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Calculated Shard: 71 (from laksa144)

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curl -X POST \
  'http://laksa071.int.ahrefs:8124/' \
  -H 'Content-Type: text/plain' \
  -H 'X-ClickHouse-Database: crawler3' \
  -H 'Authorization: Basic YXBpOg==' \
  -d 'SELECT getAhrefsURLFromUnparsed(src_unparsed) AS found_url, ifNull(toUnixTimestamp(download_stamp), 0) AS crawl_time, ifNull(toUnixTimestamp(props_url_first_seen), 0) AS first_indexed_time, download_http_code AS http_code, src_unparsed AS src_unparsed, src_root_hash AS src_root_hash, history_drop_reason AS history_drop_reason, meta_title AS meta_title, meta_descriptions AS meta_descriptions, attrs_boilerpipe_text AS attrs_boilerpipe_text, attrs_markdown AS attrs_markdown, attrs_readable_markdown AS attrs_readable_markdown, meta_canonical AS meta_canonical, ml_categories_json AS ml_categories_json, ml_types_json AS ml_types_json, ml_intent_types_json AS ml_intent_types_json, meta_language AS meta_language, attrs_author AS attrs_author, ifNull(toUnixTimestamp(attrs_publish_time), 0) AS attrs_publish_time, ifNull(toUnixTimestamp(attrs_original_publish_time), 0) AS attrs_original_publish_time, ifNull(attrs_is_republished, 0) AS attrs_is_republished, ifNull(attrs_nr_words, 0) AS attrs_nr_words, ifNull(attrs_boilerpipe_nr_words, 0) AS attrs_boilerpipe_nr_words, ifNull(body_ext_links_number, 0) AS body_ext_links_number, ifNull(body_int_links_number, 0) AS body_int_links_number, ifNull(meta_nofollow, 0) AS meta_nofollow, ifNull(meta_noarchive, 0) AS meta_noarchive, ifNull(props_was_rendered, 0) AS props_was_rendered, ifNull(src_redirect, \'\') AS src_redirect, ifNull(download_time_msec, 0) AS download_time_msec, ifNull(download_ttfb_msec, 0) AS download_ttfb_msec, ifNull(download_size, 0) AS download_size FROM crawler3.page_info_local FINAL PREWHERE (src_root_hash, src_unparsed) IN ((getAhrefsRootHashFromUnparsed(getAhrefsUnparsedNoserviceFromURL(\'https://breakingdownfinance.com/finance-topics/risk-management/realized-volatility/\')), getAhrefsUnparsedNoserviceFromURL(\'https://breakingdownfinance.com/finance-topics/risk-management/realized-volatility/\'))) FORMAT JSONEachRow'

Response:

{"found_url":"https:\/\/breakingdownfinance.com\/finance-topics\/risk-management\/realized-volatility\/","crawl_time":1775596535,"first_indexed_time":1538169796,"http_code":200,"src_unparsed":"com,breakingdownfinance!\/finance-topics\/risk-management\/realized-volatility\/ s443","src_root_hash":"13156206839566398671","history_drop_reason":null,"meta_title":"Realized Volatility - Breaking Down Finance","meta_descriptions":["The realized volatility is an alternative metric to calculate the price variability. In the provided Excel sheet we show the realized volatility can be..."],"attrs_boilerpipe_text":"The realized volatility is a new rising concept in the financial literature. It is derived from the realized variance and introduced by Bandorff-Nielssen and Sheppard. It is often used to measure the price variability of intraday returns. Although it can also be used at lower data frequencies.\nRealized volatility formula\nIn order to calculate it, you first need to calculate the log returns of the security as shown in the formula below.\nIn a next step, the realized volatility is calculated by taking the sum over the past\nN\nsquared return.\nThe realized volatility is simply the square root of the realized variance.\nAnnualizing realized volatility\nWhen having calculated the realized variance of a single day, this can be annualized in the following way. By calculating the realized variance of a single day using high frequency data, the annualized realized variance equals the daily realized variance multiplied by the amount of trading days.