US Equity Volatility Is ‘Back To Average’ – ValueWalk Premium
US equity Volatility skew

US Equity Volatility Is ‘Back To Average’

Morgan Stanley says that it’s understandable that volatility us up for most asset classes, but sees room for US equity volatility to fall again
Volatility is up across the board, in some cases from historic lows to recent highs, but the general pensiveness may be overdone for some asset classes. Equity and credit volatility in particular could come back down, according to a recent Morgan Stanley report.

“Falling inflation, fears over growth and Greece political risks have led to an eventful start to 2015. Equity, credit and . . .

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