Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
1 Nov 2019 
8 Nov 2019 
Value
Percent
8 Nov 2019
 VOLmLN
RealVol Lean Hogs Indices
28.51
31.59
3.08
10.80%
89.77
 VOLmR
RealVol Long Gilt Indices
7.49
7.08
-0.41
-5.47%
75.08
 VOLmBP
RealVol GBP/USD Indices
11.85
9.85
-2.00
-16.88%
65.34
 VOLmUS
RealVol U.S. Treasury Bond Indices
8.61
10.43
1.82
21.14%
63.31
 VOLmC
RealVol Corn Indices
23.52
19.23
-4.29
-18.24%
55.29
 VOLmCT
RealVol Cotton Indices
22.13
21.80
-0.33
-1.49%
52.75
 VOLmFV
RealVol 5 Yr Note Indices
3.09
3.34
0.25
8.09%
48.19
 VOLmNG
RealVol Natural Gas Indices
40.94
42.49
1.55
3.79%
47.93
 VOLmG
RealVol Gasoil Indices
25.36
24.36
-1.00
-3.94%
46.62
 VOLmTY
RealVol 10 Yr Note Indices
4.64
5.33
0.69
14.87%
46.12
 VOLmBL
RealVol Euro-Bund Indices
4.41
4.43
0.02
0.45%
45.76
 VOLmTU
RealVol 2 Yr Note Indices
1.25
1.16
-0.09
-7.20%
42.89
 VOLmW
RealVol Wheat Indices
20.37
19.26
-1.11
-5.45%
41.30
 VOLmLC
RealVol Live Cattle Indices
12.40
12.53
0.13
1.05%
41.27
 VOLmGC
RealVol Gold Indices
9.08
12.31
3.23
35.57%
36.41
 VOLmKC
RealVol Coffee Indices
28.06
25.87
-2.19
-7.80%
35.70
 VOLmCC
RealVol Cocoa Indices
25.84
24.06
-1.78
-6.89%
34.25
 VOLmSI
RealVol Silver Indices
12.31
19.08
6.77
55.00%
31.73
 VOLmCL
RealVol Crude Oil Indices
23.89
24.50
0.61
2.55%
31.45
 VOLmOJ
RealVol Orange Juice Indices
28.05
20.36
-7.69
-27.42%
31.12
 VOLmHO
RealVol Heating Oil Indices
20.15
20.68
0.53
2.63%
27.81
 VOLmBO
RealVol Soybean Oil Indices
13.64
16.85
3.21
23.53%
27.78
 VOLmB
RealVol Brent Crude Oil Indices
22.01
23.05
1.04
4.73%
25.74
 VOLmHG
RealVol Copper Indices
12.98
16.32
3.34
25.73%
20.21
 VOLmNQ
RealVol Tech 100 Indices
14.08
11.52
-2.56
-18.18%
20.16
 VOLmYM
RealVol Indu 30 Indices
10.42
8.50
-1.92
-18.43%
19.36
 VOLmMD
RealVol Mid 400 Indices
12.69
10.35
-2.34
-18.44%
16.53
 VOLmFC
RealVol Feeder Cattle Indices
8.70
7.24
-1.46
-16.78%
16.22
 VOLmRB
RealVol NYH RBOB Gas Indices
21.96
22.73
0.77
3.51%
15.21
 VOLmNK
RealVol Japan 225 Indices
13.14
13.05
-0.09
-0.68%
14.41
 VOLmBS
RealVol Euro-Schatz Indices
0.45
0.39
-0.06
-13.33%
14.23
 VOLmSM
RealVol Soybean Meal Indices
11.19
12.59
1.40
12.51%
14.13
 VOLmES
RealVol US 500 Indices
11.25
7.82
-3.43
-30.49%
13.08
 VOLmSPY
RealVol SPY Indices
11.13
7.65
-3.48
-31.27%
9.40
 VOLmBM
RealVol Euro-Bobl Indices
1.71
1.59
-0.12
-7.02%
8.61
 VOLmJY
RealVol USD/JPY Indices
5.12
5.29
0.17
3.32%
4.73
 VOLmSB
RealVol Sugar Indices
14.71
16.22
1.51
10.27%
3.16
 VOLmS
RealVol Soybean Indices
8.64
9.48
0.84
9.72%
2.68
 VOLmEC
RealVol EUR/USD Indices
3.38
4.02
0.64
18.93%
2.42
 VOLmSF
RealVol CHF/USD Indices
4.19
4.39
0.20
4.77%
1.76

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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