Volatility Indices for Currencies, Equities and Commodities (cryptocurrencies)...

1. Professor Per B Solibakke, NTNU
We use a method that is a form of nonlinear Kalman filtering. The method can be used to
forecast the unobservables of nonlinear latent. Hence, we have obtained
Reprojected Latent Volatility (filtered volatility for forecasting the latent volatility process)
The important application reprojection, which is a form of
nonlinear Kalman filtering, can be used to forecast the unobservables
of nonlinear latent variables models. The leading example is forecasting the
volatility process of continuous time stochastic volatility models (Gallant & Tauchen , 1998).
Aug-18 The indices can be updated hourly/daily
1. Volatility indices for Energy Commodities - Future markets ; Nordpool and the Ice
2. Volatility Indices for Salmon markets ; Spot
3. Volatility Indices for Elcertificates markets ; Spot and One Year Forward
4. Volatility Indices for the Norwegian Equity market (OB)
5. Volatility Indices for Norwegian Stock market
6. Volatility Indices for the International Equity markets
7. Volatility indices for International Currency markets
8. Volatility Indices for International Commodity markets (the ICE futures)
9. Volatility Indices for International Crypto Markets
Cryptocurrency Meaning Explained
Lots of people engage in Bitcoin trading and Altcoin investments.
Not so many of them know that the term ‘cryptocurrency’ is a direct reference to the fact that their creators use cryptographic and
data encryption techniques to create the underlying programming codes. The generation of new units (coins) and the transfer of funds depend solely on the algorithm.
Les innalle
volatilities

2. 17.822
18.266
18.066
18.387
18.302
18.482
18.443
18.496
18.704
18.639
18.535
18.539
18.392
18.660
18.894
18.857
18.999
18.869
18.823
18.715
18.809
18.516
18.339
18.258
18.373
18.236
18.069
18.138
17.974
18.021
18.120
17.943
17.888
17.890
17.959
17.849
17.732
17.629
17.647
17.633
17.532
21.304
22.609
21.314
21.800
22.007
22.598
21.889
21.993
22.777
22.483
21.840
21.999
21.856
22.112
22.501
22.425
22.627
22.584
22.505
22.533
22.764
22.142
21.758
21.746
22.227
21.859
21.444
21.820
21.277
21.384
21.808
21.306
21.266
21.300
21.688
21.413
21.030
20.943
21.186
21.156
20.777
19.896
20.577
20.639
20.369
21.357
21.583
20.544
21.783
21.658
21.633
21.558
20.536
20.251
20.999
20.971
20.244
20.842
20.368
21.409
20.337
19.920
20.595
19.824
20.487
20.407
19.667
20.092
20.140
20.662
20.883
20.013
19.787
19.938
19.959
19.215
19.834
19.578
20.464
20.259
19.459
19.224
21.169
21.587
21.846
21.614
22.061
22.267
21.834
22.363
22.411
22.343
22.210
21.448
21.152
21.752
21.537
21.087
21.126
20.876
21.735
20.952
20.517
21.078
20.363
20.820
20.649
20.283
20.486
20.596
20.923
21.132
20.448
20.617
20.471
20.557
20.130
20.301
20.180
20.837
20.793
20.188
20.028
16
17
18
19
20
21
22
23
24
Volatilityperyear(252tradingdaysperyear)
Electricity and Carbon Markets One-Step-Ahead Re-Projected Latent Volatility
NP_EL_OYF NP_EL_OQF NP-Carbon The Ice-Carbon

3. 17.117
16.895
16.806
17.338
17.986
17.053
16.938
18.320
17.283
16.996
17.686
17.673
17.064
16.936
17.410
17.001
16.868
17.375
18.455
18.185
17.858
17.227
16.911
18.462
17.364
16.984
16.941
16.896
17.831
17.916
17.138
16.953
16.742
16.823
17.759
17.098
16.913
17.043
16.851
16.877
16.850
16
16.5
17
17.5
18
18.5
19
Volatilityperyear(52tradingweeksperyear) Fishpool Salmon One-Step-Ahead Weekly Re-Projected Latent Volatility
Salmon-Spot

4. 10.842
11.031
12.128
12.350
12.023
11.146
12.404
12.272
11.424
10.879
10.657
14.897
10.802
11.349
12.660
13.528
12.263
12.925
13.073
12.030
10.799
11.334
9.836
11.299
10.930
11.145
16.373
29.234
9.052
13.141
14.420
15.250
13.090
11.042
10.098
9.721
10.862
16.430
11.065
14.341
14.139
11.844
11.128
11.902
11.692
11.265
11.170
11.448
11.820
11.598
11.266
11.051
14.526
11.476
11.471
13.023
13.384
12.438
13.879
12.758
12.186
11.677
11.560
10.199
11.802
11.164
11.227
16.806
27.915
14.425
13.345
13.917
14.690
12.585
12.313
10.960
10.115
10.627
14.334
11.749
13.971
13.835
7
12
17
22
27
32
Volatilityperyear(52tradingweeksperyear)
SKM Swedish/Norwegian Elcertificates One-Step-Ahead Weekly Re-Projected Latent Volatility
El-cert-Spot El-Cert-OYF

