Financial Times: Vix ‘fear gauge’ in recovery from Covid-19 shock

An analysis on the course of Cboe’s volatility index, known as the Vix index, co-authored by Professor Elroy Dimson, Chairman of the Centre for Endowment Asset Management, is quoted in the FT article. The analysis shows “how long the Vix index takes to revert to the mean, or the time it takes to return from its peaks to the long-run volatility average of 19.7 per cent.” (subs)

Read the full article [ft.com]