President of the European Central Bank Mario Draghi says "buckle up" because volatility is back! Keep your hands and feet in the car because it is going to be a ride that may make the "Taper Tantrum" look tame.
We examine market volatility and how it cycles in relation to moves in major equity indexes. More important, however, is what implications this may have on our ability to forecast those moves in equity indexes.
Shares in Lumber Liquidators continue to rebound and last traded higher by 11.2% at $36.40 following the company’s investor call on Thursday. Implied volatility on its options has fallen by 12.1% to 87.7% having reached 127% as a result of the recent scandal.