The Fear Index (VIX) Falls to an 8-Month Low

May 12, 2009 Mark J. Perry

The CBOE Volatility Index, also known as the “Fear Index,” is a measure of the market’s expectation of stock market volatility for the next 30-day period. Today the VIX fell by -3.26% and closed below the 32 level for the first time since September 16, 2008 (see chart above). Market volatility and the “fear index” are gradually subsiding and returning closer to normal levels.

Disclaimer: This page contains affiliate links. If you choose to make a purchase after clicking a link, we may receive a commission at no additional cost to you. Thank you for your support!

About Mark J. Perry 262 Articles

Affiliation: University of Michigan

Dr. Mark J. Perry is a professor of economics and finance in the School of Management at the Flint campus of the University of Michigan.

He holds two graduate degrees in economics (M.A. and Ph.D.) from George Mason University in Washington, D.C. and an MBA degree in finance from the Curtis L. Carlson School of Management at the University of Minnesota.

Since 1997, Professor Perry has been a member of the Board of Scholars for the Mackinac Center for Public Policy, a nonpartisan research and public policy institute in Michigan.

Visit: Carpe Diem

The Fear Index (VIX) Falls to an 8-Month Low

Be the first to comment

Leave a Reply Cancel reply