• AB HV is a historical volatility indicator developed by Analysebourses.
  • For each country, the curves represent the historical volatility of the 2Y, 5Y, 10Y, and 30Y maturities, as measured by the AB HV indicator, using 252 and 21-day calculation windows.
HV LONG 2/5/10/30Y - - - -
AB HV German curve AB HV French curve AB HV Italian curve AB HV Spanish curve
HV SHORT 2/5/10/30Y - - - -
AB HV EU - - - - 0.00000
  • Historical volatility by maturity, calculated using the AB HV indicator.

Long-Term AB HV - GER

Short-Term AB HV - GER

  • AB HV is a historical volatility indicator developed by Analysebourses.
  • The AB HV Move indices are historical volatility indicators for each country’s bond market.
MOVE AB HV - - - -
AB HV German Move AB HV French Move AB HV Italian Move AB HV Spanish Move
  • AB HV is a historical volatility indicator developed by Analysebourses.
  • For each country, the spreads compare historical volatility measured by the AB HV indicator using 252-day and 21-day calculation windows.
  • Speed for Spread measures the relative rate of change in historical volatility, calculated using the AB HV indicator, between two countries within the spread.
AB HV 21 GER vs FRA spread
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Spread speed
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Date Curves AB HV