Markets S&P 500 volatility

Goldman: ‘Naively, Wednesday’s S&P Selloff Was The 5th-Largest Tail Event In History’

More fragility events.

More fragility events.
This content has been archived. Log in or Subscribe for full access to thousands of archived articles.

3 comments on “Goldman: ‘Naively, Wednesday’s S&P Selloff Was The 5th-Largest Tail Event In History’

  1. random_clown

    I don’t understand what is “naive” in Fishman’s comment …

    • Well do note that those are his words not mine. Key is this: “…part of the reason this week’s volatility looks like a tail event is that realized volatility had been surprisingly low prior to Wednesday [as] the five least-volatile quarters for the SPX over the past 20 years were Q1/2/3/4 of 2017, and Q3 of 2018.”

  2. why is the ARMS index so low if it was such a tail event?

Speak On It

Skip to toolbar