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) |
| PVOL |
Partial Realized Volatility from start of RVP (using VolX formula) |
| IVOL |
Inferred Volatility to expiration (using PVOL, last price of VolContract futures, and root-mean-square formula) |
| GVOL |
Forecast of Expiration Realized Volatility (EVOL) of VolContract futures (using Modified GARCH Model) |
* |
An asterisk indicates that today's data is not yet available. |
| 1 Trading days until the Realized-Volatility Period (RVP) begins (negative if in the RVP) |
| 2 Trading days remaining until the end of this Realized-Volatility Period (RVP) |
| 3 Total trading days in the Realized-Volatility Period (RVP) |
