Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
15 Feb 2019 
22 Feb 2019 
Value
Percent
22 Feb 2019
 VOLmLN
RealVol Lean Hogs Indices
17.94
38.37
20.43
113.88%
96.63
 VOLmNG
RealVol Natural Gas Indices
66.13
46.49
-19.64
-29.70%
55.25
 VOLmRB
RealVol NYH RBOB Gas Indices
36.44
34.47
-1.97
-5.41%
53.57
 VOLmNQ
RealVol Tech 100 Indices
18.40
16.59
-1.81
-9.84%
49.89
 VOLmYM
RealVol Indu 30 Indices
14.20
12.47
-1.73
-12.18%
47.18
 VOLmW
RealVol Wheat Indices
16.71
20.30
3.59
21.48%
46.81
 VOLmHG
RealVol Copper Indices
18.97
20.96
1.99
10.49%
45.32
 VOLmOJ
RealVol Orange Juice Indices
20.63
22.94
2.31
11.20%
41.50
 VOLmBP
RealVol GBP/USD Indices
8.58
8.02
-0.56
-6.53%
39.81
 VOLmKC
RealVol Coffee Indices
27.90
26.73
-1.17
-4.19%
39.33
 VOLmES
RealVol US 500 Indices
13.29
11.25
-2.04
-15.35%
36.87
 VOLmG
RealVol Gasoil Indices
22.50
21.56
-0.94
-4.18%
36.03
 VOLmCL
RealVol Crude Oil Indices
28.47
25.48
-2.99
-10.50%
34.40
 VOLmHO
RealVol Heating Oil Indices
22.40
22.27
-0.13
-0.58%
33.47
 VOLmSPY
RealVol SPY Indices
12.65
10.79
-1.86
-14.70%
32.44
 VOLmCC
RealVol Cocoa Indices
23.60
23.62
0.02
0.08%
31.89
 VOLmSB
RealVol Sugar Indices
28.39
27.86
-0.53
-1.87%
31.76
 VOLmTU
RealVol 2 Yr Note Indices
0.98
0.93
-0.05
-5.10%
28.57
 VOLmB
RealVol Brent Crude Oil Indices
25.80
23.53
-2.27
-8.80%
26.90
 VOLmCT
RealVol Cotton Indices
15.69
16.99
1.30
8.29%
26.19
 VOLmC
RealVol Corn Indices
12.25
12.36
0.11
0.90%
25.35
 VOLmGC
RealVol Gold Indices
7.46
10.62
3.16
42.36%
23.66
 VOLmFC
RealVol Feeder Cattle Indices
10.58
8.13
-2.45
-23.16%
23.17
 VOLmBO
RealVol Soybean Oil Indices
16.48
15.97
-0.51
-3.09%
21.98
 VOLmSI
RealVol Silver Indices
13.51
16.75
3.24
23.98%
21.96
 VOLmFV
RealVol 5 Yr Note Indices
2.54
2.41
-0.13
-5.12%
19.33
 VOLmNK
RealVol Japan 225 Indices
17.51
13.61
-3.90
-22.27%
16.49
 VOLmEC
RealVol EUR/USD Indices
6.25
6.39
0.14
2.24%
15.96
 VOLmTY
RealVol 10 Yr Note Indices
3.82
3.59
-0.23
-6.02%
11.90
 VOLmMD
RealVol Mid 400 Indices
11.84
9.47
-2.37
-20.02%
10.82
 VOLmUS
RealVol U.S. Treasury Bond Indices
6.19
6.17
-0.02
-0.32%
8.79
 VOLmBS
RealVol Euro-Schatz Indices
0.30
0.32
0.02
6.67%
8.78
 VOLmLC
RealVol Live Cattle Indices
8.39
8.18
-0.21
-2.50%
8.63
 VOLmBL
RealVol Euro-Bund Indices
3.35
3.19
-0.16
-4.78%
7.97
 VOLmR
RealVol Long Gilt Indices
3.59
3.53
-0.06
-1.67%
7.00
 VOLmSM
RealVol Soybean Meal Indices
10.42
9.48
-0.94
-9.02%
5.26
 VOLmS
RealVol Soybean Indices
12.08
10.64
-1.44
-11.92%
5.05
 VOLmBM
RealVol Euro-Bobl Indices
1.40
1.39
-0.01
-0.71%
2.73
 VOLmJY
RealVol USD/JPY Indices
4.94
4.21
-0.73
-14.78%
1.00
 VOLmSF
RealVol CHF/USD Indices
3.79
3.75
-0.04
-1.06%
0.23

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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