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
24 Apr 2015
RVOL
11.47 
11.81 
8.97 
FVOL
RVOV
6.54 
22.88 
74.76 
FVOV
DVOL
10.77 
10.56 
8.96 
 
 
 
VCOR
1.73 
-4.76 
5.72 
RVAR
131.56 
139.48 
80.46 
 
 
 
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

© Copyright 2015 The VolX Group Corporation. All rights reserved • Site Map