500 ] for Month
(9)
Corr_dly[ VIX w Nikkei ] for Month
(10)
Corr_dly[ VIX w FTSE ] for Month
(11)
Daily AutoCorr for Month
(12)
Corr_dly[ VIX w SP500(d-1) ] for Month
(13)
Corr_dly[ VIX w NIKKEI(d-1) ] for Month
(14)
Corr_dly[ VIX w FTSE(d-1) ] for Month
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EconStats does not guarantee the accuracy of this data.
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|_VIX_volatility_index_monthly____________________________________________________________________________________________________________________________________________________________________________________|
| (1) | (2) | (3) | (4) | (5) | (6) | (7) | (8) | (9) | (10) | (11) | (12) | (13) | (14) |
| | | | | | Volume | | | | | | | | |
| | | | | |(thous) - | | | | | | Corr_dly[ | Corr_dly[ | Corr_dly[ |
| | | | | | Avg over | StDev of dly | Corr_dly[ | Corr_dly[ | Corr_dly[ | Daily | VIX w | VIX w | VIX w |
| Open for | High for | Low for | Close for | %Chg for | days in | rtns for | VIX w SP500 | VIX w Nikkei | VIX w FTSE ] | AutoCorr for | SP500(d-1) ] | NIKKEI(d-1) | FTSE(d-1) ] |
| Month | Month | Month | Month | Month | Month | Month | ] for Month | ] for Month | for Month | Month | for Month | ] for Month | for Month |
Year-MN |____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
2013-12 13.910 ___ 15.710 ___ 13.490 ___ 13.910 ___ 1.533 ___ 4.373 7 -0.979 7 -0.448 7 -0.916 7 0.190 7 0.017 7 0.297 7 -0.218 7
2013-11 13.460 ___ 14.140 ___ 11.990 ___ 13.700 ___ -0.364 ___ 4.401 20 -0.870 20 -0.147 19 -0.098 20 -0.262 20 0.348 20 0.338 20 0.337 20
2013-10 16.310 ___ 21.340 ___ 12.340 ___ 13.750 ___ -17.169 ___ 8.322 23 -0.828 23 -0.262 23 -0.325 23 -0.055 23 0.196 23 -0.208 23 0.014 23
2013-09 16.470 ___ 17.490 ___ 12.520 ___ 16.600 ___ -2.410 ___ 4.634 20 -0.655 20 -0.516 19 -0.526 20 0.291 20 -0.461 20 -0.310 20 -0.075 20
2013-08 12.890 ___ 17.810 ___ 11.830 ___ 17.010 ___ 26.468 ___ 5.897 22 -0.847 22 -0.250 22 -0.545 21 -0.014 22 -0.024 22 0.023 22 0.113 22
2013-07 16.900 ___ 17.320 ___ 12.070 ___ 13.450 ___ -20.225 ___ 3.476 22 -0.619 22 -0.185 21 0.043 22 -0.027 22 -0.053 22 -0.188 22 -0.457 22
2013-06 16.400 ___ 21.910 ___ 14.960 ___ 16.860 ___ 3.436 ___ 8.174 20 -0.888 20 -0.014 20 -0.720 20 -0.210 20 -0.017 20 0.321 20 0.219 20
2013-05 13.880 ___ 16.350 ___ 12.260 ___ 16.300 ___ 20.562 ___ 4.256 22 -0.784 22 0.064 20 -0.254 21 -0.224 22 0.272 22 -0.176 21 0.139 22
2013-04 13.460 ___ 18.200 ___ 11.990 ___ 13.520 ___ 6.457 ___ 12.219 22 -0.910 22 -0.179 21 -0.365 21 -0.412 22 0.269 22 -0.052 22 -0.033 21
