V-Lab

Country-Level ETF COVOL Common Volatility Analysis
COVOL Index for Thursday, July 3, 2025:0.6078 (-0.0482)
Analysis last updated: Saturday, July 5, 2025 at 03:36 AM UTC

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COVOL data for

COVOL Loadings

 LoadingVW Loading
Princ Comp #10.25050.4193
MSCI ACWI0.23830.3523
France0.20760.5150
Kuwait0.19220.1506
Spain0.18830.5435
Germany0.18780.4869
Italy0.18240.5347
Netherlands0.18100.4415
Belgium0.18020.4037
Egypt0.17570.5567
Thailand0.15760.4413
Malaysia0.15650.2640
Austria0.15250.4243
China0.14670.4187
UAE0.14470.2672
Finland0.13990.2355
Qatar0.13670.2008
Nigeria0.13670.4482
Hong Kong0.13330.3323
South Korea0.13310.5504

1-20 of 50

Top COVOL Events (new events in boldface)

DateCOVOLEvent
1Mar 9, 202055.56COVID - All of Italy is locked down, Saudi Arabia / Russia oil price war
2Jun 24, 201650.03Brexit
3Sep 17, 200146.38Market reopens after Sept 11th
4Feb 27, 200730.24Rumors of a Chinese crackdown on market speculation, Alan Greenspan warns of possible impending recession, Dick Cheney assassination attempt, Drop in durable goods orders
5Aug 5, 201425.51Tension between Russia and Ukraine
6Aug 24, 201523.59Flash Crash, Chinese Black Monday
7Mar 12, 202022.86COVID - Day after Trump address -- blocks visitors coming in from Europe
8Apr 24, 201721.94Syrian sanctions
9Apr 3, 202520.80Global equities slide as U.S. imposes broad new import tariffs
10Jun 3, 202417.93Mexican elections cause markets to fear constitutional change and diminished checks and balances. Indian markets rally on election exit poll data. South African stocks rally on the prospect of the African National Congress striking a coalition deal with a market-friendly party. Inflation in many countries shows signs of peaking or slowing.
11Aug 5, 201117.86Rumors of US credit rating downgrade
12Nov 9, 201617.62Donald Trump elected president of the United States
13May 18, 201716.58Justice dept appoints Robert Mueller to head Russia investigation
14Apr 9, 201816.45North Korea open to denuclearization, Missles hit Syrian air base
15Nov 9, 202016.14COVID - Pfizer early trial data suggests vaccine is 90% effective; Oil soars 8% on promising COVID-19 vaccine results; Joe Biden elected president of the United States
16Mar 13, 202015.86COVID - US declares national state of emergency
17Oct 13, 200815.66Global Financial Crisis - Relief rally from details of bailout package, European bailout packages, and Federal Reserve actions
18Jan 3, 200115.54Fed surprise 50 bps interest rate cut
19Oct 9, 202315.18Hamas attacks Israel
20Oct 10, 200815.03Global Financial Crisis - Global stock market crash