> ## Documentation Index
> Fetch the complete documentation index at: https://docs.activeviam.com/llms.txt
> Use this file to discover all available pages before exploring further.

# Volatilities

### SIGMA\_Commodity

|                          |                                                                           |
| ------------------------ | ------------------------------------------------------------------------- |
| **Description**          | Volatility parameter in the vol-weighted vega calculation                 |
| **Notation**             | $\sigma$                                                                  |
| **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) |

**Formula**

$\sigma_{k,j}=\frac{RW_k \cdot \sqrt{\frac{365}{1.4\cdot Info\_MPOR}}}{\alpha}$

### SIGMA\_Equity

|                          |                                                                           |
| ------------------------ | ------------------------------------------------------------------------- |
| **Description**          | Volatility parameter in the vol-weighted vega calculation                 |
| **Notation**             | $\sigma$                                                                  |
| **Required hierarchies** | [RegulatoryBuckets](../../dimensions/regulatorybuckets#regulatorybuckets) |

**Formula**

$\sigma_{k,j}=\frac{RW_k \cdot \sqrt{\frac{365}{1.4\cdot Info\_MPOR}}}{\alpha}$

### SIGMA\_FX

|                          |                                                                          |
| ------------------------ | ------------------------------------------------------------------------ |
| **Description**          | Volatility parameter in the vol-weighted vega calculation                |
| **Notation**             | $\sigma$                                                                 |
| **Required hierarchies** | [Regulatory Risk Factors](../../dimensions/risk#regulatory-risk-factors) |

**Formula**

$\sigma_{k,j}=\frac{RW_k \cdot \sqrt{\frac{365}{1.4\cdot Info\_MPOR}}}{\alpha}$