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To: John Carson who wrote (3451)9/15/2002 5:03:51 PM
From: velociraptor_  Read Replies (1) | Respond to of 10157
 
Risk is at unprecedented levels and I think it becomes inherently obvious that the risks are certainly far from going away. I would expect to see the VIX above 30 for quite a long period of time. However, anyone looking for a 1 day event where the market literally crashes 20%, may be disappointed.



To: John Carson who wrote (3451)9/17/2002 12:36:00 AM
From: Les H  Read Replies (1) | Respond to of 10157
 
closest approximation I find is October 74 to December 74 when the 30-day historical volatility for the S&P 500 stayed above 30 much of the time.