Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
12 Oct 2018 
19 Oct 2018 
Value
Percent
19 Oct 2018
 VOLmLN
RealVol Lean Hogs Indices
28.98
30.53
1.55
5.35%
88.84
 VOLmCC
RealVol Cocoa Indices
37.97
37.98
0.01
0.03%
84.28
 VOLmNQ
RealVol Tech 100 Indices
22.04
26.71
4.67
21.19%
79.57
 VOLmYM
RealVol Indu 30 Indices
15.64
17.59
1.95
12.47%
72.25
 VOLmES
RealVol US 500 Indices
15.24
18.07
2.83
18.57%
70.21
 VOLmSPY
RealVol SPY Indices
15.42
17.56
2.14
13.88%
68.18
 VOLmKC
RealVol Coffee Indices
32.53
33.44
0.91
2.80%
64.78
 VOLmSB
RealVol Sugar Indices
42.47
38.34
-4.13
-9.72%
62.38
 VOLmMD
RealVol Mid 400 Indices
14.63
16.72
2.09
14.29%
60.36
 VOLmNK
RealVol Japan 225 Indices
18.31
20.48
2.17
11.85%
51.96
 VOLmC
RealVol Corn Indices
19.09
18.00
-1.09
-5.71%
50.52
 VOLmSM
RealVol Soybean Meal Indices
18.19
20.08
1.89
10.39%
46.93
 VOLmGC
RealVol Gold Indices
13.71
13.64
-0.07
-0.51%
44.54
 VOLmBL
RealVol Euro-Bund Indices
4.27
4.35
0.08
1.87%
42.01
 VOLmS
RealVol Soybean Indices
16.62
17.79
1.17
7.04%
42.00
 VOLmHG
RealVol Copper Indices
22.42
20.17
-2.25
-10.04%
41.20
 VOLmBP
RealVol GBP/USD Indices
8.39
8.09
-0.30
-3.58%
41.14
 VOLmCL
RealVol Crude Oil Indices
23.83
25.57
1.74
7.30%
34.94
 VOLmB
RealVol Brent Crude Oil Indices
23.97
24.55
0.58
2.42%
31.60
 VOLmUS
RealVol U.S. Treasury Bond Indices
8.28
7.88
-0.40
-4.83%
30.24
 VOLmFC
RealVol Feeder Cattle Indices
10.03
8.61
-1.42
-14.16%
27.64
 VOLmR
RealVol Long Gilt Indices
4.68
4.63
-0.05
-1.07%
27.10
 VOLmBM
RealVol Euro-Bobl Indices
2.13
2.20
0.07
3.29%
26.17
 VOLmHO
RealVol Heating Oil Indices
20.26
20.04
-0.22
-1.09%
25.21
 VOLmRB
RealVol NYH RBOB Gas Indices
23.63
26.31
2.68
11.34%
24.75
 VOLmNG
RealVol Natural Gas Indices
33.36
33.33
-0.03
-0.09%
24.57
 VOLmSI
RealVol Silver Indices
17.45
17.23
-0.22
-1.26%
23.55
 VOLmOJ
RealVol Orange Juice Indices
20.40
18.27
-2.13
-10.44%
22.97
 VOLmW
RealVol Wheat Indices
19.24
15.43
-3.81
-19.80%
21.92
 VOLmBS
RealVol Euro-Schatz Indices
0.45
0.52
0.07
15.56%
21.89
 VOLmCT
RealVol Cotton Indices
19.30
16.23
-3.07
-15.91%
21.76
 VOLmLC
RealVol Live Cattle Indices
12.67
10.05
-2.62
-20.68%
20.30
 VOLmBO
RealVol Soybean Oil Indices
14.87
15.71
0.84
5.65%
20.18
 VOLmG
RealVol Gasoil Indices
16.38
16.32
-0.06
-0.37%
15.15
 VOLmTU
RealVol 2 Yr Note Indices
0.54
0.57
0.03
5.56%
12.53
 VOLmEC
RealVol EUR/USD Indices
6.33
5.53
-0.80
-12.64%
7.89
 VOLmTY
RealVol 10 Yr Note Indices
3.38
3.30
-0.08
-2.37%
7.44
 VOLmSF
RealVol CHF/USD Indices
6.82
6.30
-0.52
-7.62%
6.48
 VOLmFV
RealVol 5 Yr Note Indices
1.86
1.85
-0.01
-0.54%
6.29
 VOLmJY
RealVol USD/JPY Indices
5.23
5.32
0.09
1.72%
3.97

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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