The square root of realized volatility is what much of the literature calls realized volatility. The major difference is that we compute realized volatility in 5-minute increments over the trading day. There are 78 five-minute intervals in the trading day. The scale of the figure changes from day to day, depending on the range of the volatility process. .

There are 279 pdf files for this figure, one pdf file for each year for each of the 30 stocks and one for the exchange-traded fund. From the table of links, select a year (e.g., 2008) and ticker symbol (e.g., IBM).

Square Root of Realized Volatility : Variable Daily Scale

Stock	2009	2008	2007	2006	2005	2004	2003	2002	2001
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