\nThe annualized realized volatility is simply the square root of the realized variance.\nSummary\nThe realized volatility, or in general the realized variance, is a new financial volatility concept unknown to many investors. It is a popular technical to measure intraday price risk. As such it is useful to extend standard risk management practices with this approach.","attrs_markdown":"[![Breaking Down Finance](https:\/\/breakingdownfinance.com\/wp-content\/uploads\/2014\/11\/breakingdownfinance_whitespace-300x62.png)](https:\/\/breakingdownfinance.com\/)\n\n- [Home](https:\/\/breakingdownfinance.com\/)\n- [Finance topics](https:\/\/breakingdownfinance.com\/finance-topics\/)\n  - [Finance basics](https:\/\/breakingdownfinance.com\/finance-topics\/finance-basics\/)\n    - [Interest rate compounding](https:\/\/breakingdownfinance.com\/finance-topics\/finance-basics\/interest-rate-compounding\/)\n    - [Discounting cash flows](https:\/\/breakingdownfinance.com\/finance-topics\/finance-basics\/discounting-cash-flows\/)\n    - [Basic statistics](https:\/\/breakingdownfinance.com\/finance-topics\/finance-basics\/basic-statistics-2\/)\n    - [Return calculation](https:\/\/breakingdownfinance.com\/finance-topics\/finance-basics\/return-calculation\/)\n    - [Credit ratings](https:\/\/breakingdownfinance.com\/finance-topics\/finance-basics\/credit-ratings\/)\n    - 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[Altman z-score](https:\/\/breakingdownfinance.com\/finance-topics\/risk-management\/altman-z-score\/)\n    - [Drawdown](https:\/\/breakingdownfinance.com\/finance-topics\/risk-management\/drawdown\/)\n    - [EWMA](https:\/\/breakingdownfinance.com\/finance-topics\/risk-management\/ewma\/)\n    - [Realized Volatility](https:\/\/breakingdownfinance.com\/finance-topics\/risk-management\/realized-volatility\/)\n  - [Behavioural Finance](https:\/\/breakingdownfinance.com\/finance-topics\/behavioural-finance\/)\n    - [Prospect Theory](https:\/\/breakingdownfinance.com\/finance-topics\/behavioural-finance\/prospect-theory\/)\n    - [Disposition Effect](https:\/\/breakingdownfinance.com\/finance-topics\/behavioural-finance\/disposition-effect\/)\n    - [Other behavioral biases](https:\/\/breakingdownfinance.com\/finance-topics\/behavioural-finance\/)\n  - [Passive Investing](https:\/\/breakingdownfinance.com\/trading-strategies\/passive-investing\/)\n    - [ETF](https:\/\/breakingdownfinance.com\/trading-strategies\/passive-investing\/etf\/)\n    - 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[Option strategies](https:\/\/breakingdownfinance.com\/trading-strategies\/option-strategies\/)\n    - [Break-even Price Analysis](https:\/\/breakingdownfinance.com\/finance-topics\/derivative-valuation\/option-valuation\/break-even-price-analysis\/)\n    - [Call Option Strategy](https:\/\/breakingdownfinance.com\/trading-strategies\/option-strategies\/call-option-strategy\/)\n    - [Covered call](https:\/\/breakingdownfinance.com\/trading-strategies\/option-strategies\/covered-call\/)\n    - [Naked Put Option Writing](https:\/\/breakingdownfinance.com\/trading-strategies\/option-strategies\/naked-put-option-writing\/)\n    - [Straddle](https:\/\/breakingdownfinance.com\/trading-strategies\/option-strategies\/straddle\/)\n- [Contact us](https:\/\/breakingdownfinance.com\/contact-us\/)\n- [**Menu** Menu](https:\/\/breakingdownfinance.com\/finance-topics\/risk-management\/realized-volatility\/)\n\n[Home](https:\/\/breakingdownfinance.com\/ \"Breaking Down Finance\")1 \/ [Finance topics](https:\/\/breakingdownfinance.com\/finance-topics\/ \"Finance topics\")2 \/ [Risk management](https:\/\/breakingdownfinance.com\/finance-topics\/risk-management\/ \"Risk management\")3 \/ Realized Volatility\n\n# Realized volatility\nThe realized volatility is a new rising concept in the financial literature. It is derived from the realized variance and introduced by Bandorff-Nielssen and Sheppard. It is often used to measure the price variability of intraday returns. Although it can also be used at lower data frequencies.