Volatility has increased in many asset classes https://www.bankofcanada.ca/?p=226998 MOVE (left scale) VIX (right scale) 66.5825.42 62.8023.22 65.7925.45 65.8221.38 60.8821.40 59.0520.47 57.0219.98 56.6519.50 55.9418.19 55.3419.07 53.0118.60 51.9519.04 53.4418.06 53.7817.80 54.6420.80 54.1919.52 54.1818.89 52.5017.42 50.9518.87 49.8019.13 48.3217.66 49.8116.57 48.7916.14 48.8715.73 48.6215.57 47.4415.38 48.9716.37 49.6315.72 48.3215.97 49.0215.43 48.1715.65 47.1916.22 45.7314.91 45.0614.88 44.5414.02 46.5514.46 47.2213.51 46.1614.85 46.2815.17 46.7914.70 47.2214.78 47.9013.57 46.7414.63 45.8614.74 45.6315.74 45.8316.59 45.8316.05 44.8414.33 44.8613.77 44.5713.41 45.2413.50 46.0512.88 44.9513.10 43.6813.56 42.5313.91 44.5113.63 52.2616.48 57.1116.33 56.5114.68 60.9715.15 59.9314.43 58.5513.71 52.6913.40 54.2113.36 53.8413.74 51.7013.58 49.2212.82 47.8913.18 48.8314.28 48.6013.30 46.9013.02 48.8412.01 47.6412.32 48.3112.18 48.6512.60 49.2312.09 48.7812.42 49.7912.28 50.5213.14 49.7913.25 49.4312.73 48.0513.11 49.4713.12 46.7514.80 46.7214.42 45.7812.87 47.8215.44 52.3619.32 51.3119.40 54.7219.10 53.4916.04 57.8920.55 55.3518.06 57.4016.44 56.9815.29 56.9715.96 56.5516.31 55.3514.95 54.9614.75 61.0716.92 60.5415.85 61.7717.50 63.1617.90 61.7417.30 72.6818.71 73.5618.86 75.2616.97 77.6416.09 73.4215.93 68.6916.30 65.6215.94 64.9315.99 68.4315.91 75.7415.82 80.8215.28 76.8815.35 76.7415.15 71.3714.33 72.3714.75 74.6315.40 73.7615.26 74.2216.28 73.7316.21 69.9215.82 70.4315.08 66.5314.06 68.6012.93 68.3312.57 65.2813.28 63.2213.96 62.9014.09 62.3913.03 62.9612.93 62.7812.39 61.9012.68 61.2912.86 62.2913.97 63.1213.53 63.8614.45 60.9713.53 61.2312.61 60.7112.07 60.9912.74 58.9012.16 58.5512.83 57.8413.94 55.2516.12 64.6817.87 66.1117.61 77.2424.59 73.9220.17 79.0819.49 78.5516.91 78.9717.97 81.5821.09 77.7017.52 87.2222.10 90.6221.18 89.5218.47 86.4916.88 86.8617.50 84.5115.80 83.1516.68 91.8219.87 87.9819.32 88.6720.31 89.8719.35 86.9417.88 86.8918.98 85.2719.66 81.6017.33 79.9216.27 78.8215.00 76.4415.27 76.7815.20 76.7014.61 77.5714.22 85.5313.74 85.9514.67 84.7614.44 79.6613.95 78.1414.05 80.0715.32 81.0114.91 83.0717.05 80.2215.96 79.8716.07 79.9717.22 77.2016.24 85.6118.56 89.3920.56 87.9419.12 83.1517.04 81.8617.86 80.4720.28 79.3118.64 80.1417.57 79.8615.58 80.0614.57 77.9413.54 77.6113.68 78.3513.79 80.2514.25 78.7314.00 73.0314.46 68.9714.01 67.0713.71 67.4112.65 67.6113.11 63.3213.20 65.8812.33 57.2813.22 60.1812.30 61.4812.83 61.7313.10 67.0812.62 64.4412.73 69.8212.07 66.1012.69 64.1712.68 61.7013.00 64.1313.05 62.6412.05 65.5812.46 61.8312.86 62.1712.78 61.5513.13 60.3912.34 57.6211.87 56.5711.54 59.4211.75 64.6212.62 63.0114.91 63.7315.96 64.0714.80 67.2914.52 67.0913.62 61.3015.86 61.6315.68 56.4414.99 56.1313.94 55.3812.63 53.4112.14 53.7012.29 54.1912.58 55.3112.50 58.3212.51 56.4212.61 55.3012.67 59.6312.65 58.2813.43 57.2014.82 60.1213.78 62.7912.47 62.6314.02 60.4913.85 57.6613.79 53.3213.45 53.2712.54 52.3512.56 50.5412.32 50.3712.39 49.6712.42 53.4212.32 51.3112.10 55.3412.85 59.9412.91 66.7312.98 65.6014.56 66.1718.23 71.0716.28 72.9816.39 72.8115.49 68.1718.84 64.0717.97 61.2416.05 65.5915.15 68.1314.96 64.8915.47 63.5215.04 63.5115.18 62.3813.74 