Volmex Realized Volatility Indices

The Volmex Realized Volatility Indices track the historical volatility of BTC, ETH and other major cryptocurrencies. They are calculated every minute as the exponentially-weighted moving average (EMA) of non-overlapping 1-minute squared log-returns.

  • Indices Available: EVRV Index (ETH), BVRV Index (BTC), BNBVRV Index (BNB), XRPVRV Index (XRP), ADAVRV Index (ADA), DOGEVRV Index (DOGE), MATICVRV Index (MATIC), OKBVRV Index (OKB), SOLVRV Index (SOL), SHIBVRV Index (SHIB), DOTVRV Index (DOT), LTCVRV Index (LTC), TRXVRV Index (TRX), AVAXVRV Index (AVAX), UNIVRV Index (UNI), ATOMVRV Index (ATOM), TONVRV Index (TON), LINKVRV Index (LINK), LEOVRV Index (LEO), XMRVRV Index (XMR), ETCVRV Index (ETC), BCHVRV Index (BCH), APTVRV Index (APT), XLM VRV Index (XLM), and LDO VRV Index (LDO)

  • Span: 1 day, 3 days, 1 week, 2 weeks, 1 month, 2 months, and 3 month

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