Yes, Volatility is back! (update) by admin | Dec 21, 2018 | Uncategorized | 0 comments Just a quick follow up on a blog I did 2 months ago when the volatility just started to kick in. Same here with an update of my U.S. Stock Universe and how the Average True Range (ATR) behaved recently. ATRs – 13/09/2018 / VIX = 12.37: ATRs – 26/10/2018 / VIX = 18.90: ATRs – 20/12/2018 / VIX = 28.38: Which gives the following moves: ATRs almost doubled over 3 months. Kurtosis / Skewness have exploded with 15% of the Universe now recording >5% ATR. => Stocks can move BIG and many of them. I hope it helps, Gregoire Submit a Comment Cancel replyYour email address will not be published. Required fields are marked *Comment Name * Email * Website Save my name, email, and website in this browser for the next time I comment. Never miss a free post again!