2013-03 16.100 ___ 16.820 ___ 11.050 ___ 12.700 ___ -18.117 ___ 7.137 20 -0.825 20 -0.136 19 -0.402 20 -0.139 20 0.117 20 -0.198 20 -0.143 20
2013-02 13.370 ___ 19.280 ___ 12.080 ___ 15.510 ___ 7.858 ___ 11.213 19 -0.929 19 0.437 18 -0.179 19 -0.336 19 0.504 19 0.129 19 0.614 19
2013-01 15.240 ___ 15.930 ___ 12.290 ___ 14.380 ___ -20.200 ___ 5.132 21 -0.467 19 -0.103 16 -0.346 19 0.445 21 -0.035 18 0.186 16 0.025 18
2012-12 15.810 ___ 22.720 ___ 15.410 ___ 18.020 ___ 13.548 ___ 6.440 20 -0.771 19 0.392 18 -0.306 18 -0.397 20 0.300 20 0.182 20 0.546 19
2012-11 17.770 ___ 19.400 ___ 14.770 ___ 15.870 ___ -14.677 ___ 5.514 21 -0.654 21 -0.029 20 -0.509 21 -0.205 21 0.075 21 -0.139 21 0.521 21
2012-10 16.030 ___ 19.650 ___ 13.670 ___ 18.600 ___ 18.245 ___ 5.417 21 -0.798 21 -0.090 20 -0.523 21 -0.116 20 0.010 20 0.318 21 0.061 21
2012-09 18.650 ___ 18.960 ___ 13.510 ___ 15.730 ___ -9.960 ___ 7.023 19 -0.858 19 -0.376 18 -0.459 19 -0.090 19 -0.032 19 0.339 19 0.208 19
2012-08 18.800 ___ 19.250 ___ 13.300 ___ 17.470 ___ -7.713 ___ 5.183 23 -0.501 23 0.188 23 -0.160 22 -0.009 23 0.250 23 -0.184 23 -0.134 23
2012-07 17.620 ___ 21.000 ___ 15.450 ___ 18.930 ___ 10.831 ___ 6.225 21 -0.744 21 -0.431 20 -0.602 21 0.237 21 -0.083 21 0.002 21 -0.244 21
2012-06 25.870 ___ 27.730 ___ 16.770 ___ 17.080 ___ -29.011 ___ 8.773 21 -0.849 21 -0.128 21 -0.493 19 -0.408 21 0.209 21 -0.319 21 0.122 20
2012-05 17.270 ___ 25.460 ___ 16.010 ___ 24.060 ___ 40.292 ___ 5.998 22 -0.910 22 0.071 20 -0.543 21 -0.194 22 0.276 22 0.477 21 0.300 22
2012-04 16.350 ___ 21.060 ___ 15.020 ___ 17.150 ___ 10.645 ___ 6.808 20 -0.853 20 -0.163 19 -0.727 19 -0.090 20 0.019 20 0.035 20 0.143 19
2012-03 18.020 ___ 21.240 ___ 13.660 ___ 15.500 ___ -15.898 ___ 6.038 22 -0.680 22 0.147 21 -0.763 22 -0.022 22 0.205 22 -0.194 22 0.164 22
2012-02 18.680 ___ 21.980 ___ 16.100 ___ 18.430 ___ -5.195 ___ 5.624 20 -0.769 20 0.032 20 -0.588 20 -0.158 20 0.275 20 -0.145 20 0.250 20
2012-01 22.950 ___ 23.730 ___ 16.800 ___ 19.440 ___ -16.923 ___ 3.629 20 -0.376 20 -0.171 18 -0.067 20 0.028 20 -0.379 20 -0.451 19 -0.104 20
2011-12 27.630 ___ 30.910 ___ 20.340 ___ 23.400 ___ -15.827 ___ 4.998 21 -0.657 21 0.052 20 -0.346 20 -0.024 21 0.165 21 0.342 20 0.232 20
2011-11 36.030 ___ 37.530 ___ 27.030 ___ 27.800 ___ -7.210 ___ 9.744 21 -0.828 21 0.187 19 -0.650 21 -0.072 21 0.077 21 -0.191 21 0.041 21
2011-10 44.250 ___ 46.880 ___ 24.440 ___ 29.960 ___ -30.261 ___ 9.507 21 -0.887 21 -0.101 20 -0.539 21 -0.127 21 0.151 21 0.147 21 0.110 21
2011-09 31.910 ___ 43.870 ___ 30.430 ___ 42.960 ___ 35.863 ___ 7.209 21 -0.943 21 -0.417 19 -0.715 21 0.059 21 -0.228 21 0.321 21 0.033 21