5. 13.657
13.557
13.444
13.629
13.646
13.628
14.007
14.147
14.390
14.904
14.819
15.075
14.996
14.902
14.713
14.675
14.901
14.897
14.653
14.581
14.752
14.696
14.231
14.214
14.642
15.210
15.536
15.503
15.427
15.311
15.246
15.196
15.082
14.891
14.959
14.952
14.606
14.582
14.482
14.629
14.642
13.635
13.591
13.498
13.636
13.665
13.756
14.106
14.297
14.529
15.024
14.942
15.186
15.107
15.063
14.964
14.914
15.120
15.105
14.872
14.821
15.003
14.940
14.489
14.490
14.764
15.333
15.611
15.579
15.425
15.314
15.241
15.208
15.137
14.942
14.958
14.961
14.636
14.617
14.540
14.662
14.704
15.027
15.743
14.892
14.462
14.844
14.285
14.685
14.245
14.657
15.191
15.824
15.744
15.974
15.970
15.805
15.284
15.204
15.616
15.801
15.730
15.347
15.457
15.377
15.555
15.862
15.745
15.743
15.907
15.966
16.499
17.186
16.625
16.565
17.088
16.109
16.221
16.348
16.388
16.233
16.688
16.439
12
13
14
15
16
17
18
19
20
Volatilityperyear(252tradingdaysperyear)
Norwegian Equity Indices One-Step-Ahead Re-Projected Latent Volatility
obx index bmi index onxindex ofxindex ohxindex

6. 17.302
18.342
16.857
16.829
17.048
16.721
16.870
16.615
17.850
17.234
17.535
17.758
17.179
17.432
17.104
18.061
17.511
17.688
18.087
18.841
17.582
18.590
17.645
16.909
21.594
18.247
17.787
18.156
18.548
17.696
18.060
17.968
17.550
17.382
16.954
17.036
16.890
16.793
17.013
17.958
18.225
18.963
19.135
18.853
19.221
19.940
19.331
19.609
19.583
19.534
20.361
21.592
20.860
21.009
21.330
19.517
19.470
19.485
19.655
19.188
20.155
19.250
20.016
19.983
19.325
20.105
20.038
20.547
20.687
20.501
20.621
19.856
19.684
19.437
19.157
19.652
20.341
19.425
20.039
19.035
19.052
19.087
21.328
18.412
18.454
18.205
18.949
19.420
18.032
18.561
18.414
18.388
18.970
19.039
18.871
18.724
20.323
17.982
18.303
18.810
18.464
19.193
19.163
19.125
18.852
18.918
19.269
18.538
18.921
18.517
22.624
21.333
18.155
18.595
17.929
18.504
19.625
19.109
19.088
17.463
18.847
18.710
18.210
20.486
21.261
21.278
21.115
21.451
20.751
20.502
20.842
20.746
20.835
23.204
21.494
20.409
21.465
20.231
21.986
21.766
20.673
20.376
20.653
21.039
21.309
21.562
20.935
20.946
21.366
21.250
21.629
20.926
21.348
20.750
20.572
21.986
21.846
21.049
20.541
20.600
21.705
21.407
22.117
21.797
18.055
18.868
19.440
18.738
19.012
20.070
19.659
20.082
19.284
20.193
19.732
21.227
20.904
20.830
21.436
19.922
20.900
20.203
20.944
20.671
21.358
21.387
19.718
21.720
20.326
20.107
19.620
22.265
20.530
20.469
22.072
20.670
22.998
20.288
19.372
19.735
19.773
19.328
20.547
20.668
21.548
15
16
17
18
19
20
21
22
23
24
Volatilityperyear(252tradingdaysperyear)
Norwegian Stocks One-Step-Ahead Re-Projected Latent Volatility
DNB Equinor Yara Subsea 7 Norsk Hydro

7. 12.264
12.183
12.148
12.121
12.329
12.275
12.333
12.449
12.645
12.617
12.917
12.871
13.552
13.503
13.905
13.676
13.552
13.402
13.608
13.284
12.892
12.509
12.334
12.665
12.401
12.315
12.369
12.255
12.179
12.380
12.444
12.407
12.243
11.931
12.037
12.369
12.672
12.549
12.574
12.419
12.242
12.240
12.102
12.070
12.086
12.331
12.401
12.570
12.789
13.350
13.452
13.849
13.657
14.270
14.203
14.498
14.326
14.105
13.964
14.195
13.903
13.616
13.115
12.748
13.089
12.838
12.598
12.492
12.400
12.289
12.532
12.545
12.574
12.353
12.066
11.876
11.965
12.229
12.151
12.255
12.290
12.155
13.657
13.557
13.444
13.629
13.646
13.628
14.007
14.147
14.390
14.904
14.819
15.075
14.996
14.902
14.713
14.675
14.901
14.897
14.653
14.581
14.752
14.696
14.231
14.214
14.642
15.210
15.536
15.503
15.427
15.311
15.246
15.196
15.082
14.891
14.959
14.952
14.606
14.582
14.482
14.629
14.642
10
11
12
13
14
15
16
17
Volatilityperyear(252tradingdaysperyear)
International Equity Markets One-Step-Ahead Re-Projected Latent Volatility
SP500 NASDAQ Dow Jones FTSE 100 OMXS30 OBX-25

