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Data from FRED. Forecasts by Sigmanomics Forecast Engine.
United StatesUS CBOE VIX fell to 15.45 in August 2026
FREDDailyReleased August 2026
US CBOE VIX fell to 15.45 in August 2026, down 0.4 from July's 15.85 reading.
Latest Release
15.450000
Actual
—
Consensus
15.850000
Previous
Sigmacast Track Record
Sigmacast track record will appear here once this indicator has been released 3+ times since Sigmanomics began tracking.
Sigmacast Σ-direction model: consensus + ½ × mean(surprise, trailing 90d).
CORRELATED SYMBOLS— markets that historically move with this indicator
| Symbol | Direction | Correlation | Asset Class | Co-movement | Action |
|---|---|---|---|---|---|
| S&P 500 | ▼ Inverse | −0.61 | INDEX | Moves against | → View |
| BTC/USD | ▼ Inverse | −0.41 | CRYPTO | Moves against | → View |
| GOOGL | ▼ Inverse | −0.26 | STOCKS | Moves against | → View |
| AAPL | ▼ Inverse | −0.26 | STOCKS | Moves against | → View |
Correlation based on 12-month rolling window. Click any symbol to view its Sigmanomics forecast page.
THE RELEASE
CBOE VIX (United States) was reported at 15.45 (index) in August 2026. The reading fell from the previous value of 15.85 (index). Over the past 12 months, the indicator has averaged 18.14 (index), ranging from 13.47 (index) to 31.05 (index) across 256 releases. This is classified as a high-impact indicator released on a daily basis.
WHY IT MATTERS
The trailing three releases averaged 15.48 (index), down from the prior three at 15.58 (index). Volatility over the past year (σ 3.26 (index)) is lower than the prior year (σ 5.29 (index)). In August readings over the past 3 years, CBOE VIX has averaged 16.77 (index).
THE MODEL'S TAKE
Historically, this indicator is negatively correlated with S&P 500 (Bearish S&P 500). A secondary relationship exists with BTC/USD, negatively correlated (Bearish BTC).
WHAT TO WATCH NEXT
Same-country events in the next 14 days include Chicago PMI (Aug 28) and Michigan 1 Year Inflation Expectations (Aug 28).
Auto-generated from current model state · Refreshes on each release · Last update August 2026.
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CBOE VIX - US
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About CBOE VIX — United States
DEFINITION
US CBOE VIX rose to 15.850000 on August 24, up from 15.130000 on August 21, indicating increased market volatility. The index climbed steadily through August, reflecting heightened investor uncertainty compared to mid-month levels. Market participants remain attentive to upcoming economic data and central bank signals amid this volatility. Updated 8/26/26
WHY THIS INDICATOR MATTERS
This release contributes to the broader macro picture used by cross-asset investors for positioning and risk management. Surprises against consensus typically move rates and currencies on release. Released daily.
WHAT CHANGED THIS MONTH
Latest reading (Aug 2026): actual 15.45 Index. Prior reading (Aug 2026): 15.85 Index. Before that (Aug 2026): 15.13 Index.
WHAT'S NEXT
Sigmacast's 1-month forecast points to a lower reading versus the latest print, with the 3-month outlook reinforcing that direction. Both horizons are aligned bearish for this indicator, suggesting a consistent trend signal. Trend-driven dynamics are the primary headwind in the current projection. This indicator correlates most strongly with S&P 500 (Bearish S&P 500, r=-0.61) — a useful reference for index-focused traders.
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Economic Calendar - US Events
| Thursday, August 27, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
|---|---|---|---|---|---|---|---|
| 12:30 | US | Jobless Claims 4-Week Average | 205.5 | 204.25 | 203 | 204.25 | High |
| 12:30 | US | Initial Jobless Claims | 203 | 207 | 208 | 205.50 | High |
| 12:30 | US | Goods Trade Balance Adv | -118.8 | -101.41 | -99 | -102.92 | Medium |
| 12:30 | US | Retail Inventories Ex Autos MoM | 0.7 | -0.5 | 0 | 0.27 | Medium |
| 12:30 | US | Wholesale Inventories MoM | 1.3 | 0.3 | 0.1 | 0.38 | Medium |
| 12:30 | US | Continuing Jobless Claims | 1778 | 1796 | 1790 | 1784.00 | High |
| 12:30 | US | Goods Trade Balance | -118.8 | -101.41 | -99 | -102.88 | High |
| 14:30 | US | EIA Natural Gas Stocks Change | 15 | 16 | 20 | 17.50 | Low |
| 15:00 | US | Kansas Fed Manufacturing Index | 17 | 17 | 14 | 15.50 | Low |
| 15:00 | US | Kansas Fed Composite Index | 10 | 9 | 8 | 9.00 | Low |
| Friday, August 28, 2026 | Actual | Previous | Consensus | Sigmanomics Rolling-Surprise Forecast | Impact | ||
| 13:45 | US | Chicago PMI | 57.6 | 57 | 63.10 | Medium | |
| 14:00 | US | Michigan 1 Year Inflation Expectations | 4.2 | 4.3 | 4.30 | Medium | |
| 14:00 | US | Michigan Inflation Expectations | 4.3 | 4.2 | 4.3 | 4.30 | Low |
| 14:00 | US | Michigan 5 Year Inflation Expectations | 3.3 | 3.3 | 3.3 | 3.30 | Low |
| 14:00 | US | Michigan Consumer Sentiment | 51 | 55.2 | 51 | 51.00 | High |
| 14:00 | US | Michigan Consumer Expectations | 50.6 | 55.4 | 50.6 | 50.60 | Low |
| 14:00 | US | Michigan Current Conditions | 51.8 | 54.8 | 51.8 | 51.80 | Low |
| 15:00 | US | Kansas Fed Manufacturing Index | 17 | 14 | 15.50 | Low | |
| 15:00 | US | Kansas Fed Composite Index | 9 | 8 | 9.00 | Low | |