historical volatility of european indexs

[logis]

i could not find any
if someone can direct me to where to find the following EUREX assets HV i will appriciate it very much (all traded in EUREX exchange)

Dax Index
Euro Bund
Euro Bobl
Euro Stoxx 50
KOSPI 200
EURO Bank
VSTOXX F

 

[vegamedic]

does your charting software not have tools to show it, or a way to script the calculation yourself?

 

[truetype]

If you have access to a BBG terminal, run HVG.

 

[JackRab]

Or alternatively you can just run your own calculation for HV based on daily closing prices of the past...

 

[maxinger]

Are you looking for equivalent of US VIX ?

I am not sure if this FVS - Vstoxx mini index futures is what you are looking for.

 

[JackRab]

Are you looking for equivalent of US VIX ?

I am not sure if this FVS - Vstoxx mini index futures is what you are looking for.

He wants historicals... should be easy to compute.

 

[HobbyTrading]

i could not find any
if someone can direct me to where to find the following EUREX assets HV i will appriciate it very much (all traded in EUREX exchange)

Dax Index
Euro Bund
Euro Bobl
Euro Stoxx 50
KOSPI 200
EURO Bank
VSTOXX F

I have an account at Interactive Brokers and all these instruments are readily available in TWS. Does this answer your question?

 

[JackRab]

30 day HV's via IB

DAX 6.84 (spot not future)
Bund 3.72
Bobl 1.61
ESTX50 5.63 (spot not future)
KOSPI 11.27 (spot not future)
what is Euro Bank
VSTOXX front month future 48.35... spot index 72.92

Just readily in Interactive Brokers... and probably most other brokers. If you don't have a broker but merely trying to find out for some other reason (research or whatever)... it's really easy to get these numbers when you download closing prices...

You probably want to know how the HV evolved over time? Get more closing prices...

 

[logis]

thank you all for the info!