8. 12.578
12.291
12.342
11.937
11.934
13.037
12.118
13.293
12.610
12.139
12.609
11.931
12.013
12.374
12.103
12.048
11.836
12.220
11.757
12.147
11.744
12.271
12.232
11.867
12.440
12.339
12.506
12.037
12.859
13.089
12.618
12.684
12.142
11.876
12.011
12.471
12.349
12.103
12.186
12.602
12.127
10.051
9.889
10.132
9.919
11.163
9.934
9.933
10.228
9.956
10.269
10.166
10.160
10.384
10.647
10.096
10.795
10.405
10.361
9.948
10.109
10.424
9.946
9.975
10.626
9.983
9.983
10.177
10.400
10.056
10.087
10.762
10.167
9.963
10.191
10.388
9.991
10.299
10.084
10.062
10.579
9.963
10.063
9.814
9.981
9.991
11.675
9.694
9.460
10.042
9.799
9.867
10.088
10.391
10.214
10.761
9.867
10.859
10.073
9.782
9.589
9.982
10.219
9.740
9.632
10.561
9.631
9.768
10.000
10.152
9.690
9.613
10.500
9.892
9.705
10.150
10.542
9.655
10.164
9.711
9.953
10.352
9.714
11.017
10.432
10.346
10.411
11.591
10.681
10.719
11.122
10.690
10.903
10.575
10.567
10.815
11.440
11.019
11.411
10.963
10.687
10.844
10.498
10.791
10.480
10.469
10.853
10.527
10.595
10.458
11.309
11.028
11.018
11.346
10.780
10.761
10.858
11.093
10.532
10.682
10.587
10.525
11.414
10.746
7
8
9
10
11
12
13
14
Volatilityperyear(252tradingdaysperyear)
International Currencies One-Step-Ahead Re-Projected Latent Volatility
NOK/USD USD Index Eur/USD British Pound/USD

9. 18.946
18.292
18.533
18.413
18.720
20.910
20.289
19.253
18.878
20.294
20.197
19.695
19.521
19.141
18.357
18.678
19.976
19.054
18.594
18.934
18.595
18.542
18.368
24.230
21.346
20.333
23.500
20.967
20.069
19.456
18.941
18.323
18.120
18.112
18.004
18.109
18.075
18.469
19.954
19.488
18.909
18.644
18.580
18.502
18.440
18.350
19.466
18.960
19.097
18.937
18.718
19.252
18.156
18.436
17.809
17.053
16.949
16.840
16.840
16.810
17.489
17.292
16.935
17.028
18.987
17.774
17.968
19.466
18.415
18.530
18.402
18.179
18.373
18.381
18.295
17.949
18.409
18.382
18.525
18.787
18.704
18.387
10.508
11.442
11.465
10.472
9.528
9.824
9.834
9.464
10.031
10.915
9.896
9.506
9.280
9.028
9.325
13.426
13.099
13.136
12.593
13.538
9.712
14.110
12.397
12.096
13.494
12.771
10.349
10.276
12.649
12.323
13.182
12.636
11.812
9.963
12.004
11.608
10.522
10.682
10.415
9.542
9.722
8.0
10.0
12.0
14.0
16.0
18.0
20.0
22.0
24.0
26.0
Volatilityperyear(252tradingdaysperyear) The ICE International Commodities Futures One-Step-Ahead Re-Projected Latent Volatility
Brent-Oil WTI Oil R Coal Futures

10. 26.230
19.303
34.023
37.264
21.238
33.471
24.460
28.307
35.486
21.484
24.972
26.695
23.055
23.145
55.299
38.559
33.064
27.364
88.706
15.447
37.277
35.419
16.851
60.371
15.136
33.797
113.767
23.495
31.787
36.605
64.311
19.148
116.830
45.268
26.537
40.560
54.88115.379
19.683
32.725
31.487
33.178
33.078
33.623
32.397
33.833
32.859
36.292
33.918
34.418
34.236
32.877
33.341
33.035
32.492
34.100
32.009
32.442
31.222
31.094
32.172
36.355
36.586
36.021
34.715
35.778
33.722
33.390
32.708
33.925
32.708
33.211
32.777
32.478
32.373
32.245
32.091
32.69632.814
32.748
15.0
20.0
25.0
30.0
35.0
40.0
45.0
50.0
55.0
60.0
65.0
70.0
75.0
80.0
85.0
90.0
95.0
100.0
105.0
110.0
115.0
120.0
125.0
Volatilityperyear(365tradingdaysperyear)
The International and Continuous Crypto Spot Market Re-Projected Latent Volatility
BTC / USD XRP/USD