Markets saw modest declines today following Powell’s remarks, though nothing materially new was said. The bigger story lies in volatility dynamics, where suppressed index-level volatility compared to ...
Volatility refers to the degree of variation in the price or value of an asset, security, or market over a specific period, typically measured by the standard deviation or variance of returns. It ...
Cross-asset implied volatilities were mixed and mostly little changed following Jackson Hole. The three most actively traded US broad market benchmarks decoupled from their respective volatility ...