Table of RealVol Index Types
| Base Symbol |
Description |
Day
|
Week
(5-day)
|
Month
(21-day)
|
Quarter
(63-day)
|
Half Year
(126-day)
|
Year
(252-day) |
|
Realized
Volatility |
VOLd |
VOLw |
VOLm |
VOLq |
VOLh |
VOLy |
|
Realized
Volatility of Volatility |
VOVd |
VOVw |
VOVm |
VOVq |
VOVh |
VOVy |
|
Overnight/Intraday
"Daily" Realized
Volatility |
DVOLd |
DVOLw |
DVOLm |
DVOLq |
DVOLh |
DVOLy |
|
Correlation of
Underlying
vs. VOL |
N/A |
N/A |
VCORm |
VCORq |
VCORh |
VCORy |
|
Realized
Variance |
VARd |
VARw |
VARm |
VARq |
VARh |
VARy |
|
RFSV "Rough"
Forecast of VOL
|
RVOLd |
RVOLw |
RVOLm |
RVOLq |
RVOLh |
RVOLy |
|
HARK Forecast
of VOL |
HVOLd |
HVOLw |
HVOLm |
HVOLq |
HVOLh |
HVOLy |
Note: The highlighted index (VOLm) is the flagship index. The flagship index is expected to be used to settle tradable RealVol Instruments. The other indices could be used to guide investment decisions.
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