\n\n## Realized volatility formula\nIn order to calculate it, you first need to calculate the log returns of the security as shown in the formula below.\n\n![ r\\_t = log(P\\_t) - log(P\\_{t-1}) ](https:\/\/breakingdownfinance.com\/wp-content\/ql-cache\/quicklatex.com-492a25bdd268406f17e273408b66aa82_l3.png)\n\nIn a next step, the realized volatility is calculated by taking the sum over the past **N** squared return.\n\n![ RV\\_t = \\\\sum\\_{i=1}^{N}r^2\\_t ](https:\/\/breakingdownfinance.com\/wp-content\/ql-cache\/quicklatex.com-577a398f0e305dad96242734e4dccb07_l3.png)\n\nThe realized volatility is simply the square root of the realized variance.\n\n![RVol\\_t = \\\\sqrt{RV\\_t}](https:\/\/breakingdownfinance.com\/wp-content\/ql-cache\/quicklatex.com-a8783be53d08a9e276f2b069413f58d1_l3.png)\n\n## Annualizing realized volatility\nWhen having calculated the realized variance of a single day, this can be annualized in the following way. By calculating the realized variance of a single day using high frequency data, the annualized realized variance equals the daily realized variance multiplied by the amount of trading days.\n\n![RV^{ann} = 260 \\\\cdot RV^{day}](data:image\/svg+xml,%3Csvg%20xmlns='http:\/\/www.w3.org\/2000\/svg'%20viewBox='0%200%20165%2015'%3E%3C\/svg%3E)![RV^{ann} = 260 \\\\cdot RV^{day}](https:\/\/breakingdownfinance.com\/wp-content\/ql-cache\/quicklatex.com-e37eb8200cd159495874c57a95faf950_l3.png)\n\nThe annualized realized volatility is simply the square root of the realized variance.\n\n![ RVol^{ann} = RV^{ann} ](data:image\/svg+xml,%3Csvg%20xmlns='http:\/\/www.w3.org\/2000\/svg'%20viewBox='0%200%20141%2013'%3E%3C\/svg%3E)![ RVol^{ann} = RV^{ann} ](https:\/\/breakingdownfinance.com\/wp-content\/ql-cache\/quicklatex.com-3ab6488476fde2e86d83d1a41400a11b_l3.png)\n\n## Summary\nThe realized volatility, or in general the realized variance, is a new financial volatility concept unknown to many investors. It is a popular technical to measure intraday price risk. As such it is useful to extend standard risk management practices with this approach.\n\n### Return calculation\nWant to have an implementation in Excel? Download the Excel file: [realized volatility](https:\/\/breakingdownfinance.com\/wp-content\/uploads\/2016\/07\/realized-volatility.xlsx)\n\n### Pages\n- [Home](https:\/\/breakingdownfinance.com\/)\n- [Alternative investments](https:\/\/breakingdownfinance.com\/finance-topics\/alternative-investments\/)\n- [Behavioural Finance](https:\/\/breakingdownfinance.com\/finance-topics\/behavioural-finance\/)\n- [Equity valuation](https:\/\/breakingdownfinance.com\/finance-topics\/equity-valuation\/)\n- [Finance basics](https:\/\/breakingdownfinance.com\/finance-topics\/finance-basics\/)\n\nCopyright - Breaking Down Finance\n\n- [Terms of use](https:\/\/breakingdownfinance.com\/disclaimer\/)\n- [Privacy Policy](https:\/\/breakingdownfinance.com\/privacy-policy\/)\n- [Disclaimer](https:\/\/breakingdownfinance.com\/disclaimer-2\/)\n\n[Scroll to top Scroll to top](https:\/\/breakingdownfinance.com\/finance-topics\/risk-management\/realized-volatility\/#top \"Scroll to top\")\n\nYou cannot copy content of this page","attrs_readable_markdown":"The realized volatility is a new rising concept in the financial literature. It is derived from the realized variance and introduced by Bandorff-Nielssen and Sheppard. It is often used to measure the price variability of intraday returns. Although it can also be used at lower data frequencies.\n\n## Realized volatility formula\nIn order to calculate it, you first need to calculate the log returns of the security as shown in the formula below.