FRED data show equity volatility ticking higher on August 24 while the 10Y-2Y spread slipped and high-yield credit was nearly flat.
The VIX Volatility Index rose to 15.85 on August 24, up from 15.13 three sessions earlier on August 21, according to FRED, Federal Reserve Bank of St. Louis. That is the number that moved. The other two series in this cluster barely did.
By Henrik Lindqvist · 4w