Fields
The number on the right of each row is the protobuf field number.Annualized sample standard deviation of available daily log returns dated from the window start through the parent state date. The inclusive window can contain up to 21 returns. The first return compares the window-start close with the preceding session’s close. Calculated as stddev(daily_log_returns) * sqrt(252) and rounded to six decimal places. Absent when fewer than two returns are available.
Thirty-day implied volatility observed on the window start date minus realized_volatility. The observation date is not included in this message.