2011-08 22.630 ___ 48.000 ___ 22.460 ___ 31.620 ___ 25.228 ___ 17.902 23 -0.928 23 -0.132 23 -0.725 22 -0.362 23 0.310 23 -0.418 23 -0.118 23
2011-07 16.060 ___ 25.940 ___ 15.120 ___ 25.250 ___ 52.845 ___ 6.587 20 -0.915 20 -0.409 19 -0.711 20 0.124 20 -0.220 20 -0.013 20 -0.108 20
2011-06 15.950 ___ 24.650 ___ 15.880 ___ 16.520 ___ 6.926 ___ 7.614 22 -0.852 22 -0.206 22 -0.629 22 0.025 22 -0.006 22 0.423 22 -0.072 22
2011-05 15.070 ___ 20.030 ___ 15.070 ___ 15.450 ___ 4.746 ___ 6.038 21 -0.824 21 -0.123 18 -0.412 20 0.152 21 -0.047 21 0.186 19 0.017 20
2011-04 16.680 ___ 19.070 ___ 14.270 ___ 14.750 ___ -16.855 ___ 4.576 20 -0.651 20 -0.032 19 -0.521 18 -0.378 20 0.206 20 -0.250 20 0.117 19
2011-03 17.630 ___ 31.280 ___ 17.070 ___ 17.740 ___ -3.324 ___ 9.096 23 -0.920 23 -0.129 22 -0.827 23 0.106 23 -0.001 23 -0.515 23 -0.185 23
2011-02 18.590 ___ 23.220 ___ 14.860 ___ 18.350 ___ -6.042 ___ 7.629 19 -0.869 19 -0.589 18 -0.479 19 0.242 19 -0.207 19 0.111 19 -0.331 19
2011-01 17.940 ___ 20.080 ___ 15.370 ___ 19.530 ___ 10.028 ___ 6.602 20 -0.867 20 -0.223 17 -0.539 18 -0.113 20 0.072 20 0.143 19 0.014 20
2010-12 21.190 ___ 21.430 ___ 15.400 ___ 17.750 ___ -24.596 ___ 4.465 22 -0.622 22 -0.257 20 -0.443 20 0.093 22 -0.413 22 -0.199 22 -0.348 21
2010-11 21.650 ___ 23.840 ___ 17.760 ___ 23.540 ___ 11.038 ___ 7.355 21 -0.836 21 -0.640 19 -0.526 21 -0.113 21 0.097 21 0.148 21 -0.121 21
2010-10 22.900 ___ 24.340 ___ 17.900 ___ 21.200 ___ -10.549 ___ 4.269 21 -0.687 21 0.052 20 -0.476 21 -0.149 21 0.321 21 0.161 21 0.364 21
2010-09 25.130 ___ 25.130 ___ 20.850 ___ 23.700 ___ -9.021 ___ 4.960 21 -0.889 21 -0.117 19 -0.726 21 -0.230 21 0.205 21 0.217 21 -0.012 21
2010-08 23.070 ___ 28.920 ___ 21.360 ___ 26.050 ___ 10.851 ___ 5.684 22 -0.898 22 0.076 22 -0.679 21 -0.333 22 0.305 22 -0.027 22 0.066 22
2010-07 34.410 ___ 37.580 ___ 21.860 ___ 23.500 ___ -31.963 ___ 4.299 21 -0.646 21 0.050 20 -0.091 21 0.066 21 0.001 21 0.152 21 -0.166 21
2010-06 34.870 ___ 37.380 ___ 22.870 ___ 34.540 ___ 7.702 ___ 8.749 22 -0.952 22 -0.154 22 -0.584 22 0.011 22 0.011 22 0.269 22 0.077 22
2010-05 22.410 ___ 48.200 ___ 19.610 ___ 32.070 ___ 45.442 ___ 15.717 20 -0.924 20 -0.430 17 -0.683 19 -0.086 20 0.079 20 0.174 18 -0.062 20
2010-04 17.010 ___ 23.200 ___ 15.230 ___ 22.050 ___ 25.355 ___ 9.924 21 -0.934 21 0.251 20 -0.739 20 -0.171 21 0.149 21 0.375 21 0.414 20
2010-03 19.930 ___ 19.940 ___ 16.170 ___ 17.590 ___ -9.795 ___ 3.242 23 -0.666 23 -0.298 22 -0.100 23 -0.048 23 -0.143 23 0.146 23 -0.034 23
2010-02 24.330 ___ 29.220 ___ 19.320 ___ 19.500 ___ -20.796 ___ 6.251 19 -0.860 19 -0.162 18 -0.705 19 0.087 19 -0.115 19 0.172 19 -0.327 19
