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Seeyond Volatility Insights – Spot up, Vol up

Simon Aninat, Volatility expert at Seeyond, explains what a “Spot Up, Vol Up” environment means for the market.

Key Highlights

  • In general, market volatility tends to rise when equity markets sell off and conversely, tends to decrease when equity markets rise.
  • “Spot Up, Vol Up” is a specific market configuration in which volatility spikes at the same time as equity markets.
  • These environments usually are a sign of overheating equity markets but can also underline a disruption or change of regime in markets.
Filmed in July 2021. This material is provided for informational purposes only and should not be construed as investment advice. The views and opinions expressed may change based on market and other conditions. There can be no assurance that developments will transpire as forecasted. Actual results may vary.

Seeyond is an affiliate of Natixis Investment Managers.
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