Saturday
Jan152011
VIX Data
Saturday, January 15, 2011 at 4:12PM The VIX continues to fall so it is time to take a look at some summary stats on it. I took a look at VIX closing prices going back to 1/2/1990. While it is obviously low, it is by no means an outlier yet. Nevertheless, I'm currently cautious with long beta exposure and have a positive outlook on volatility.
| VIX Data | |||
| 5,302.00 | Count | ||
| 20.39 | Mean | ||
| 8.24 | Std Dev | ||
| 19.00 | Median | ||
| -0.60 | Z Score | ||
| 3,046.00 | Count under mean | ||
| 1,622.00 | Count under 1/14/11 close | ||
| 57.45 | % under mean | ||
| 30.59 | % under 1/14/11 close | ||
| 7/19/07 | Last close lower than 1/14/11 | ||
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