Moreover, we find that the main drawbacks of stochastic volatility models are their inability to effectively model persistently high implied volatility and accurately capture event-driven skews in the ...
By Suzanne McGee (Reuters) -Investors are bracing for more U.S. stock market volatility when President Donald Trump delivers ...
Wall Street's "fear gauge" jumped Monday, building on its climb this year as tariffs worries continue to surface in the U.S. stock market. The Cboe Volatility Index, which trades under the ticker ...