I am reminded that I had planned to post on data/analysis sites that focus on financial asset return volatility measurement and modeling.
To my mind, the key trio is implied vol, GARCH vol, and realized vol. For implied vol it's the VIX at CBOE. For GARCH vol it's Rob Engle's V-Lab at NYU. For realized vol it's Neil Shephard's Realized Library at Oxford.
Yes, conspicuously missing is stochastic volatility. It's an academic simulator's paradise, but largely missing from serious/practical industry application. It's no accident; the benefit/cost ratio is just too low to excite many real financial-market modelers. One could argue that ten years from now things will look different. Perhaps, but I'm not at all sure.