67.6614.15 68.0413.68 69.6014.83 74.5414.38 86.9215.56 87.3817.08 87.0025.03 92.5927.85 109.6727.56 104.8939.16 102.9740.11 89.5933.42 96.9636.82 125.2131.99 163.7039.62 123.7241.94 127.8454.46 152.6247.30 138.4053.90 124.5375.47 109.8557.83 124.1482.69 141.1375.91 133.3776.45 135.3872.00 111.0966.04 87.1461.59 88.4861.67 88.3363.95 90.7061.00 83.8765.54 83.1357.08 71.9953.54 65.0157.06 66.2850.91 72.2146.80 75.7145.24 74.3946.70 75.8543.35 69.5241.67 70.5041.17 69.9337.76 69.8440.84 70.6040.11 73.8338.15 72.2943.83 67.2545.41 66.0941.98 62.7041.38 58.8935.93 57.1533.29 53.5933.57 48.1131.23 49.2534.15 49.6537.19 51.3135.97 54.9333.61 57.4034.12 61.6031.44 61.2627.98 57.5627.57 59.0533.04 56.5335.28 58.7032.61 60.0931.89 58.8529.30 55.6230.53 51.6727.99 52.2229.53 52.9828.16 50.5728.01 51.5527.62 55.0728.59 55.3527.51 61.2428.23 61.1826.84 61.9725.66 62.7725.81 62.9424.52 60.0225.81 56.4727.57 55.8127.57 58.0940.79 60.4936.09 58.1634.40 55.1533.67 53.4533.47 53.9332.94 54.0435.12 54.8931.77 51.5731.37 51.2133.84 52.9632.22 54.1334.73 53.2831.78 50.9630.43 52.0328.62 50.9827.68 49.8027.94 50.0729.43 49.1928.08 49.5529.26 50.8127.29 47.0832.19 46.4329.52 45.6827.76 46.8228.00 46.4525.68 45.3224.46 43.9324.84 42.4824.32 42.6126.08 41.2725.84 41.6324.74 40.6625.44 41.9824.10 43.1324.76 44.1124.46 41.7524.28 42.6023.76 41.4622.99 42.2122.65 45.2622.21 44.2322.13 45.0824.03 43.0922.28 45.8122.13 46.0622.05 44.6021.35 44.5821.51 45.1422.54 46.3322.72 47.8922.54 47.9922.37 49.2922.03 48.1923.27 47.0224.47 44.3022.96 44.8626.41 45.7626.12 47.0426.57 50.6833.60 48.8230.75 45.2131.46 43.1228.81 44.2129.71 43.0626.87 42.4325.85 38.4525.59 37.2426.04 38.6326.46 39.3525.83 38.6327.78 37.2226.86 36.9728.58 37.4028.51 36.6226.38 39.2126.19 38.6526.27 39.9726.37 39.8126.70 57.7527.63 56.9827.96 57.3129.48 57.5228.06 55.5926.36 53.5025.00 55.6225.07 57.2526.07 61.1626.40 60.4226.97 59.0727.41 59.7329.18 58.4629.35 58.9528.65 57.8828.11 57.1327.55 61.3032.46 61.9133.35 63.5640.28 64.3737.59 47.7438.02 43.7637.13 39.8835.55 44.9429.57 46.1927.58 44.1724.86 42.9525.75 42.4924.80 43.0823.45 43.6225.35 43.5323.10 42.3122.45 43.0422.71 42.3823.84 39.6223.11 39.6423.70 40.8422.66 41.5321.64 43.9221.25 42.5320.84 43.8920.57 49.6720.77 49.1021.17 48.4821.28 47.1520.79 47.5221.30 49.2220.68 48.1422.27 46.9622.52 44.1523.31 44.6424.72 46.6622.89 43.5722.50 42.7421.93 42.1121.57 45.2625.16 46.1024.23 47.1923.31 48.9821.53 49.5921.70 48.9523.08 44.6422.77 45.2022.75 44.8126.97 47.7725.34 50.1225.07 45.6022.37 46.2321.56 45.1424.08 45.2323.33 42.5322.21 43.0123.25 43.0924.34 43.0823.24 43.1421.58 44.1621.32 45.5321.91 47.4123.19 46.2823.02 45.9137.21 46.9330.21 47.2533.09 47.2030.24 48.4525.56 46.7522.91 46.2721.77 45.9520.87 47.0121.24 56.7821.63 55.9721.99 56.1221.25 60.4319.97 62.4221.46 61.7321.50 61.9222.49 74.1622.05 75.6623.45 68.7323.11 57.7021.34 65.8328.89 68.1327.95 69.3723.35 71.6524.10 67.4426.67 63.1928.57 63.9024.66 70.8325.47 70.7924.03 70.8122.56 66.7521.91 70.4820.69 68.8020.03 67.6219.79 60.7719.23 60.7121.58 59.5420.95 61.4918.88 65.9620.30 67.4421.20 71.2719.81 64.9918.86 63.7120.74 61.7919.61 60.2919.40 62.5417.33 60.0817.91 61.2118.12 63.5017.16 61.2016.95 60.0816.69 59.0516.91 