Volatility
CBOE Volatility Index
Historically, what happened when this symbol entered its current regime,
Regime (1d)
Full StormMarket stress: 47.9%(moderate)
In this regime now (1d): 100 1d bars (100 days)
Times entered this regime (1d): 340
CBOE Volatility Index has entered Full Storm 340 times in historical data. At 180 bars, it went on to fall a median of 2.4% (mean +4.2%) — positive 48% of the time.
Confidence: High — Based on 338 historical occurrences at the 180-bar horizon.
At 180 bars: median -2.4% · 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.