Asset Class COVOL Common Volatility Analysis
COVOL Index for Tuesday, February 17, 2026:0.9840 (-0.1047)
COVOL data for
COVOL Loadings
| Loading | VW Loading | |
|---|---|---|
| iShares Russell 1000 Growth | 0.2754 | 0.4759 |
| State Street Technology Select Sector SPDR | 0.2589 | 0.6811 |
| iShares Global Energy | 0.2570 | 0.7270 |
| State Street Energy Select Sector SPDR | 0.2523 | 0.8412 |
| State Street Financial Select Sector SPDR | 0.2349 | 0.7471 |
| iShares Russell 1000 Value | 0.2337 | 0.3382 |
| Princ Comp #1 | 0.2275 | 0.3294 |
| S&P GSCI Gold Spot | 0.2218 | 0.2747 |
| iShares 7-10 Year Treasury Bond | 0.2130 | 0.0393 |
| iShares iBoxx $ Investment Grade Corporate Bond | 0.2085 | 0.0545 |
| S&P GSCI Crude Oil | 0.2072 | 1.2991 |
| State Street Consumer Staples Select Sector SPDR | 0.2047 | 0.1858 |
| iShares Select U.S. REIT | 0.2035 | 0.6352 |
| iShares Russell 2000 Value | 0.1883 | 0.4242 |
| iShares Russell 2000 Growth | 0.1863 | 0.4694 |
| State Street Utilities Select Sector SPDR | 0.1848 | 0.2746 |
| EAFE | 0.1829 | 0.3188 |
| State Street Health Care Select Sector SPDR | 0.1810 | 0.2337 |
| State Street Consumer Discretionary Select Sector SPDR | 0.1671 | 0.3443 |
| State Street Materials Select Sector SPDR | 0.1653 | 0.3638 |
Top COVOL Events (new events in boldface)
| Date | COVOL | Event | |
|---|---|---|---|
| 1 | Nov 6, 2024 | 49.15 | Donald Trump elected president of the United States |
| 2 | Sep 17, 2001 | 48.66 | Market reopens after Sept 11th |
| 3 | Jan 10, 2000 | 45.19 | America On-line announces an agreement to buy Time Warner |
| 4 | Nov 9, 2016 | 43.49 | Donald Trump elected president of the United States |
| 5 | Mar 9, 2020 | 40.58 | COVID - All of Italy is locked down, Saudi Arabia / Russia oil price war |
| 6 | Nov 9, 2020 | 32.81 | 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 | 31.18 | Global Financial Crisis |
| 8 | Nov 28, 2014 | 25.15 | Oil crashes after OPEC announces it will leave production levels unchanged |
| 9 | Jul 3, 2014 | 22.28 | 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 | 22.04 | US Presidential Elections |
| 11 | Jan 3, 2001 | 20.01 | Fed surprise 50 bps interest rate cut |
| 12 | Jun 24, 2016 | 19.79 | Brexit |
| 13 | Apr 3, 2025 | 18.94 | Global equities slide as U.S. imposes broad new import tariffs |
| 14 | Oct 10, 2008 | 18.57 | Global Financial Crisis - Global stock market crash |
| 15 | Aug 8, 2014 | 18.30 | Russia announces desire to de-escalate Ukraine conflict |
| 16 | Oct 13, 2008 | 16.70 | Global Financial Crisis - Relief rally from details of bailout package, European bailout packages, and Federal Reserve actions |
| 17 | Feb 5, 2002 | 16.30 | Enron scandal Congressional hearings begin as accounting concerns spread across markets |
| 18 | Feb 4, 2000 | 15.90 | |
| 19 | Jan 27, 2025 | 14.69 | DeepSeek model challenges United States dominance in Artifical Intelligence |
| 20 | Jan 7, 2000 | 13.90 |