The US VIX appears on many websites. For example, try the quote "VIX" on money.cnn.com
To compute the implied volatility in any country with a modern options market, begin by choosing several strike prices a bit above and below the current market index level. Next, for each such strike price look at both call and put options with that strike price - with expiration 4-6 weeks out. Now average over implied Black-Scholes volatility over all these options.
This calculation is obviously only an approximation, because the options often imply expected price changes, the Black-Scholes formula treats tails in the distribution incorrectly, etc. But it's a good indication.
Finally, what I described was the one month implied volatility. Sometimes it's more useful to look at implied vol over a longer time frame. For example, during a market panic, monthly volatility will be much higher than yearly
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