\n\n![ r\\_t = log(P\\_t) - log(P\\_{t-1}) ](https:\/\/breakingdownfinance.com\/wp-content\/ql-cache\/quicklatex.com-492a25bdd268406f17e273408b66aa82_l3.png)\n\nIn a next step, the realized volatility is calculated by taking the sum over the past **N** squared return.\n\n![ RV\\_t = \\\\sum\\_{i=1}^{N}r^2\\_t ](https:\/\/breakingdownfinance.com\/wp-content\/ql-cache\/quicklatex.com-577a398f0e305dad96242734e4dccb07_l3.png)\n\nThe realized volatility is simply the square root of the realized variance.\n\n![RVol\\_t = \\\\sqrt{RV\\_t}](https:\/\/breakingdownfinance.com\/wp-content\/ql-cache\/quicklatex.com-a8783be53d08a9e276f2b069413f58d1_l3.png)\n\n## Annualizing realized volatility\nWhen having calculated the realized variance of a single day, this can be annualized in the following way. By calculating the realized variance of a single day using high frequency data, the annualized realized variance equals the daily realized variance multiplied by the amount of trading days.\n\n![RV^{ann} = 260 \\\\cdot RV^{day}](https:\/\/breakingdownfinance.com\/wp-content\/ql-cache\/quicklatex.com-e37eb8200cd159495874c57a95faf950_l3.png)\n\nThe annualized realized volatility is simply the square root of the realized variance.\n\n![ RVol^{ann} = RV^{ann} ](https:\/\/breakingdownfinance.com\/wp-content\/ql-cache\/quicklatex.com-3ab6488476fde2e86d83d1a41400a11b_l3.png)\n\n## Summary\nThe realized volatility, or in general the realized variance, is a new financial volatility concept unknown to many investors. It is a popular technical to measure intraday price risk. As such it is useful to extend standard risk management practices with this approach.","meta_canonical":null,"ml_categories_json":"","ml_types_json":"","ml_intent_types_json":"","meta_language":"en-us","attrs_author":null,"attrs_publish_time":1629656968,"attrs_original_publish_time":1538169796,"attrs_is_republished":1,"attrs_nr_words":"511","attrs_boilerpipe_nr_words":"210","body_ext_links_number":0,"body_int_links_number":102,"meta_nofollow":0,"meta_noarchive":0,"props_was_rendered":0,"src_redirect":"","download_time_msec":483,"download_ttfb_msec":474,"download_size":52487}

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Meta Title	Realized Volatility - Breaking Down Finance
Meta Description	The realized volatility is an alternative metric to calculate the price variability. In the provided Excel sheet we show the realized volatility can be...
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Boilerpipe Text	The realized volatility is a new rising concept in the financial literature. It is derived from the realized variance and introduced by Bandorff-Nielssen and Sheppard. It is often used to measure the price variability of intraday returns. Although it can also be used at lower data frequencies. Realized volatility formula In order to calculate it, you first need to calculate the log returns of the security as shown in the formula below. In a next step, the realized volatility is calculated by taking the sum over the past N squared return. The realized volatility is simply the square root of the realized variance. Annualizing realized volatility When having calculated the realized variance of a single day, this can be annualized in the following way. By calculating the realized variance of a single day using high frequency data, the annualized realized variance equals the daily realized variance multiplied by the amount of trading days. The annualized realized volatility is simply the square root of the realized variance. Summary The realized volatility, or in general the realized variance, is a new financial volatility concept unknown to many investors. It is a popular technical to measure intraday price risk. As such it is useful to extend standard risk management practices with this approach.