62.5716.65 63.9616.99 64.3516.57 62.2716.25 59.6217.29 59.9818.68 60.9817.50 60.1518.71 60.3117.33 59.0217.64 58.1317.56 57.3317.28 58.5117.61 56.9318.61 57.7518.31 54.1319.48 55.4819.15 58.0118.39 58.4716.69 56.5919.66 54.9921.84 58.5927.59 57.1823.13 57.3118.81 55.0419.72 54.5921.34 54.9422.18 53.7220.67 52.8220.15 53.4718.40 52.0418.84 54.9917.36 55.2116.74 53.9616.76 49.7817.90 49.5517.48 49.9318.04 52.8416.42 48.2616.42 50.8517.07 54.0317.89 52.9216.10 54.2815.65 54.9116.39 60.4517.02 61.8618.15 58.6417.75 55.6020.70 54.8317.89 55.5816.66 56.3316.32 56.8015.97 57.2715.62 57.5215.76 52.4116.02 56.5515.83 60.6515.48 61.6815.07 59.9216.44 60.7816.20 60.8019.00 57.3116.18 56.9816.17 58.2417.12 67.5816.33 69.3117.01 65.2818.45 64.9622.50 65.2819.73 69.0317.91 70.0717.69 62.4017.20 62.0817.58 61.1919.36 64.2918.31 65.4217.70 62.6718.24 63.5719.46 62.6418.04 65.7217.97 66.5517.28 60.6616.15 57.3916.72 55.4516.79 59.4016.06 60.2815.59 58.0515.45 59.3816.12 59.9517.91 62.2321.57 63.0321.67 64.5118.56 63.4117.15 57.9817.22 60.1416.79 59.5418.84 58.0916.39 55.8016.19 53.2616.48 57.0516.11 57.0216.41 52.6116.41 51.7318.14 53.1017.96 51.7318.80 53.9320.95 53.7019.37 56.0619.46 59.5818.18 59.2018.69 55.9220.81 56.7925.71 58.4624.36 60.5020.87 62.7118.63 61.2117.75 61.0718.76 57.3823.25 60.6122.56 62.8323.14 60.6521.15 60.9122.96 59.6521.30 62.9521.00 60.8419.54 59.3518.77 62.7020.00 70.7719.85 68.2518.64 65.4716.86 69.4216.30 72.0416.31 68.9615.70 66.7015.49 70.0615.01 71.9615.43 75.4515.24 78.3415.98 71.0416.98 71.2216.53 64.6116.26 66.9016.41 70.9716.03 73.0215.10 78.3115.44 78.6116.48 81.5917.22 81.5817.78 81.5818.73 74.5117.66 73.3916.29 79.2116.49 80.5716.37 83.1517.11 89.4517.59 89.4117.91 84.0419.17 82.9719.38 82.5518.58 79.1428.62 87.8922.96 88.1427.19 80.2931.12 79.5427.95 74.3630.67 76.4127.18 78.9821.89 74.0619.90 69.1021.58 72.4618.69 77.0220.31 79.5221.89 76.8519.29 77.2920.57 80.1221.57 77.5222.87 78.0021.01 77.6218.63 77.1017.96 84.0817.68 83.1117.54 78.6816.95 77.7317.33 74.6917.22 78.1216.60 77.8516.91 74.5519.73 72.5719.61 76.5918.76 84.6319.40 80.1418.41 80.9617.62 81.0320.31 83.7719.19 84.5722.79 85.7523.85 85.6225.59 85.2928.85 85.1429.90 85.2231.16 84.8531.96 85.7430.49 87.6827.66 87.4424.83 82.7221.96 81.7622.09 88.5224.35 94.0323.22 102.2822.86 94.0021.44 92.7419.96 96.1723.91 94.3627.36 95.5428.33 95.1525.70 100.7524.29 93.3428.11 100.4027.75 118.2628.81 110.2831.02 115.1830.32 131.8227.59 140.0330.15 133.3733.32 110.9030.74 105.3130.48 99.0331.98 105.0836.45 101.0335.13 100.5732.45 91.7630.23 91.7730.75 101.9431.77 105.3829.83 105.7226.67 113.1425.67 125.2723.87 129.2823.53 117.9222.94 112.9823.57 106.8821.67 108.3420.81 108.3719.63 116.3718.90 123.9219.33 122.6720.56 124.8619.63 129.8718.57 117.7921.03 116.3322.10 119.6621.55 122.3221.16 122.7424.37 125.1224.26 130.6921.82 128.1222.70 131.6322.17 129.2721.37 130.1120.32 128.7422.68 128.4028.21 135.1727.02 126.4633.52 121.9931.60 122.7229.99 121.4230.19 125.2234.75 126.7632.99 118.0532.56 118.7331.77 114.6128.87 117.9527.47 119.4626.10 114.8630.96 115.0529.35 111.1029.43 110.1928.48 111.1529.45 105.6928.37 102.4927.50 98.4825.72 98.4826.54 107.1226.19 109.3825.69 99.2724.72 97.7324.79 102.2625.07 102.6124.02