Overview

Volatility Regime Model Quick Specs

Volatility is approached as a series of regimes, not as absolute levels.

This framework identifies, validates, and executes transitions between market states.

FeaturesUsageConfluencesFAQs

By utilizing the VIX index, measuring the persistence of volatility shocks, and validating with the MOVE Index (bond volatility) and High-Yield Credit Spreads, the model categorizes market conditions into four distinct states: Low Vol (Stable), Mid Vol (Fragile), High Vol (Stress), and Crisis Cluster.