Former Treasury Secretary Summers Urges SEC to Investigate Unusual Volatility in VIX Index
Publication Time:2024-08-10 05:56:06
American former Treasury Secretary Lawrence Summers recently called for an in-depth investigation by the US Securities and Exchange Commission (SEC) and relevant exchanges into the unusual volatility of the VIX fear index last Friday (August 5). Summers argues that since certain illiquid instruments are used in calculating the VIX index, its fluctuations may include人为 elements. Following this volatility, experts focusing on volatility analysis pointed out that the sharp movements in the VIX index could be the result of multiple technical factors, including market liquidity shortages, some volatility betters choosing to cover their positions in the face of losses, or unexpected outcomes from the method of calculating volatility.
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