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VIX volatility index
US
Yearly 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 Year
(2)
High for Year
(3)
Low for Year
(4)
Close for Year
(5)
%Chg for Year
(6)
Volume (thous of shares) - Average over days in Year
(7)
StDev of dly rtns for Year
(8)
Corr_dly[ VIX w SP500 ] for Year
(9)
Corr_dly[ VIX w Nikkei ] for Year
(10)
Corr_dly[ VIX w FTSE ] for Year
(11)
Daily AutoCorr for Year
(12)
Corr_dly[ VIX w SP500(d-1) ] for Year
(13)
Corr_dly[ VIX w NIKKEI(d-1) ] for Year
(14)
Corr_dly[ VIX w FTSE(d-1) ] for Year
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EconStats does not guarantee the accuracy of this data.
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|_VIX_volatility_index_yearly_____________________________________________________________________________________________________________________________________________________________________________________|
| (1) | (2) | (3) | (4) | (5) | (6) | (7) | (8) | (9) | (10) | (11) | (12) | (13) | (14) |
| | | | | | Volume | | | | | | Corr_dly[ | Corr_dly[ | Corr_dly[ |
| | | | | |(thous) - | 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 | Avg over | rtns for | VIX w SP500 | VIX w Nikkei | VIX w FTSE ] | AutoCorr for | SP500(d-1) ] | NIKKEI(d-1) | FTSE(d-1) ] |
| Year | Year | Year | Year | Year | days in Year | Year | ] for Year | ] for Year | for Year | Year | for Year | ] for Year | for Year |
Year |____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 end 15.240 ___ 21.910 ___ 11.050 ___ 13.910 ___ -22.808 ___ 7.141 238 -0.770 236 -0.059 225 -0.353 233 -0.178 238 0.139 235 0.008 232 0.097 234
2012 end 22.950 ___ 27.730 ___ 13.300 ___ 18.020 ___ -22.991 ___ 6.083 250 -0.760 249 -0.077 238 -0.503 243 -0.117 249 0.089 249 -0.014 248 0.119 247
2011 end 17.940 ___ 48.000 ___ 14.270 ___ 23.400 ___ 31.831 ___ 8.810 252 -0.859 252 -0.135 236 -0.624 245 -0.107 252 0.100 252 -0.123 248 -0.048 249
2010 end 21.680 ___ 48.200 ___ 15.230 ___ 17.750 ___ -18.127 ___ 7.510 252 -0.842 252 -0.178 237 -0.584 247 -0.024 252 0.015 252 0.166 249 -0.075 250
2009 end 39.580 ___ 57.360 ___ 19.250 ___ 21.680 ___ -45.800 ___ 5.721 252 -0.750 252 -0.082 235 -0.474 248 -0.167 252 0.092 252 0.016 246 -0.025 250
2008 end 22.580 ___ 89.530 ___ 15.820 ___ 40.000 ___ 77.778 ___ 8.016 253 -0.839 253 -0.148 237 -0.510 249 -0.166 253 0.143 253 0.100 249 0.063 251
2007 end 11.840 ___ 37.500 ___ 9.7000 ___ 22.500 ___ 1988.30 1 8.813 248 -0.839 248 -0.083 235 -0.428 244 -0.183 248 0.168 248 0.133 247 0.116 246
