Kellogg Insight
Skip to content
Insight Unpacked Season 3: Can We Still Build a Green Economy? | Listen
A magazine of research and ideas from the
faculty of the Kellogg School of Management

Reprint This Article

2 New Indices to Measure Stock Market Volatility

Unlike the VIX, these indices—SPOTVOL and LTV—distinguish between day-to-day volatility and investor fears of a “black swan” event.

Torben Andersen, Chun He and Viktor Todorov

If you are interested in reprinting this article, please contact us for permission, guidelines, code, and a canonical link. There is no fee for reprinting an article. 

Request reprint code
for "2 New Indices to Measure Stock Market Volatility"
About Us Faculty & Research Research Hub
2211 Campus Drive, Evanston, IL 60208
insight@kellogg.northwestern.edu
LinkedIn LinkedIn Substack Substack Substack RSS
© Kellogg School of Management, Northwestern
University. All Rights Reserved. Privacy Policy.