Talking Like Volcker, Channeling Burns (guests: Rob Arnott, Brent Kochuba)
The Market Huddle
00:00
The Vix Index Is the Same as the Skew Index
The vix is the implied volatility average rit indexified measure of the implied volatility of s and p options that expire within the next 30 days. The bond vix, which is at march of two thousand, 20 high,. So there's a giant spread between those twoni. Sorry, you have any theories on why? I think people may every one's got opinions, clearly. And it's n inflation dependent. But my dummy take on it is that treasury, the treasury market cannot figure out what policy is yet. Until they do, that volatility os not come down.
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