2010-01 21.680 ___ 28.010 ___ 16.860 ___ 24.620 ___ 13.561 ___ 7.991 19 -0.850 19 -0.168 18 -0.467 19 0.308 19 -0.241 19 0.343 18 -0.580 19
2009-12 24.510 ___ 24.510 ___ 19.250 ___ 21.680 ___ -11.546 ___ 5.182 22 -0.911 22 -0.031 20 -0.695 21 -0.152 22 0.033 22 -0.227 22 0.155 21
2009-11 30.700 ___ 31.840 ___ 20.050 ___ 24.510 ___ -20.137 ___ 5.990 20 -0.736 20 -0.462 18 -0.031 20 0.040 20 0.042 20 -0.001 20 -0.519 20
2009-10 25.980 ___ 31.590 ___ 20.100 ___ 30.690 ___ 19.836 ___ 7.884 22 -0.873 22 0.039 21 -0.510 22 -0.316 22 0.176 22 -0.146 22 0.088 22
2009-09 26.010 ___ 29.570 ___ 22.190 ___ 25.610 ___ -1.538 ___ 4.251 21 -0.787 21 0.216 18 -0.596 21 0.256 21 -0.214 21 0.342 19 0.170 21
2009-08 25.920 ___ 28.390 ___ 22.580 ___ 26.010 ___ 0.347 ___ 4.310 21 -0.793 21 -0.388 21 -0.541 20 -0.350 21 -0.073 21 0.202 21 -0.134 21
2009-07 25.730 ___ 33.050 ___ 23.000 ___ 25.920 ___ -1.632 ___ 3.973 22 -0.475 22 0.024 21 -0.453 22 0.375 22 -0.241 22 0.222 22 0.049 22
2009-06 28.700 ___ 32.770 ___ 25.020 ___ 26.350 ___ -8.887 ___ 5.115 22 -0.734 22 -0.113 22 -0.534 22 -0.022 22 -0.036 22 0.201 22 0.064 22
2009-05 36.500 ___ 36.880 ___ 26.570 ___ 28.920 ___ -20.767 ___ 5.117 20 -0.780 20 0.320 17 -0.726 19 -0.327 20 0.179 20 -0.389 18 0.075 20
2009-04 45.420 ___ 45.600 ___ 33.680 ___ 36.500 ___ -17.309 ___ 4.878 21 -0.752 21 -0.020 20 -0.260 20 -0.397 21 0.283 21 0.122 21 0.062 20
2009-03 49.960 ___ 53.250 ___ 38.790 ___ 44.140 ___ -4.768 ___ 6.112 22 -0.847 22 -0.320 21 -0.623 22 -0.031 22 0.068 22 0.085 22 0.008 22
2009-02 49.420 ___ 53.160 ___ 40.730 ___ 46.350 ___ 3.368 ___ 5.912 19 -0.824 19 0.131 18 -0.462 19 -0.057 19 0.131 19 -0.075 19 0.043 19
2009-01 39.580 ___ 57.360 ___ 33.760 ___ 44.840 ___ 12.100 ___ 9.063 20 -0.886 20 -0.066 18 -0.475 20 -0.474 20 0.281 20 0.088 18 -0.097 20
2008-12 60.470 ___ 68.600 ___ 37.960 ___ 40.000 ___ -27.641 ___ 6.627 22 -0.836 22 0.063 20 -0.448 21 -0.173 22 0.284 22 0.072 22 0.163 21
2008-11 60.170 ___ 81.480 ___ 44.250 ___ 55.280 ___ -7.697 ___ 9.848 19 -0.898 19 -0.108 17 -0.608 19 0.029 19 0.053 19 0.295 19 0.062 19
2008-10 39.390 ___ 89.530 ___ 39.390 ___ 59.890 ___ 52.044 ___ 13.390 23 -0.849 23 -0.399 22 -0.673 23 -0.112 23 -0.012 23 0.221 23 0.035 23
2008-09 20.650 ___ 48.400 ___ 20.470 ___ 39.390 ___ 90.751 ___ 11.705 21 -0.932 21 0.173 19 -0.510 21 -0.419 21 0.481 21 0.005 21 0.246 21
2008-08 22.660 ___ 23.860 ___ 18.640 ___ 20.650 ___ -9.983 ___ 5.195 21 -0.865 21 0.115 21 -0.519 20 -0.205 21 0.170 21 0.364 21 0.292 21
