Realised Volatility definition
Realised Volatility or "RV(k)" means:
Realised Volatility means the realised volatility of the Fund Basket which is a percentage determined in respect of any Observation Date, as follows:
Realised Volatility means, in respect of any Notional Variance Swap, the realised volatility of the Reference Index over the period from the Trade Date to the Notional Settlement Date as expressed by the formula:
More Definitions of Realised Volatility
Realised Volatility means the 20-days realised volatility:
Realised Volatility means a value calculated on the annualised exponentially weighted standard deviation of the Fund:
Realised Volatility means the greater of the exponentially weighted historical volatility of the SDGR Index over two time periods that approximately correspond to the latest 50 and 100 trading days respectively.
Realised Volatility or "RV(k)" means in respect of a Strategy Calculation Date (k):
Realised Volatility means the realised volatility of the Fund Basket which is a percentage determined in respect of the Fund Business Day prior to the First Initial
Realised Volatility means the exponentially weighted historical volatility of the Dividend Aristocrats Index calculated daily with a 3 day lag to rebalance date.
Realised Volatility or “RV” means the historical realised volatility of the Base Methodology, as determined pursuant to the “Dynamic Participation Criteria” in Chapter 4 entitled “Calculation”;