Analysis: VIX Diverging from Brent Crude Oil Trends, Third Volatility Shock May Be Imminent
BlockBeats news, on April 30, Kryptanium Capital co-founder Daniel Yan stated on social media that in April, there was a significant divergence between VIX and Brent crude oil futures, which can be attributed to the resilience of the S&P 500 Index. This represents a fat tail risk, as volatility shocks rattled the global macro markets at the end of January and February. A third shock occurring soon would not be surprising.
Disclaimer: The content of this article solely reflects the author's opinion and does not represent the platform in any capacity. This article is not intended to serve as a reference for making investment decisions.
You may also like
Japan: Passive foreign interest limits upside – BNY
Mativ swings to Q2 FY26 GAAP profit of $3.6 million; sales rise 1.2% to $531.8 million
Stoke Therapeutics CMO Barry Ticho disposes of USD 208,707 in common shares
