1VOL™

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

3VOL™

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

12VOL™

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

1VOV™

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

3VOV™

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

12VOV™

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

1GVOL™

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

3GVOL™

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

12GVOL™

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

1DVOL™

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

3DVOL™

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

12DVOL™

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

1VCOR™

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

3VCOR™

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

12VCOR™

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

1VAR™

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

3VAR™

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

12VAR™

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)

PVOL

Partial realized volatility from start of the RealVol calculation period (CP), using the RealVol daily formula.  (Note:  This is the to-date realized volatility within the CP.)

IVOL

Inferred Volatility to expiration (using PVOL, last price of RealVol futures, and root-mean-square formula), (Note:  Inferred Volatility is similar in idea to implied volatility.  Implied volatility is derived from options prices, while Inferred Volatility is derived from RealVol futures prices.)

GVOL

Modified GARCH-based forecast of the expiration value of RealVol futures. This forecast is provided courtesy of The Volatility Institute.

*

An asterisk indicates that the data are not yet available.