Service Navigation

VSTOXX® Brexit and European volatility behavior

Release date: 25 Feb 2020 | Eurex Group

VSTOXX® Brexit and European volatility behavior

The article Brexit and European volatility behavior is an event study focused on the behavior of the VSTOXX® futures forward curve before, during and post European-related election events such as Brexit 2016 & Brexit 2019, French elections (potential Frexit) 2017, and the 2018 Italian election. The data suggests the following questions to be discussed in the article:

  1. Is there a common re-occurring behavior of market sentiment displayed in the VSTOXX® futures forward curve?
  2. Is the sentiment behavior presenting potential market opportunities?

Market Status




Parts of the trading system are currently experiencing technical issues

The trading system is currently experiencing technical issues

Production newsboard

The market status window is an indication regarding the current technical availability of the trading system. It indicates whether news board messages regarding current technical issues of the trading system have been published or will be published shortly.

We strongly recommend not to take any decisions based on the indications in the market status window but to always check the production news board for comprehensive information on an incident.

An instant update of the Market Status requires an enabled up-to date Java™ version within the browser.