Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
22 Nov 2019 
29 Nov 2019 
Value
Percent
29 Nov 2019
 VOLmLN
RealVol Lean Hogs Indices
29.54
28.39
-1.15
-3.89%
83.53
 VOLmKC
RealVol Coffee Indices
39.16
38.24
-0.92
-2.35%
77.44
 VOLmNG
RealVol Natural Gas Indices
48.64
53.45
4.81
9.89%
71.10
 VOLmCL
RealVol Crude Oil Indices
27.47
32.29
4.82
17.55%
59.70
 VOLmW
RealVol Wheat Indices
16.10
22.34
6.24
38.76%
56.47
 VOLmUS
RealVol U.S. Treasury Bond Indices
9.86
9.40
-0.46
-4.67%
52.65
 VOLmCC
RealVol Cocoa Indices
27.42
27.84
0.42
1.53%
50.48
 VOLmFC
RealVol Feeder Cattle Indices
7.87
11.26
3.39
43.07%
48.27
 VOLmHO
RealVol Heating Oil Indices
24.17
26.20
2.03
8.40%
46.40
 VOLmRB
RealVol NYH RBOB Gas Indices
27.05
32.66
5.61
20.74%
46.26
 VOLmFV
RealVol 5 Yr Note Indices
3.09
3.05
-0.04
-1.29%
37.64
 VOLmC
RealVol Corn Indices
12.66
15.14
2.48
19.59%
36.94
 VOLmTU
RealVol 2 Yr Note Indices
1.03
1.04
0.01
0.97%
34.84
 VOLmTY
RealVol 10 Yr Note Indices
4.92
4.80
-0.12
-2.44%
33.22
 VOLmGC
RealVol Gold Indices
11.52
11.79
0.27
2.34%
32.87
 VOLmG
RealVol Gasoil Indices
21.57
20.78
-0.79
-3.66%
32.87
 VOLmBO
RealVol Soybean Oil Indices
17.19
17.37
0.18
1.05%
31.26
 VOLmB
RealVol Brent Crude Oil Indices
23.64
24.31
0.67
2.83%
30.78
 VOLmLC
RealVol Live Cattle Indices
11.98
11.28
-0.70
-5.84%
30.02
 VOLmSI
RealVol Silver Indices
17.72
18.19
0.47
2.65%
27.97
 VOLmBL
RealVol Euro-Bund Indices
4.31
3.78
-0.53
-12.30%
26.28
 VOLmSM
RealVol Soybean Meal Indices
14.56
15.28
0.72
4.95%
24.50
 VOLmHG
RealVol Copper Indices
16.04
16.92
0.88
5.49%
23.48
 VOLmCT
RealVol Cotton Indices
16.94
16.38
-0.56
-3.31%
22.23
 VOLmR
RealVol Long Gilt Indices
4.70
4.33
-0.37
-7.87%
21.97
 VOLmOJ
RealVol Orange Juice Indices
22.51
16.00
-6.51
-28.92%
14.17
 VOLmMD
RealVol Mid 400 Indices
7.95
9.57
1.62
20.38%
11.31
 VOLmYM
RealVol Indu 30 Indices
7.07
7.03
-0.04
-0.57%
9.75
 VOLmBS
RealVol Euro-Schatz Indices
0.37
0.31
-0.06
-16.22%
8.25
 VOLmNK
RealVol Japan 225 Indices
9.62
11.08
1.46
15.18%
5.65
 VOLmBP
RealVol GBP/USD Indices
4.55
4.89
0.34
7.47%
5.32
 VOLmBM
RealVol Euro-Bobl Indices
1.63
1.43
-0.20
-12.27%
4.83
 VOLmJY
RealVol USD/JPY Indices
4.92
5.20
0.28
5.69%
4.28
 VOLmS
RealVol Soybean Indices
10.04
9.70
-0.34
-3.39%
3.14
 VOLmES
RealVol US 500 Indices
5.72
5.80
0.08
1.40%
2.70
 VOLmSPY
RealVol SPY Indices
5.69
6.10
0.41
7.21%
2.70
 VOLmNQ
RealVol Tech 100 Indices
8.13
7.31
-0.82
-10.09%
2.05
 VOLmSB
RealVol Sugar Indices
16.66
15.05
-1.61
-9.66%
1.85
 VOLmEC
RealVol EUR/USD Indices
3.60
3.49
-0.11
-3.06%
0.89
 VOLmSF
RealVol CHF/USD Indices
4.00
3.79
-0.21
-5.25%
0.50

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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