Is Volatility Set to Drop Further after Stock Market Rebound?
Stock markets around the world have rebounded from the panic selling that rocked markets between January 26 and February 9. A sudden spike in volatility (over a 100% increase in the S&P 500 VIX) could have forced risk managers to rebalance their portfolios, leading to the sharp sell-off. Equity markets in the US recorded the best weekly gains since 2013.