{ "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", "weekend_policy": "土日の足を生成しない", "sampling_policy": "provider_daily_candle_close", "sha256": "0678ed016560c28ec8d25f008818e5ed9ed8f91c8fecda4f6f3677165530803b", "last_date": "2026-08-14" } ], "latest": { "record_id": "drv.usdjpy.rv:2026-08-14:r0:f118728577c4", "observation_date": "2026-08-14", "observation_precision": "date", "publisher_release_at": "2026-08-14T17:00:00-04:00", "release_at_method": "rule_derived", "release_rule_id": "obs.usdjpy.close.daily.cutoff", "release_lag_days": 0, "release_note": "提供者の日足は17:00 America/New_York で切れる。その時刻に値が確定する", "source_first_seen_at": null, "ingested_at": "2026-08-15T13:32:28.568Z", "status": "ORIGINAL", "revision_seq": 0, "supersedes_record_id": null, "rv5": "6.77", "rv20": "11.08", "rv60": "7.15", "parkinson20": "10.90", "garman_klass20": "10.92", "percentile_5y": 71.8, "percentile_5y_n": 1260 }, "quotation_rule": "status を落として引用しないこと。実現ボラは予想ではない", "output_sha256": "b759eed475eb56ae38a6ffdae0f4c443321051de318b31655726dbb2f61163eb", 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