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“Real” Stock Volatility In October Highest Since Lehman
Thursday, October 23, 2014 11:50
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While VIX pumped-and-dumped (in a manner never seen before in its history), 'real' volatility of the day to day moves across the major stock indices remains extremely elevated.
For the Nasdaq and Dow Transports, the average true range over the last few weeks is the highest since the post-Lehman collapse …. http://www.zerohedge.com
Source: http://luismmx.blogspot.com/2014/10/real-stock-volatility-in-october.html
