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VIX US SP1200 global total rtn Global FTSE 100 United Kin
SP500 US NasDAQ Comp US DAX 30 Germany
SP500_div US Rus 2000 US
DJIA US Nikkei 225 Japan
SP1200 global Global Hang Seng Hong Kong

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      VIX volatility index US Monthly Data
Volatility index based on implied volatilities of equities based on options pricing models.   |     (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   |   EconStats does not guarantee the accuracy of this data.
          |_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