The target volatility model adjusts the market exposure of the portfolio based on the realized historic volatility and the given volatility target. (portfoliovisualizer.com)
Monday, May 8, 2017 — After the results of the French election were announced yesterday, this was a notable day in the options and volatility markets — The CBOE Volatility Index ® (VIX ®) fell 0.80 points and closed at 9.77 (it lowest daily close since December 1993); Bloomberg's estimate of 30 - trading day historic volatility for the -LSB-...] (spvixviews.com)
Charts on EURUSD, USDJPY and GBPUSD, showing implied volatility versus historic volatility, and risk reversal versus spot. (tradingfloor.com)