2018-06-01 The Stock Market Has Grown Unstable Since February 2018
.. Decreases in U indicate regimes of "high co-movement", a market behavior that is not the same as volatility, though market volatility can be a component of co-movement.
Applying the same analysis to stock-price data from the beginning of 2016 until now, we find that the U value for the period since 5 February is significantly lower than for the period before.
This decrease entered the "danger zone" in the last week of May, 2018.
Applying the same analysis to stock-price data from the beginning of 2016 until now, we find that the U value for the period since 5 February is significantly lower than for the period before.
This decrease entered the "danger zone" in the last week of May, 2018.
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