BofA Stunned By Record VIX Roundtrip; Fears “Fragile Market”

Thursday, September 29, 2016
By Paul Martin

by Tyler Durden
ZeroHedge.com
Sep 29, 2016

In recent months, BofA notes that the speed of mean reversion in the VIX has been particularly striking by historical standards. Since the end of QE3, VIX spikes have had very little persistence, generating low cumulative volatility relative to the previous 25 years, underscoring BofA’s thesis of a fragile market that features rapid jumps from states of calm to states of stress and back.

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