According to @CNBC, the approaching 2026 U.S. midterm elections are flagged as a potential catalyst for renewed equity volatility after a strong run into 2026, putting event risk management back on traders’ agendas (source: CNBC). The International Monetary Fund reports that since 2020, Bitcoin has shown materially higher co-movement with U.S. equities, implying that election-driven equity swings can transmit to BTC and ETH via risk sentiment channels (source: International Monetary Fund). Traders often monitor VIX, the benchmark derived from S&P 500 options that measures 30-day implied volatility, as a real-time gauge of pre-election risk conditions and to calibrate exposure around political event windows (source: Cboe Global Markets). The IMF further notes that higher cross-asset correlation increases the risk of simultaneous drawdowns during macro shocks, elevating portfolio risk around major event catalysts such as elections (source: International Monetary Fund). Bottom line: @CNBC highlights the election calendar as a volatility driver for U.S. stocks, while IMF research indicates crypto markets may not be insulated if risk-off spreads, underscoring the importance of monitoring equity vol signals and cross-asset liquidity into 2026 (sources: CNBC; International Monetary Fund).