# Professor Robert Engle is interviewed about stock market volatility

1 Faculty News January 28, 2016 ![Bloomberg logo](/sites/default/files/styles/246w/public/assets/images/bloomberg192x144.jpg?itok=yV529lwz)>

Excerpt from [Bloomberg](http://www.bloomberg.com/news/audio/2016-01-28/bloomberg-surveillance-matus-and-engle) -- “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.”

[Listen here](http://www.bloomberg.com/news/audio/2016-01-28/bloomberg-surveillance-matus-and-engle)