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Analysis: The VIX and Brent crude oil trends are diverging; the third volatility shock may be imminent.
BlockBeats News, April 30 — Kryptanium Capital co-founder Daniel Yan posted on social media that in April, VIX and Brent crude oil futures showed a significant divergence, which is attributed to the resilience of the S&P 500 index. This is a fat-tail risk, with volatility shocks shaking the global macro markets twice at the end of January and the end of February. If a third shock occurs soon, it would not be surprising.