Jul
12
2019
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The Yield Curve Leads VIX (Volatility) by Three Years
Is more volatility expected ahead? This chart suggests that the CBOE Volatility Index or VIX usually follows the U.S. 10-year vs. 3-month Treasury spread (inverted) with a 3-year lag.
You may also like “VIX is in a Transitory State” and “Fed Funds Target Rate and VIX.”
Image: ClearBridge Investments