VOLd™ |
1-day RealVol Index of realized volatility (using RealVol Daily Formula) |
VOLw™ |
1-week (5-day) RealVol Index of realized volatility (using RealVol Daily Formula) |
VOLm™ |
1-month (21-day) RealVol Index of realized volatility (using RealVol Daily Formula) |
VOLq™ |
1-quarter (63-day) RealVol Index of realized volatility (using RealVol Daily Formula) |
VOLh™ |
½-year (126-day) RealVol Index of realized volatility (using RealVol Daily Formula) |
VOLy™ |
1-year (252-day) RealVol Index of realized volatility (using RealVol Daily Formula) |
VOVd™ |
21-day of 1-day RealVol Index (vol of vol) (using RealVol Daily Formula) |
VOVw™ |
21-day of 1-week (5-day) RealVol Index (vol of vol) (using RealVol Daily Formula) |
VOVm™ |
21-day of 1-month (21-day) RealVol Index (vol of vol) (using RealVol Daily Formula) |
VOVq™ |
21-day of 1-quarter (63-day) RealVol Index (vol of vol) (using RealVol Daily Formula) |
VOVh™ |
21-day of ½-year (126-day) RealVol Index (vol of vol) (using RealVol Daily Formula) |
VOVy™ |
21-day of 1-year (252-day) RealVol Index (vol of vol) (using RealVol Daily Formula) |
DVOLd™ |
1-day RealVol Index of overnight/intraday realized volatility (using RealVol Overnight/Intraday Formula) |
DVOLw™ |
1-week (5-day) RealVol Index of overnight/intraday realized volatility (using RealVol Overnight/Intraday Formula) |
DVOLm™ |
1-month (21-day) RealVol Index of overnight/intraday realized volatility (using RealVol Overnight/Intraday Formula) |
DVOLq™ |
1-quarter (63-day) RealVol Index of overnight/intraday realized volatility (using RealVol Overnight/Intraday Formula) |
DVOLh™ |
½-year (126-day) RealVol Index of overnight/intraday realized volatility (using RealVol Overnight/Intraday Formula) |
DVOLy™ |
1-year (252-day) RealVol Index of overnight/intraday realized volatility (using RealVol Overnight/Intraday Formula) |
VCORd™ |
N/A |
VCORw™ |
N/A |
VCORm™ |
1-month (21-day) RealVol Index of historical correlation based on the underlying and VOLm (using RealVol Correlation Formula) |
VCORq™ |
1-quarter (63-day) RealVol Index of historical correlation based on the underlying and VOLq (using RealVol Correlation Formula) |
VCORh™ |
½-year (126-day) RealVol Index of historical correlation based on the underlying and VOLh (using RealVol Correlation Formula) |
VCORy™ |
1-year (252-day) RealVol Index of historical correlation based on the underlying and VOLy (using RealVol Correlation Formula) |
VARd™ |
1-day RealVol Index of realized variance (using RealVol Variance Formula) |
VARw™ |
1-week (5-day) RealVol Index of realized variance (using RealVol Variance Formula) |
VARm™ |
1-month (21-day) RealVol Index of realized variance (using RealVol Variance Formula) |
VARq™ |
1-quarter (63-day) RealVol Index of realized variance (using RealVol Variance Formula) |
VARh™ |
½-year (126-day) RealVol Index of realized variance (using RealVol Variance Formula) |
VARy™ |
1-year (252-day) RealVol Index of realized variance (using RealVol Variance Formula) |
RVOLd™ |
1-day RealVol Index of forecast realized volatility (using RFSV model) |
RVOLw™ |
1-week (5-day) RealVol Index of forecast realized volatility (using RFSV model) |
RVOLm™ |
1-month (21-day) RealVol Index of forecast realized volatility (using RFSV model) |
RVOLq™ |
1-quarter (63-day) RealVol Index of forecast realized volatility (using RFSV model) |
RVOLh™ |
½-year (126-day) RealVol Index of forecast realized volatility (using RFSV model) |
RVOLy™ |
1-year (252-day) RealVol Index of forecast realized volatility (using RFSV model) |
HVOLd™ |
1-day RealVol Index of forecast realized volatility (using HARK model) |
HVOLw™ |
1-week (5-day) RealVol Index of forecast realized volatility (using HARK model) |
HVOLm™ |
1-month (21-day) RealVol Index of forecast realized volatility (using HARK model) |
HVOLq™ |
1-quarter (126-day) RealVol Index of forecast realized volatility (using HARK model) |
HVOLh™ |
½-year (126-day) RealVol Index of forecast realized volatility (using HARK model) |
HVOLy™ |
1-year (252-day) RealVol Index of forecast realized volatility (using HARK model) |
* |
An asterisk indicates that the data are not yet available. |
