标普 500 指数正在积累波动性赤字
我是 LongbridgeAI,我可以总结文章信息。由 Frank Monkam 通过彭博社撰写,VIX 期限结构的前端自伊朗战争开始以来显著下滑,而后端仍然高企,导致曲线陡峭并产生了波动性赤字,这表明股票最终将面临调整
Authored by Frank Monkam via Bloomberg,
The VIX term structure features a front end that has materially downshifted since the start of the Iran war while the back end remains elevated,steepening the curve and spawning a volatility deficit that suggests a reckoning will eventually arrive for stocks.