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It is derived from the realized variance and introduced by Bandorff-Nielssen and Sheppard. It is often used to measure the price variability of intraday returns. Although it can also be used at lower data frequencies. ## Realized volatility formula In order to calculate it, you first need to calculate the log returns of the security as shown in the formula below. ![ r\_t = log(P\_t) - log(P\_{t-1}) ](https://breakingdownfinance.com/wp-content/ql-cache/quicklatex.com-492a25bdd268406f17e273408b66aa82_l3.png) In a next step, the realized volatility is calculated by taking the sum over the past N squared return. ![ RV\_t = \\sum\_{i=1}^{N}r^2\_t ](https://breakingdownfinance.com/wp-content/ql-cache/quicklatex.com-577a398f0e305dad96242734e4dccb07_l3.png) The realized volatility is simply the square root of the realized variance. ![RVol\_t = \\sqrt{RV\_t}](https://breakingdownfinance.com/wp-content/ql-cache/quicklatex.com-a8783be53d08a9e276f2b069413f58d1_l3.png) ## Annualizing realized volatility When having calculated the realized variance of a single day, this can be annualized in the following way. By calculating the realized variance of a single day using high frequency data, the annualized realized variance equals the daily realized variance multiplied by the amount of trading days. ![RV^{ann} = 260 \\cdot RV^{day}](data:image/svg+xml,%3Csvg%20xmlns='http://www.w3.org/2000/svg'%20viewBox='0%200%20165%2015'%3E%3C/svg%3E)![RV^{ann} = 260 \\cdot RV^{day}](https://breakingdownfinance.com/wp-content/ql-cache/quicklatex.com-e37eb8200cd159495874c57a95faf950_l3.png) The annualized realized volatility is simply the square root of the realized variance. ![ RVol^{ann} = RV^{ann} ](data:image/svg+xml,%3Csvg%20xmlns='http://www.w3.org/2000/svg'%20viewBox='0%200%20141%2013'%3E%3C/svg%3E)![ RVol^{ann} = RV^{ann} ](https://breakingdownfinance.com/wp-content/ql-cache/quicklatex.com-3ab6488476fde2e86d83d1a41400a11b_l3.png) ## Summary The realized volatility, or in general the realized variance, is a new financial volatility concept unknown to many investors. It is a popular technical to measure intraday price risk. As such it is useful to extend standard risk management practices with this approach. ### Return calculation Want to have an implementation in Excel? Download the Excel file: [realized volatility](https://breakingdownfinance.com/wp-content/uploads/2016/07/realized-volatility.xlsx) ### Pages - [Home](https://breakingdownfinance.com/) - [Alternative investments](https://breakingdownfinance.com/finance-topics/alternative-investments/) - [Behavioural Finance](https://breakingdownfinance.com/finance-topics/behavioural-finance/) - [Equity valuation](https://breakingdownfinance.com/finance-topics/equity-valuation/) - [Finance basics](https://breakingdownfinance.com/finance-topics/finance-basics/) Copyright - Breaking Down Finance - [Terms of use](https://breakingdownfinance.com/disclaimer/) - [Privacy Policy](https://breakingdownfinance.com/privacy-policy/) - [Disclaimer](https://breakingdownfinance.com/disclaimer-2/) [Scroll to top Scroll to top](https://breakingdownfinance.com/finance-topics/risk-management/realized-volatility/#top "Scroll to top") You cannot copy content of this page
Readable Markdown	The realized volatility is a new rising concept in the financial literature. It is derived from the realized variance and introduced by Bandorff-Nielssen and Sheppard. It is often used to measure the price variability of intraday returns. Although it can also be used at lower data frequencies. ## Realized volatility formula In order to calculate it, you first need to calculate the log returns of the security as shown in the formula below. ![ r\_t = log(P\_t) - log(P\_{t-1}) ](https://breakingdownfinance.com/wp-content/ql-cache/quicklatex.com-492a25bdd268406f17e273408b66aa82_l3.png) In a next step, the realized volatility is calculated by taking the sum over the past N squared return. ![ RV\_t = \\sum\_{i=1}^{N}r^2\_t ](https://breakingdownfinance.com/wp-content/ql-cache/quicklatex.com-577a398f0e305dad96242734e4dccb07_l3.png) The realized volatility is simply the square root of the realized variance. ![RVol\_t = \\sqrt{RV\_t}](https://breakingdownfinance.com/wp-content/ql-cache/quicklatex.com-a8783be53d08a9e276f2b069413f58d1_l3.png) ## Annualizing realized volatility When having calculated the realized variance of a single day, this can be annualized in the following way. By calculating the realized variance of a single day using high frequency data, the annualized realized variance equals the daily realized variance multiplied by the amount of trading days. ![RV^{ann} = 260 \\cdot RV^{day}](https://breakingdownfinance.com/wp-content/ql-cache/quicklatex.com-e37eb8200cd159495874c57a95faf950_l3.png) The annualized realized volatility is simply the square root of the realized variance. ![ RVol^{ann} = RV^{ann} ](https://breakingdownfinance.com/wp-content/ql-cache/quicklatex.com-3ab6488476fde2e86d83d1a41400a11b_l3.png) ## Summary The realized volatility, or in general the realized variance, is a new financial volatility concept unknown to many investors. It is a popular technical to measure intraday price risk. As such it is useful to extend standard risk management practices with this approach.
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