The VolX HVOL Indices

Source of Underlying Data: Commodity Systems, Inc.

VolX disseminates three sets of proprietary indices, each for three different time periods.

Above, please see our values for 1-month, 3-month, and 12-month HVOL, the RealVol Index of Historical Vol, on a variety of underlying assets.

The Volatility Charts (click on the icons) display HVOL graphically and also provide values for HVOV, the RealVol Index of Historical vol of vol. The latter are indices of one-month realized volatility of historical volatility itself, also for three different time frames.

Finally, in the future, VolX plans to provide, as an aid for traders, FVOL, the Index of Forecast Vol, as provided by The Volatility Institute, a continuous series of forward-looking (forecast) views of realized volatility, based on a modified GARCH model.

(Please note that all of the above indices should be used as a guide only, as they will not, in general, correspond precisely to any official expiration value, EVOL, of a RealVol futures.)