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… by a number of measures. One leading measure, called the VIX index, earlier in the week between Monday and Wednesday … From Wednesday to its highest point on Thursday, the VIX index rose 63.3 percent. Premiums were higher on credit …
… since they have longer histories. We also show the VIX, since that tends to have high volatility, and provides … 2009. In addition, some of this increase is related to the VIX, which was not significant by volume in earlier years. …
… of the most successful innovations in recent years has been VIX futures, essentially, derivatives on volatility. …