Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
7 Dec 2018 
14 Dec 2018 
Value
Percent
14 Dec 2018
 VOLmNG
RealVol Natural Gas Indices
110.28
95.40
-14.88
-13.49%
97.26
 VOLmRB
RealVol NYH RBOB Gas Indices
48.61
49.98
1.37
2.82%
91.15
 VOLmG
RealVol Gasoil Indices
40.56
38.24
-2.32
-5.72%
89.32
 VOLmCL
RealVol Crude Oil Indices
51.42
47.61
-3.81
-7.41%
88.97
 VOLmB
RealVol Brent Crude Oil Indices
46.64
42.20
-4.44
-9.52%
86.99
 VOLmLN
RealVol Lean Hogs Indices
29.77
29.25
-0.52
-1.75%
86.15
 VOLmYM
RealVol Indu 30 Indices
22.40
21.47
-0.93
-4.15%
83.81
 VOLmSPY
RealVol SPY Indices
22.33
21.96
-0.37
-1.66%
82.49
 VOLmNQ
RealVol Tech 100 Indices
29.81
28.47
-1.34
-4.50%
81.32
 VOLmES
RealVol US 500 Indices
21.76
20.99
-0.77
-3.54%
79.49
 VOLmMD
RealVol Mid 400 Indices
21.20
21.15
-0.05
-0.24%
79.02
 VOLmCC
RealVol Cocoa Indices
33.72
34.33
0.61
1.81%
74.61
 VOLmBP
RealVol GBP/USD Indices
10.02
10.54
0.52
5.19%
72.12
 VOLmNK
RealVol Japan 225 Indices
25.21
24.50
-0.71
-2.82%
69.54
 VOLmHO
RealVol Heating Oil Indices
35.54
31.36
-4.18
-11.76%
64.39
 VOLmW
RealVol Wheat Indices
25.70
22.61
-3.09
-12.02%
57.67
 VOLmKC
RealVol Coffee Indices
32.25
29.32
-2.93
-9.09%
50.40
 VOLmCT
RealVol Cotton Indices
22.95
21.19
-1.76
-7.67%
49.84
 VOLmFC
RealVol Feeder Cattle Indices
9.20
10.32
1.12
12.17%
41.52
 VOLmOJ
RealVol Orange Juice Indices
21.01
22.85
1.84
8.76%
41.14
 VOLmHG
RealVol Copper Indices
20.06
20.05
-0.01
-0.05%
40.45
 VOLmR
RealVol Long Gilt Indices
6.22
5.02
-1.20
-19.29%
35.19
 VOLmS
RealVol Soybean Indices
15.78
16.58
0.80
5.07%
33.78
 VOLmBO
RealVol Soybean Oil Indices
16.95
16.79
-0.16
-0.94%
26.87
 VOLmSI
RealVol Silver Indices
18.21
17.73
-0.48
-2.64%
25.46
 VOLmTU
RealVol 2 Yr Note Indices
0.79
0.76
-0.03
-3.80%
20.99
 VOLmEC
RealVol EUR/USD Indices
7.60
6.70
-0.90
-11.84%
19.37
 VOLmC
RealVol Corn Indices
12.04
10.62
-1.42
-11.79%
18.29
 VOLmSM
RealVol Soybean Meal Indices
12.12
12.77
0.65
5.36%
14.46
 VOLmBS
RealVol Euro-Schatz Indices
0.38
0.41
0.03
7.89%
14.34
 VOLmSB
RealVol Sugar Indices
24.15
21.88
-2.27
-9.40%
14.33
 VOLmGC
RealVol Gold Indices
9.41
7.86
-1.55
-16.47%
8.96
 VOLmLC
RealVol Live Cattle Indices
9.63
7.86
-1.77
-18.38%
7.29
 VOLmJY
RealVol USD/JPY Indices
5.72
5.76
0.04
0.70%
6.71
 VOLmUS
RealVol U.S. Treasury Bond Indices
6.18
5.89
-0.29
-4.69%
6.16
 VOLmFV
RealVol 5 Yr Note Indices
2.00
1.78
-0.22
-11.00%
5.12
 VOLmBL
RealVol Euro-Bund Indices
3.46
3.04
-0.42
-12.14%
4.99
 VOLmBM
RealVol Euro-Bobl Indices
1.56
1.44
-0.12
-7.69%
3.63
 VOLmSF
RealVol CHF/USD Indices
5.95
5.32
-0.63
-10.59%
3.36
 VOLmTY
RealVol 10 Yr Note Indices
2.88
2.58
-0.30
-10.42%
0.79

Please note:  Each RealVol Index above refers to only VOLm, the 1-month realized volatility of the underlying asset.  Percentile rankings of latest closing VOLm are based on all available data in the database and refer to the percentage of all previous VOLm readings that were lower than the current level.  The full suite of RealVol Indices encompasses other time frames (1 day, 1 week, 1 quarter, 1 half year, and 1 year) other formulas (vol of vol, variance, correlation, overnight/intraday vol), and two cutting-edge models forecasting realized volatility (rough vol and HARK vol). Please visit realvol.com for more information.


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