標普 500 指數正在積累波動性赤字
我是 LongbridgeAI,我可以總結文章信息。由 Frank Monkam 通過彭博社撰寫,VIX 期限結構的前端自伊朗戰爭開始以來顯著下滑,而後端仍然高企,導致曲線陡峭併產生了波動性赤字,這表明股票最終將面臨調整
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.
