RealVol Daily Indices

  • The Flagship index at VolX is the 1-month (21-day) realized volatility index (also known as 1RVOL)
  • Detailed explanations can be found at the bottom of the page

Notice: FVOL, FVOV, and DISP Indices are currently suspended.

Historical volatility
Historical
Historical volatility
Forecast Volatility
Forecast
Forecast Volatility
 
Symbol
Charts/
As of Date
VOLS
12-Month
3-Month
1-Month
Quotes
1-Month
3-Month
12-Month
22 May 2015
RVOL
11.56 
10.78 
9.66 
FVOL
RVOV
4.10 
19.62 
83.31 
FVOV
DVOL
10.79 
9.40 
9.09 
 
 
 
VCOR
1.78 
6.50 
22.19 
RVAR
133.63 
116.21 
93.32 
 
 
 
DISP
 
 
 

Source of Underlying Data: NYSE Arca

Color Key

1RVOL™

1-month (21-day) RealVol Index of realized volatility (using RealVol Daily Formula)

3RVOL™

3-month (63-day) RealVol Index of realized volatility (using RealVol Daily Formula)

12RVOL™

12-month (252-day) RealVol Index of realized volatility (using RealVol Daily Formula)

1RVOV™

1-month (21-day) RealVol index of realized volatility of 1RVOL (1RVOL of 1RVOL) (using RealVol Daily Formula)

3RVOV™

1-month (21-day) RealVol index of realized volatility of 3RVOL (1RVOL of 3RVOL) (using RealVol Daily Formula)

12RVOV™

1-month (21-day) RealVol index of realized volatility of 12RVOL (1RVOL of 12RVOL) (using RealVol Daily Formula)

1FVOL™

1-month (21-day) RealVol Index of forecast realized volatility (using modified GARCH model)

3FVOL™

3-month (63-day) RealVol Index of forecast realized volatility (using modified GARCH model)

12FVOL™

12-month (252-day) RealVol Index of forecast realized volatility (using modified GARCH model)

1FVOV™

RealVol Index of 1-month (21-day) forecast realized volatility of 1-month (21-day) realized volatility (using modified GARCH model)

3FVOV™

RealVol Index of 1-month (21-day) forecast realized volatility of 3-month (63-day) realized volatility (using modified GARCH model)

12FVOV™

RealVol Index of 1-month (21-day) forecast realized volatility of 12-month (252-day) realized volatility (using modified GARCH model)

1DVOL™

1-month (21-day) RealVol Index of intraday realized volatility (using RealVol Overnight/Intraday Formula)

3DVOL™

3-month (63-day) RealVol Index of intraday realized volatility (using RealVol Overnight/Intraday Formula)

12DVOL™

12-month (252-day) RealVol Index of intraday realized volatility (using RealVol Overnight/Intraday Formula)

1VCOR™

1-month (21-day) RealVol Index of historical correlation based on the underlying and 1RVOL (using RealVol Correlation Formula)

3VCOR™

3-month (63-day) RealVol Index of historical correlation based on the underlying and 3RVOL (using RealVol Correlation Formula)

12VCOR™

12-month (252-day) RealVol Index of historical correlation based on the underlying and 12RVOL (using RealVol Correlation Formula)

1RVAR™

1-month (21-day) RealVol Index of realized variance (using RealVol Variance Formula)

3RVAR™

3-month (63-day) RealVol Index of realized variance (using RealVol Variance Formula)

12RVAR™

12-month (252-day) RealVol Index of realized variance (using RealVol Variance Formula)

1DISP™

1-month (21-day) RealVol Index of dispersion (using RealVol Dispersion Formula)

3DISP™

3-month (63-day) RealVol Index of dispersion (using RealVol Dispersion Formula)

12DISP™

12-month (252-day) RealVol Index of dispersion (using RealVol Dispersion Formula)

*

An asterisk indicates that the data are not yet available.

Symbol Key

 Symbol  Index Underlying Reference Prices
 Equities 
    VOLSRealVol SPY IndicesSPDR S&P 500 ETF

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