Analysis: VIX Diverging from Brent Crude Oil Trends, Third Volatility Shock May Be Imminent

BlockBeats news, on April 30, Kryptanium Capital co-founder Daniel Yan stated on social media that in April, there was a significant divergence between VIX and Brent crude oil futures, which can be attributed to the resilience of the S&P 500 Index. This represents a fat tail risk, as volatility shocks rattled the global macro markets at the end of January and February. A third shock occurring soon would not be surprising.