Volatility Table of VolX Indices
(Forecast Volatilities Provided Courtesy of The Volatility Institute)
- Warning: VolX indices are provided as a guide only.VolX products do NOT use the VolX indices for pricing or settlement.
- Explanations can be found at the bottom of the page.
- VolX Indices are now available on the go using your handheld device. Just type m.volx.us.
|
Source of Underlying Data: Bloomberg L.P.
Color Key
1HVOL™ |
1-month (21-day) VolX index of historical realized volatility (using VolX formula) |
3HVOL™ |
3-month (63-day) VolX index of historical realized volatility (using VolX formula) |
12HVOL™ |
12-month (252-day) VolX index of historical realized volatility (using VolX formula) |
1HVOV™ |
1-month (21-day) VolX index of historical realized volatility of 1HVOL (1HVOL of 1HVOL) (using VolX formula) |
3HVOV™ |
1-month (21-day) VolX index of historical realized volatility of 3HVOL (1HVOL of 3HVOL) (using VolX formula) |
12HVOV™ |
1-month (21-day) VolX index of historical realized volatility of 12HVOL (1HVOL of 12HVOL) (using VolX formula) |
1FVOL™ |
1-month (21-day) VolX index of forecast realized volatility (using modified GARCH model) |
3FVOL™ |
1-month (63-day) VolX index of forecast realized volatility (using modified GARCH model) |
12FVOL™ |
1-month (252-day) VolX index of forecast realized volatility (using modified GARCH model) |
* |
An asterisk indicates that today's data is not yet available. |
Symbol Key
|
Symbol |
VolX Indices |
Underlying Reference Prices |
| Currencies | | | | | | AD | VolX AUD/USD Indices | Australian Dollar FX Futures – CME | | | BP | VolX GBP/USD Indices | British Pound FX Futures – CME | | | CD | VolX CAD/USD Indices | Canadian Dollar FX Futures – CME | | | EC | VolX EUR/USD Indices | Euro FX Futures – CME | | | JY | VolX JPY/USD Indices | Japanese Yen Futures – CME | | | SF | VolX CHF/USD Indices | Swiss Franc FX Futures – CME | | Equities | | | | | | NDX | VolX NASDAQ-100 Indices | Nasdaq 100 Index® | | | NKY | VolX Japan 225 Indices | Nikkei 225 Index® | | | RTY | VolX US Small Cap 2000 Indices | Russell 2000 Index® | | | SPX | VolX US 500 Indices | S&P 500 Index® | | | SX5 | VolX Euro 50 Indices | Euro STOXX 50 Index® | | Commodities | | | | | | C | VolX Corn Indices | Corn Futures – CBT | | | CL | VolX Crude Oil Indices | Crude Oil Light Futures – NYMEX | | | GC | VolX Gold Indices | Gold Futures – COMEX | | | LC | VolX Live Cattle Indices | Live Cattle Futures – CME | | | NG | VolX Natural Gas Indices | Natural Gas Futures – Henry Hub – NYMEX | | | SI | VolX Silver Indices | Silver Futures – COMEX | | Interest Rates | | | | | | JGB | VolX Jap. Gov't. Bond Indices | Japanese Gov't. 10-Year Bond Futures – TSE | | | TY | VolX US 10-Year T-Note Indices | T-Note-U.S. 10-Year Futures – CBT |
Explanations
All VolX indices are based on the historical or forecast inter-day realized volatility of an underlying asset or instrument. There are three time frames: 1 month (21 trading days), 3 months (63 trading days), and 12 months (252 trading days)
HVOL -- Historical Vol (VolX HVOL Indices) using the VolX formula: 1HVOL, 3HVOL, and 12HVOL
HVOV -- Historical Vol of Vol (VolX HVOV Indices) using the VolX formula: 1HVOV, 3HVOV, and 12HVOV
FVOL -- Forecast Vol (VolX FVOL Indices) using a modified GARCH model provided courtesy of The
Volatility Institute: 1FVOL, 3FVOL, and 12FVOL
For each quote, Yahoo! Finance provides a page with a summary of recent futures prices as well as links to various charting capabilities, including fundamental technical analysis.
|
|
©
Copyright 2012 The VolX Group Corporation. All rights reserved
|
|
