Faculty News
Professor Robert Engle is interviewed about stock market volatility
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Excerpt from Bloomberg -- “In [the] V-Lab, we’re recording volatilities of about 22% for January in the S&P, but when you look a little bit further behind, you see, actually that’s small compared to what we had in August. … The Volatility was up to 30% in August, and the VIX was a little higher. … Volatility tends to come in clusters, so when it’s high, it tends to stay high for a while.”
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