Volatility
CBOE Volatility Index
Historically, what happened when this symbol entered its current regime,
Regime (1d)
Full StormMarket stress: 64.5%(moderate)
In this regime now (1d): 22 1d bars (22 days)
Times entered this regime (1d): 341
CBOE Volatility Index has entered Full Storm 341 times in historical data. At 180 bars, it went on to fall a median of 2.5% (mean +4.1%) — positive 47% of the time.
Confidence: High — Based on 339 historical occurrences at the 180-bar horizon.
At 180 bars: median -2.5% · more often negative than positive · worst case -63.6%
Watch for: historically, CBOE Volatility Index tended to remain in Full Storm for extended periods — the majority of occurrences were still in this state at 180 bars.