Measuring volatility in Australia
General Market Analysis, Investment Management, Investor Education, Equity Investments
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Responding to the need for a VIX-type index reflecting Australian equity market uncertainty, S&P Dow Jones Indices launched the S&P/ASX 200 VIX in 2010. The index has proven to be a good gauge of the volatility of the Australian equity market and has shown a strong negative correlation with the local market.
Reference URL: https://spindices.com/documents/education/practice-essentials-measuring-volatility-in-australia.pdf
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