Macro Tsimmis

intelligently hedged investment

Volatility declines again in 4Q09

Posted by intelledgement on Fri, 12 Feb 10

Here is a link to our 4Q09 update on volatility, “So Far, It’s Not Like the 1930s,” published on The Motley Fool website. Of course, volatility has picked up considerably in 1Q10…it will be interesting to revisit this analysis in April.

In the meantime, here are a couple of pertinent charts that did not make the final cut. The first one shows the volatility level of the S&P 500 from inception through 2009.

The second one compares the patterns of volatility of the 1929 crash with the 2008 crash:

These charts present the same data included in the article, but there—for technical editorial reasons—it is in tabular form.


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