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The Collaborative Market Data Network
Serving Transparency in Capital Markets
The Collaborative
Market Data Network

MACRO RISK AND DEPRESSED VOLATILITY LEVELS

Post Date: 08 March 2024

Equity volatility has been remarkably low over the last three months across US and European indices. Spikes have been short-lived and recent levels point to a return towards the volatility environment prevailing before the pandemic. However, macroeconomic uncertainty remains elevated, as does uncertainty related to the ECB’s and the Fed’s rate normalization path while political and geopolitical developments are a potential source of risk aversion.


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