How has the VIX data moved between Jan 2020 and Apr 2020 when the Coronavirus impact has been the highest on the stock markets?
Answer
Answer
The VIX values of the Indian Nifty are as under since January this year and have clearly shown signs of rise in volatility and risk in the market.
Date
Open
High
Low
Close
High Low Range
01-Jan-20
11.67
11.73
11.09
11.60
5.82%
02-Jan-20
11.60
11.70
10.73
11.49
9.04%
03-Jan-20
11.49
12.94
10.69
12.70
21.10%
06-Jan-20
12.70
15.10
12.70
14.78
18.91%
07-Jan-20
14.78
14.91
14.46
14.61
3.11%
08-Jan-20
14.61
16.39
13.79
15.64
18.81%
09-Jan-20
15.64
15.64
13.00
14.00
20.35%
10-Jan-20
14.00
14.25
13.18
14.08
8.10%
13-Jan-20
14.08
14.50
13.58
14.28
6.76%
14-Jan-20
14.28
14.28
13.06
13.91
9.28%
15-Jan-20
13.91
14.46
13.59
14.12
6.42%
16-Jan-20
14.12
14.37
12.60
14.18
14.03%
17-Jan-20
14.18
14.53
12.50
14.13
16.22%
20-Jan-20
14.13
15.50
12.47
15.41
24.31%
21-Jan-20
15.41
16.04
15.07
15.86
6.42%
22-Jan-20
15.86
16.61
15.36
16.36
8.16%
23-Jan-20
16.36
16.71
15.78
15.86
5.89%
24-Jan-20
15.86
16.22
14.59
15.56
11.12%
27-Jan-20
15.56
17.34
14.68
17.18
18.10%
28-Jan-20
17.18
17.62
16.96
17.30
3.88%
29-Jan-20
17.30
17.30
15.65
16.50
10.51%
30-Jan-20
16.50
17.14
15.38
16.80
11.44%
31-Jan-20
16.80
17.59
14.90
17.37
18.03%
01-Feb-20
17.37
17.93
16.03
16.84
11.84%
03-Feb-20
16.84
17.03
15.48
15.78
10.00%
04-Feb-20
15.78
15.78
14.31
14.38
10.29%
05-Feb-20
14.38
14.53
13.82
14.17
5.12%
06-Feb-20
14.17
14.24
12.65
13.78
12.63%
07-Feb-20
13.78
13.99
12.98
13.75
7.84%
10-Feb-20
13.75
14.60
12.97
14.21
12.61%
11-Feb-20
14.21
14.21
11.38
13.88
24.92%
12-Feb-20
13.88
13.88
13.15
13.62
5.57%
13-Feb-20
13.62
13.67
11.80
13.37
15.87%
14-Feb-20
13.37
13.99
11.90
13.62
17.52%
17-Feb-20
13.62
14.62
13.38
14.42
9.25%
18-Feb-20
14.42
14.82
11.38
14.51
30.29%
19-Feb-20
14.51
14.51
13.48
14.02
7.62%
20-Feb-20
14.02
14.03
10.17
13.70
38.00%
24-Feb-20
13.70
17.38
12.30
17.00
41.32%
25-Feb-20
17.00
17.32
15.62
16.90
10.87%
26-Feb-20
16.90
18.87
16.50
18.26
14.32%
27-Feb-20
18.26
19.16
16.83
17.77
13.83%
28-Feb-20
17.77
23.70
17.48
23.24
35.55%
02-Mar-20
23.24
26.34
19.92
25.20
32.24%
03-Mar-20
25.20
26.49
21.54
24.54
22.97%
04-Mar-20
24.54
26.29
22.43
24.23
17.22%
05-Mar-20
24.23
24.23
22.13
23.25
9.49%
06-Mar-20
23.25
27.55
23.25
25.64
18.51%
09-Mar-20
25.64
34.36
21.43
30.80
60.35%
11-Mar-20
30.80
33.24
29.65
31.56
12.10%
12-Mar-20
31.56
42.33
29.81
41.16
41.99%
13-Mar-20
41.16
59.48
41.16
51.47
44.51%
16-Mar-20
51.47
59.87
51.47
58.88
16.30%
17-Mar-20
58.88
63.44
57.25
62.93
10.81%
18-Mar-20
62.93
64.58
61.15
63.96
5.60%
19-Mar-20
63.96
73.34
63.10
72.20
16.24%
20-Mar-20
72.20
72.97
65.38
67.10
11.60%
23-Mar-20
67.10
73.37
66.32
71.99
10.63%
24-Mar-20
71.99
86.64
71.99
83.61
20.35%
25-Mar-20
83.61
84.60
75.97
77.63
11.35%
26-Mar-20
77.63
79.41
70.68
71.53
12.35%
27-Mar-20
71.53
73.03
65.63
70.39
11.27%
30-Mar-20
70.39
73.37
70.28
71.89
4.39%
31-Mar-20
71.89
71.89
63.61
64.41
13.02%
01-Apr-20
64.41
64.41
59.78
60.05
7.74%
03-Apr-20
60.05
60.59
54.90
55.30
10.36%
07-Apr-20
55.30
55.30
49.94
51.80
10.73%
08-Apr-20
51.80
53.73
46.98
52.24
14.39%
09-Apr-20
52.24
52.24
46.90
49.75
11.39%
Clearly the VIX range has peaked ahead of the sharp falls and has toned down. At 50 it is still too high and needs to temper below the 30 levels for the markets to bottom out.