The Stock Market’s Plunging Volatility

Where has all the volatility gone? Sometimes a simple chart tells it all. Here’s a look at the daily changes in the S&P 500 since last August.

In just six months, we’ve gone hyperactive to nearly comatose. Notice how many daily swings were over 2% last summer. But we haven’t had any since before Christmas. The biggest down day we’ve had all year was a puny 0.69% drop last Friday.

Posted by on February 17th, 2012 at 9:15 am


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