{ "series_id": "drv.usdjpy.rv", "label": "USD/JPY 実現ボラティリティ（5通りの公開式）", "layer": 5, "source_class": "DERIVED", "unit": "percent (annualized)", "cadence": "daily", "algorithm": "rv-derive@1", "code_sha256": "601fea14d3f111399ede3e407a68330631dc555b68d283c5e6db59244b045248", "code_commit": null, "definitions": { "rv": "log(C_t / C_{t-1}) の標本標準偏差 × √252。年率、パーセント表示", "parkinson": "√( (1/(4 ln2 · n)) Σ ln(H/L)² ) × √252。日中レンジを使うため終値ベースより効率的", "garman_klass": "√( (1/n) Σ [0.5·ln(H/L)² − (2ln2−1)·ln(C/O)²] ) × √252。OHLCすべてを使う", "percentile": "直近5年（1260営業日）のうち現在値以下の観測が占める割合（%）" }, "annualization": "√252（営業日ベース）", "caveat": "実現ボラは後ろ向きの指標であり、将来の変動を示さない。前向きの指標であるインプライド・ボラとリスクリバーサルは再配布ライセンスを要するため当所からは配信しない（会則第20条）。", "inputs": [ { "series": "obs.usdjpy.ohlc.daily", "source_class": "MARKET_OBSERVATION", "provider": "OANDA", "instrument": "USD_JPY", "price_basis": "mid", "granularity": "D", "candle_timezone": "America/New_York", "daily_cutoff": "17:00", "dst_policy": "提供者のNYタイムゾーン定義に従い夏時間を自動追随", 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