Volatility
CBOE Volatility Index
Historically, what happened when this symbol entered its current regime,
Regime (1d)
Clear SkiesMarket stress: 10.1%(low)
In this regime now (1d): 4 1d bars (4 days)
Times entered this regime (1d): 60
CBOE Volatility Index has entered Clear Skies 60 times in historical data. At 180 bars, it went on to fall a median of 6.8% (mean +10.1%) — positive 47% of the time.
Confidence: Moderate — Based on 58 historical occurrences at the 180-bar horizon.
At 180 bars: median -6.8% · more often negative than positive · worst case -50.3%
Watch for: historically, CBOE Volatility Index exited Clear Skies within 10 bars in 95% of cases — most commonly transitioning toward Full Storm.