Recent trends of the VIX

The CBOE Volatility index, which measures implied market volatility based on investors' expectations, fell to 11.4 earlier this month, its lowest levels since mid summer 2014. In the weeks following, the rolling 20-day average price consequently followed and reached its nearly 3-year low on Aug. 19 of 12.2. These recent lows came on the heels of the brief market unrest caused by the Brexit, which saw VIX values move north of 25.

For a historical context, the flash crash of August 2015 pushed the index above 40, before dropping 20 points in the following weeks. Market turmoil in the first quarter of 2016 moved the index close to 30 by February's open, and while it did tail off, index values remained relatively high throughout the month and into March.

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