Table of RealVol Index Types

Base Symbol Description Day

Week
(5-day)
Month
(21-day)
Quarter
(63-day)
Half Year
(126-day)
Year
(252-day)
Realized
Volatility
VOLd
VOLw
VOLm
VOLq
VOLh
VOLy
Realized
Volatility of Volatility
VOVd
VOVw
VOVm
VOVq
VOVh
VOVy
Overnight/Intraday
"Daily" Realized
Volatility
DVOLd
DVOLw
DVOLm
DVOLq
DVOLh
DVOLy
Correlation of
Underlying
vs. VOL
N/A
N/A
VCORm
VCORq
VCORh
VCORy
Realized
Variance
VARd
VARw
VARm
VARq
VARh
VARy
RFSV "Rough"
Forecast of VOL
RVOLd
RVOLw
RVOLm
RVOLq
RVOLh
RVOLy
HARK Forecast
of VOL
HVOLd
HVOLw
HVOLm
HVOLq
HVOLh
HVOLy

Note: The highlighted index (VOLm) is the flagship index. The flagship index is expected to be used to settle tradable RealVol Instruments. The other indices could be used to guide investment decisions.


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