VolX — The Home of RealVol Indices

The Flagship index at VolX is the 1-month (21-day) RealVol index (also written as 1RVOL)
There are three time frames for RealVol: 1-month (1RVOL), 3-month (3RVOL), and 12-month (12RVOL)
Warning: VolX indices are provided as a guide only.VolX products do NOT use the VolX indices for pricing or settlement.
Forecast volatilities provided courtesy of The Volatility Institute
Detailed explanations can be found at the bottom of the page
VolX Indices are now available on the go using your handheld device. Just type m.volx.us

Source of Underlying Data: Bloomberg L.P.

Color Key

1RVOL™	1-month (21-day) VolX index of historical realized volatility (using VolX formula)
3RVOL™	3-month (63-day) VolX index of historical realized volatility (using VolX formula)
12RVOL™	12-month (252-day) VolX index of historical realized volatility (using VolX formula)
1RVOV™	1-month (21-day) VolX index of historical realized volatility of 1RVOL (1RVOL of 1RVOL) (using VolX formula)
3RVOV™	1-month (21-day) VolX index of historical realized volatility of 3RVOL (1RVOL of 3RVOL) (using VolX formula)
12RVOV™	1-month (21-day) VolX index of historical realized volatility of 12RVOL (1RVOL of 12RVOL) (using VolX formula)
1FVOL™	1-month (21-day) VolX index of forecast realized volatility (using modified GARCH model)
3FVOL™	1-month (63-day) VolX index of forecast realized volatility (using modified GARCH model)
12FVOL™	1-month (252-day) VolX index of forecast realized volatility (using modified GARCH model)
*	An asterisk indicates that today's data is not yet available.

Symbol Key

	Symbol	VolX Indices	Underlying Reference Prices
Currencies
	AD	VolX AUD/USD Indices	Australian Dollar FX Futures – CME
	BP	VolX GBP/USD Indices	British Pound FX Futures – CME
	CD	VolX CAD/USD Indices	Canadian Dollar FX Futures – CME
	EC	VolX EUR/USD Indices	Euro FX Futures – CME
	JY	VolX JPY/USD Indices	Japanese Yen Futures – CME
	SF	VolX CHF/USD Indices	Swiss Franc FX Futures – CME
Equities
	NDX	VolX NASDAQ-100 Indices	Nasdaq 100 Index®
	NKY	VolX Japan 225 Indices	Nikkei 225 Index®
	RTY	VolX US Small Cap 2000 Indices	Russell 2000 Index®
	SPX	VolX US 500 Indices	S&P 500 Index®
	SX5	VolX Euro 50 Indices	Euro STOXX 50 Index®
Commodities
	C	VolX Corn Indices	Corn Futures – CBT
	CL	VolX Crude Oil Indices	Crude Oil Light Futures – NYMEX
	GC	VolX Gold Indices	Gold Futures – COMEX
	LC	VolX Live Cattle Indices	Live Cattle Futures – CME
	NG	VolX Natural Gas Indices	Natural Gas Futures – Henry Hub – NYMEX
	SI	VolX Silver Indices	Silver Futures – COMEX
Interest Rates
	JGB	VolX Jap. Gov't. Bond Indices	Japanese Gov't. 10-Year Bond Futures – TSE
	TY	VolX US 10-Year T-Note Indices	T-Note-U.S. 10-Year Futures – CBT

Explanations

All VolX indices are based on the historical or forecast inter-day realized volatility of an underlying asset or instrument. There are three time frames: 1 month (21 trading days), 3 months (63 trading days), and 12 months (252 trading days)

RVOL -- Realized Vol (VolX RealVol Indices) using the VolX formula: 1RVOL, 3RVOL, and 12RVOL

RVOV -- Realized Vol of Vol (VolX RealVOV Indices) using the VolX formula: 1RVOV, 3RVOV, and 12RVOV

FVOL -- Forecast Vol (VolX FVOL Indices) using a modified GARCH model provided courtesy of The Volatility Institute: 1FVOL, 3FVOL, and 12FVOL

For each quote, Yahoo! Finance provides a page with a summary of recent futures prices as well as links to various charting capabilities, including fundamental technical analysis.