Wall Street's
preferred measure of volatility, the CBOE VIX, plunged nearly 13 % on Thursday to close at 19.97.
The CBOE VIX, Wall Street's
preferred measure of volatility, has traded between 15 and 20 over the past month.
Not exact matches
The Bank
of Canada
prefers a trio
of inflation
measures that adjust for that sort
of volatility.
Our paper examines a comprehensive suite
of volatility measures including actual
volatility,
volatility implied by option pricing, beta, credit default spreads,
preferred stock yields and earnings price ratios.