Bond volatility has significantly increased, with the only comparable time being just before the GFC. Yet SPY short interest and VIX is near historic lows; will they finally catch up?

Bond volatility has recently diverged from equity volatility. The only comparable time to this was just before the GFC. Bond volatility recently increased significantly; I wonder if the $VIX will finally catch up. pic.twitter.com/rU8F1jmANM — Swordfish (@Swordfishv44183) October 8, 2023 …

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