realized-volatility index family

Name: realized-volatility index family — VOL (realized vol), VOV (vol of vol), DVOL (overnight/intraday), VCOR (correlation), VAR (realized variance), RVOL (rough-vol forecast), HVOL (HARK forecast) — computed on ~40 key global assets and segmented into 40 styles per asset (1,600 indices total) across six timeframes and five formulas, plus licensed methodology for realized-vol futures/options (RealVol SPY Options on BOX Options Exchange)
Creator: RealVol LLC

REALVOL LLCA5 · direct accessManage supplier listing

realized-volatility index family — VOL (realized vol), VOV (vol of vol), DVOL (overnight/intraday), VCOR (correlation), VAR (realized variance), RVOL (rough-vol forecast), HVOL (HARK forecast) — computed on ~40 key global assets and segmented into 40 styles per asset (1,600 indices total) across six timeframes and five formulas, plus licensed methodology for realized-vol futures/options (RealVol SPY Options on BOX Options Exchange)

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Instruments: realized-volatility indicesrealized variance indicesvolatility-of-volatility indicescorrelation indicesrealized-volatility futuresrealized-volatility options
Categories: realized-volatility index provider and derivatives-methodology licensor
Regions: US
Sample tickers: SPY

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