Asset Class COVOL Common Volatility Analysis
COVOL values for Friday, October 16, 2026:
COVOL
3.4786
COVOL Index
0.6926
increased by 0.0761
Analysis last updated: Saturday, October 17, 2026 at 03:40 AM UTC
COVOL data for
Oct 2026
COVOL Loadings
| Loading | VW Loading | |
|---|---|---|
| iShares Russell 1000 Growth | 0.2742 | 0.4714 |
| State Street Technology Select Sector SPDR | 0.2583 | 0.6831 |
| iShares Global Energy | 0.2560 | 0.7167 |
| State Street Energy Select Sector SPDR | 0.2520 | 0.8323 |
| State Street Financial Select Sector SPDR | 0.2335 | 0.7293 |
| iShares Russell 1000 Value | 0.2324 | 0.3306 |
| Princ Comp #1 | 0.2280 | 0.3236 |
| S&P GSCI Gold Spot | 0.2196 | 0.2792 |
| iShares 7-10 Year Treasury Bond | 0.2153 | 0.0393 |
| iShares iBoxx USD Investment Grade Corporate Bond | 0.2099 | 0.0541 |
| S&P GSCI Crude Oil | 0.2084 | 1.3582 |
| State Street Consumer Staples Select Sector SPDR | 0.2041 | 0.1854 |
| iShares Select U.S. REIT | 0.2011 | 0.6154 |
| iShares Russell 2000 Value | 0.1898 | 0.4208 |
| iShares Russell 2000 Growth | 0.1877 | 0.4700 |
| State Street Utilities Select Sector SPDR | 0.1845 | 0.2720 |
| EAFE | 0.1843 | 0.3185 |
| State Street Health Care Select Sector SPDR | 0.1810 | 0.2331 |
| State Street Consumer Discretionary Select Sector SPDR | 0.1675 | 0.3433 |
| Emerging Markets | 0.1642 | 0.4760 |
Top COVOL Events (new events in boldface)
| Date | COVOL | Event | |
|---|---|---|---|
| 1 | Nov 6, 2024 | 48.89 | Donald Trump elected president of the United States |
| 2 | Sep 17, 2001 | 48.32 | Market reopens after Sept 11th |
| 3 | Jan 10, 2000 | 44.36 | America On-line announces an agreement to buy Time Warner |
| 4 | Nov 9, 2016 | 43.31 | Donald Trump elected president of the United States |
| 5 | Mar 9, 2020 | 40.48 | COVID - All of Italy is locked down, Saudi Arabia / Russia oil price war |
| 6 | Nov 9, 2020 | 32.97 | COVID - 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 |
| 7 | Sep 16, 2008 | 31.16 | Global Financial Crisis |
| 8 | Nov 28, 2014 | 24.99 | Oil crashes after OPEC announces it will leave production levels unchanged |
| 9 | Jul 3, 2014 | 22.15 | Dow closes above 17,000 for the first time after strong US jobs report shows 288,000 jobs added in June |
| 10 | Nov 4, 2020 | 21.95 | US Presidential Elections |
| 11 | Jan 3, 2001 | 19.94 | Fed surprise 50 bps interest rate cut |
| 12 | Jun 24, 2016 | 19.92 | Brexit |
| 13 | Apr 3, 2025 | 18.87 | Global equities slide as U.S. imposes broad new import tariffs |
| 14 | Oct 10, 2008 | 18.64 | Global Financial Crisis - Global stock market crash |
| 15 | Aug 8, 2014 | 18.43 | Russia announces desire to de-escalate Ukraine conflict |
| 16 | Oct 13, 2008 | 16.58 | Global Financial Crisis - Relief rally from details of bailout package, European bailout packages, and Federal Reserve actions |
| 17 | Feb 5, 2002 | 16.22 | Enron scandal Congressional hearings begin as accounting concerns spread across markets |
| 18 | Feb 4, 2000 | 15.79 | |
| 19 | Jan 27, 2025 | 14.66 | DeepSeek model challenges United States dominance in Artifical Intelligence |
| 20 | Jan 7, 2000 | 13.77 |