2008-07 25.140 ___ 30.810 ___ 19.650 ___ 22.940 ___ -4.217 ___ 6.649 22 -0.906 22 0.156 21 -0.101 22 -0.207 22 0.380 22 0.071 22 -0.145 22
2008-06 17.830 ___ 24.560 ___ 17.830 ___ 23.950 ___ 34.324 ___ 8.034 21 -0.909 21 0.303 21 -0.549 21 -0.391 21 0.444 21 -0.103 21 0.332 21
2008-05 20.780 ___ 20.950 ___ 15.820 ___ 17.830 ___ -14.238 ___ 4.970 21 -0.913 21 -0.238 19 -0.268 20 -0.115 21 0.128 21 0.123 20 -0.023 21
2008-04 25.610 ___ 25.610 ___ 19.210 ___ 20.790 ___ -18.821 ___ 4.137 22 -0.888 22 0.067 21 -0.729 22 -0.055 22 0.095 22 0.257 22 0.038 22
2008-03 27.540 ___ 35.600 ___ 23.300 ___ 25.610 ___ -3.504 ___ 8.335 20 -0.917 20 -0.032 19 -0.509 19 -0.443 20 0.454 20 0.090 20 0.579 19
2008-02 25.660 ___ 29.700 ___ 21.640 ___ 26.540 ___ 1.298 ___ 5.573 20 -0.922 20 0.029 19 -0.326 20 0.204 20 -0.217 20 -0.084 20 -0.332 20
2008-01 22.580 ___ 37.570 ___ 22.110 ___ 26.200 ___ 16.444 ___ 6.284 21 -0.803 21 -0.262 18 0.026 21 -0.293 21 0.113 21 -0.283 18 -0.267 21
2007-12 23.590 ___ 24.860 ___ 18.280 ___ 22.500 ___ -1.618 ___ 6.060 20 -0.876 20 -0.294 18 -0.399 19 0.105 20 0.111 20 -0.013 20 -0.068 19
2007-11 19.890 ___ 31.090 ___ 17.380 ___ 22.870 ___ 23.421 ___ 11.411 21 -0.911 21 -0.008 20 -0.491 21 -0.457 21 0.413 21 0.169 21 0.292 21
2007-10 18.440 ___ 24.150 ___ 16.080 ___ 18.530 ___ 2.944 ___ 8.031 23 -0.893 23 -0.072 22 -0.455 23 -0.273 23 0.296 23 0.369 23 -0.014 23
2007-09 21.930 ___ 28.820 ___ 16.910 ___ 18.000 ___ -23.011 ___ 7.252 19 -0.917 19 0.009 17 -0.665 19 -0.203 19 0.204 19 0.052 19 0.366 19
2007-08 23.710 ___ 37.500 ___ 19.330 ___ 23.380 ___ -0.595 ___ 9.950 23 -0.828 23 -0.113 23 -0.511 22 -0.105 23 0.029 23 0.236 23 0.172 23
2007-07 16.480 ___ 24.170 ___ 14.670 ___ 23.520 ___ 44.917 ___ 8.400 21 -0.922 21 -0.257 20 -0.397 21 -0.302 21 0.150 21 0.167 21 0.005 21
2007-06 12.770 ___ 18.980 ___ 12.430 ___ 16.230 ___ 24.368 ___ 9.311 21 -0.881 21 0.245 21 -0.263 21 -0.228 21 0.107 21 0.006 21 -0.089 21
2007-05 14.100 ___ 14.600 ___ 12.540 ___ 13.050 ___ -8.228 ___ 3.956 22 -0.779 22 0.486 20 -0.344 21 -0.518 22 0.594 22 -0.006 21 0.281 22
2007-04 14.910 ___ 15.460 ___ 11.460 ___ 14.220 ___ -2.869 ___ 4.977 20 -0.715 20 -0.143 19 -0.203 19 -0.182 20 0.122 20 0.160 20 -0.196 19
2007-03 17.760 ___ 21.250 ___ 11.210 ___ 14.640 ___ -5.058 ___ 1988.30 1 10.204 22 -0.907 22 -0.423 21 -0.427 22 0.058 22 0.044 22 0.168 22 -0.038 22
2007-02 10.320 ___ 19.010 ___ 9.7000 ___ 15.420 ___ 47.985 ___ 15.774 19 -0.955 19 0.024 18 -0.487 19 -0.199 19 0.185 19 -0.015 19 0.340 19
2007-01 11.840 ___ 12.830 ___ 9.8700 ___ 10.420 ___ 5.095 17 -0.881 17 0.056 16 -0.479 17 -0.205 17 0.270 17 0.250 17 0.326 17
