Asset Class COVOL Common Volatility Analysis
COVOL values for Friday, June 12, 2026:
COVOL
3.08e-5
COVOL Index
0.8838
decreased by 0.0536
Analysis last updated: Saturday, June 13, 2026 at 03:40 AM UTC
Jun 13, 2021 – Jun 13, 2026
COVOL data for
COVOL Loadings
| Loading | VW Loading | |
|---|---|---|
| iShares Russell 1000 Growth | 0.2730 | 0.4705 |
| iShares Global Energy | 0.2576 | 0.7257 |
| State Street Technology Select Sector SPDR | 0.2571 | 0.6782 |
| State Street Energy Select Sector SPDR | 0.2526 | 0.8390 |
| State Street Financial Select Sector SPDR | 0.2342 | 0.7388 |
| iShares Russell 1000 Value | 0.2322 | 0.3337 |
| Princ Comp #1 | 0.2288 | 0.3284 |
| S&P GSCI Gold Spot | 0.2217 | 0.2799 |
| iShares 7-10 Year Treasury Bond | 0.2148 | 0.0394 |
| iShares iBoxx USD Investment Grade Corporate Bond | 0.2086 | 0.0542 |
| S&P GSCI Crude Oil | 0.2082 | 1.3506 |
| State Street Consumer Staples Select Sector SPDR | 0.2033 | 0.1844 |
| iShares Select U.S. REIT | 0.2021 | 0.6250 |
| iShares Russell 2000 Value | 0.1891 | 0.4237 |
| iShares Russell 2000 Growth | 0.1865 | 0.4698 |
| State Street Utilities Select Sector SPDR | 0.1857 | 0.2752 |
| EAFE | 0.1855 | 0.3236 |
| State Street Health Care Select Sector SPDR | 0.1802 | 0.2320 |
| State Street Consumer Discretionary Select Sector SPDR | 0.1663 | 0.3419 |
| State Street Materials Select Sector SPDR | 0.1631 | 0.3576 |
Top COVOL Events (new events in boldface)
| Date | COVOL | Event | |
|---|---|---|---|
| 1 | Nov 6, 2024 | 48.85 | Donald Trump elected president of the United States |
| 2 | Sep 17, 2001 | 48.36 | Market reopens after Sept 11th |
| 3 | Jan 10, 2000 | 45.14 | America On-line announces an agreement to buy Time Warner |
| 4 | Nov 9, 2016 | 43.33 | Donald Trump elected president of the United States |
| 5 | Mar 9, 2020 | 40.27 | COVID - All of Italy is locked down, Saudi Arabia / Russia oil price war |
| 6 | Nov 9, 2020 | 32.88 | 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 | 30.97 | Global Financial Crisis |
| 8 | Nov 28, 2014 | 24.98 | Oil crashes after OPEC announces it will leave production levels unchanged |
| 9 | Jul 3, 2014 | 22.03 | 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 | 21.98 | US Presidential Elections |
| 11 | Jan 3, 2001 | 20.01 | Fed surprise 50 bps interest rate cut |
| 12 | Jun 24, 2016 | 19.73 | Brexit |
| 13 | Apr 3, 2025 | 18.84 | Global equities slide as U.S. imposes broad new import tariffs |
| 14 | Oct 10, 2008 | 18.58 | Global Financial Crisis - Global stock market crash |
| 15 | Aug 8, 2014 | 18.41 | Russia announces desire to de-escalate Ukraine conflict |
| 16 | Oct 13, 2008 | 16.57 | Global Financial Crisis - Relief rally from details of bailout package, European bailout packages, and Federal Reserve actions |
| 17 | Feb 5, 2002 | 16.13 | Enron scandal Congressional hearings begin as accounting concerns spread across markets |
| 18 | Feb 4, 2000 | 15.76 | |
| 19 | Jan 27, 2025 | 14.67 | DeepSeek model challenges United States dominance in Artifical Intelligence |
| 20 | Jan 7, 2000 | 13.83 |