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Historical Year Data · 2018

US Recession Probability (Smoothed) in 2018

US Recession Probability (Smoothed) opened 2018 at 0.44% and closed at 0.68%, a +54.55% move for the year. The high of 0.68% was reached on December 1, and the low of 0.12% on March 1.

Open
0.44%
2018-01
Close
0.68%
12 data points
High
0.68%
Dec 1
Low
0.12%
Mar 1
Full Year Change
+54.55%
2017 Change
-40.00%

Monthly Breakdown

MonthOpenCloseHighLowChange
Jan0.44%0.44%0.44%0.44%+0.00%
Feb0.18%0.18%0.18%0.18%+0.00%
Mar0.12%0.12%0.12%0.12%+0.00%
Apr0.14%0.14%0.14%0.14%+0.00%
May0.22%0.22%0.22%0.22%+0.00%
Jun0.12%0.12%0.12%0.12%+0.00%
Jul0.14%0.14%0.14%0.14%+0.00%
Aug0.14%0.14%0.14%0.14%+0.00%
Sep0.32%0.32%0.32%0.32%+0.00%
Oct0.46%0.46%0.46%0.46%+0.00%
Nov0.40%0.40%0.40%0.40%+0.00%
Dec0.68%0.68%0.68%0.68%+0.00%

Events During 2018

2018 Volmageddon (XIV Collapse)
Goldilocks
February 5, 2018

On February 5, 2018, the VIX doubled intraday, the largest single-day VIX move ever. Short-volatility ETNs lost 90% of their value, and the XIV was terminated.

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Related Metrics

Sahm Rule Recession Indicator
2018
Leading Index for US
2018
OECD Composite Leading Indicator
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CVRP, Convex Recession Probability
2018
Mfg New Orders (Nondefense ex Air)
2018
Brave-Butters-Kelley Leading Index
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