V-Lab

Country-Level ETF COVOL Common Volatility Analysis
COVOL Index for Friday, July 11, 2025:0.7194 (0.0104)
Analysis last updated: Saturday, July 12, 2025 at 03:35 AM UTC

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COVOL data for

COVOL Loadings

 LoadingVW Loading
Princ Comp #10.25060.4191
MSCI ACWI0.23830.3522
France0.20720.5139
Kuwait0.19230.1503
Spain0.18810.5428
Germany0.18790.4868
Italy0.18220.5341
Netherlands0.18110.4413
Belgium0.18010.4031
Egypt0.17570.5570
Thailand0.15730.4402
Malaysia0.15690.2645
Austria0.15270.4244
China0.14690.4188
UAE0.14470.2668
Finland0.13980.2352
Qatar0.13700.2009
Nigeria0.13680.4484
Hong Kong0.13320.3318
South Korea0.13310.5504

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Top COVOL Events (new events in boldface)

DateCOVOLEvent
1Mar 9, 202055.62COVID - All of Italy is locked down, Saudi Arabia / Russia oil price war
2Jun 24, 201650.06Brexit
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, 201425.47Tension between Russia and Ukraine
6Aug 24, 201523.60Flash 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, 202520.79Global equities slide as U.S. imposes broad new import tariffs
10Jun 3, 202417.94Mexican 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, 201117.87Rumors of US credit rating downgrade
12Nov 9, 201617.63Donald Trump elected president of the United States
13May 18, 201716.55Justice dept appoints Robert Mueller to head Russia investigation
14Apr 9, 201816.45North Korea open to denuclearization, Missles hit Syrian air base
15Nov 9, 202016.17COVID - 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, 202015.85COVID - US declares national state of emergency
17Oct 13, 200815.67Global Financial Crisis - Relief rally from details of bailout package, European bailout packages, and Federal Reserve actions
18Jan 3, 200115.55Fed surprise 50 bps interest rate cut
19Oct 9, 202315.19Hamas attacks Israel
20Oct 10, 200815.04Global Financial Crisis - Global stock market crash