Experts to Discuss Worldwide Volatility Topics at RMC Europe

At CBOE’s inaugural Risk Management Conference – Europe on September 5- 7 in Ireland, several expert speakers from around the world will discuss volatility topics at sessions with titles such as: (1)Trading Implied Volatility, (2) Analyzing and Forecasting Volatility, and (3) Volatility-Based Solutions for Insurance Companies.

For the autumn of 2008, here is a list the highest end-of-week 30-day historic volatilities for some key stock indexes (unofficial estimates from Bloomberg) – 

  • 112.0 on 24-Oct-2008 for MSCI Ireland
  • 80.6 on 14-Nov-2008 for MSCI United States
  • 110.2 on 14-Nov-2008 for MSCI China Free

CBOE now calculates more than 20 implied volatility indexes

Daily closing highs for implied volatility indexes in 2008 include 100.42 for the CBOE Crude Oil Volatility Index (OVX), and 80.86 for the CBOE Volatility Index® (VIX®).

Here is a one-year chart for the CBOE China ETF Volatility Index (“VXFXI”) that is updated at