Weekly Realized Volatility Rankings

 
Close,Week Ending
Change
Percentile
 Symbol
Index Name         
11 Jan 2019 
18 Jan 2019 
Value
Percent
18 Jan 2019
 VOLmNG
RealVol Natural Gas Indices
86.92
87.37
0.45
0.52%
96.45
 VOLmYM
RealVol Indu 30 Indices
29.70
28.92
-0.78
-2.63%
93.30
 VOLmB
RealVol Brent Crude Oil Indices
53.13
50.61
-2.52
-4.74%
93.04
 VOLmCL
RealVol Crude Oil Indices
58.89
53.03
-5.86
-9.95%
91.74
 VOLmSPY
RealVol SPY Indices
28.61
27.85
-0.76
-2.66%
91.15
 VOLmES
RealVol US 500 Indices
28.89
28.22
-0.67
-2.32%
90.74
 VOLmMD
RealVol Mid 400 Indices
27.30
26.23
-1.07
-3.92%
88.16
 VOLmNQ
RealVol Tech 100 Indices
34.37
33.81
-0.56
-1.63%
87.57
 VOLmRB
RealVol NYH RBOB Gas Indices
47.41
43.92
-3.49
-7.36%
81.58
 VOLmNK
RealVol Japan 225 Indices
26.29
27.61
1.32
5.02%
79.54
 VOLmHO
RealVol Heating Oil Indices
37.67
35.34
-2.33
-6.19%
74.50
 VOLmG
RealVol Gasoil Indices
31.57
30.46
-1.11
-3.52%
69.05
 VOLmCT
RealVol Cotton Indices
21.59
22.21
0.62
2.87%
54.91
 VOLmTU
RealVol 2 Yr Note Indices
1.39
1.37
-0.02
-1.44%
54.65
 VOLmCC
RealVol Cocoa Indices
30.71
28.83
-1.88
-6.12%
53.94
 VOLmBP
RealVol GBP/USD Indices
8.22
8.70
0.48
5.84%
50.42
 VOLmLN
RealVol Lean Hogs Indices
16.46
20.35
3.89
23.63%
49.48
 VOLmFC
RealVol Feeder Cattle Indices
10.34
11.01
0.67
6.48%
46.49
 VOLmEC
RealVol EUR/USD Indices
8.63
8.48
-0.15
-1.74%
45.41
 VOLmOJ
RealVol Orange Juice Indices
24.15
23.73
-0.42
-1.74%
44.40
 VOLmFV
RealVol 5 Yr Note Indices
3.23
3.24
0.01
0.31%
43.81
 VOLmHG
RealVol Copper Indices
21.73
20.26
-1.47
-6.76%
41.62
 VOLmSB
RealVol Sugar Indices
28.38
31.00
2.62
9.23%
41.09
 VOLmJY
RealVol USD/JPY Indices
8.76
8.96
0.20
2.28%
41.01
 VOLmKC
RealVol Coffee Indices
26.10
26.25
0.15
0.57%
37.24
 VOLmC
RealVol Corn Indices
11.87
14.90
3.03
25.53%
36.11
 VOLmTY
RealVol 10 Yr Note Indices
4.75
4.76
0.01
0.21%
31.49
 VOLmUS
RealVol U.S. Treasury Bond Indices
7.93
7.68
-0.25
-3.15%
28.29
 VOLmSF
RealVol CHF/USD Indices
8.48
8.59
0.11
1.30%
27.90
 VOLmS
RealVol Soybean Indices
14.72
15.45
0.73
4.96%
27.29
 VOLmR
RealVol Long Gilt Indices
4.76
4.43
-0.33
-6.93%
23.69
 VOLmLC
RealVol Live Cattle Indices
9.97
10.49
0.52
5.22%
23.46
 VOLmSM
RealVol Soybean Meal Indices
15.11
15.15
0.04
0.26%
23.35
 VOLmW
RealVol Wheat Indices
17.02
15.47
-1.55
-9.11%
21.99
 VOLmBL
RealVol Euro-Bund Indices
3.56
3.53
-0.03
-0.84%
17.14
 VOLmBO
RealVol Soybean Oil Indices
13.40
13.67
0.27
2.01%
12.05
 VOLmBS
RealVol Euro-Schatz Indices
0.37
0.37
0.00
0.00%
11.70
 VOLmGC
RealVol Gold Indices
8.45
8.29
-0.16
-1.89%
10.77
 VOLmSI
RealVol Silver Indices
14.22
12.46
-1.76
-12.38%
6.77
 VOLmBM
RealVol Euro-Bobl Indices
1.54
1.57
0.03
1.95%
6.42

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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