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Dear forum members,

I have a questions regarding to the “realized variance”.
I want to do a research with provided RV data.
However, the RV is provided on a daily calculation. However, I want to compare them with
the VIX Data in order to get the so-called Variance Risk Premium.
Since the VIX data is provided on a monthly basis, I have to upscale the RV from daily to monthly.
My question is now if the following approach is correct:

Monthly RV = 100^2 * (Sum of daily RV within a month)

Note that, I only apply 100^2 for comparison with the VIX. However, it is more important
if sum of daily RV within a month is correct for upscaling the RV daily to month.

I hope somebody can elaborate on my question. Thank you very much in advance.

Best,
Christine

Hi,
maybe the concept of RV is too new?
Would be really helpful, if somebody would reply.
Many thanks in advance,
Christine