  Under scenario of high frequency data, consistent estimator of realized
Laplace transform of volatility is proposed by \citet{TT2012a} and related
central limit theorem has been well established. In this paper, we investigate
the asymptotic tail behaviour of the empirical realized Laplace transform of
volatility (ERLTV). We establish both large deviation principle and moderate
deviation principle for the ERLTV. The good rate function for the large
deviation principle is well defined in the whole real space, which indicates a
limit for the normalized logarithmic tail probability of the ERLTV. Moreover,
we also derive the function-level large and moderate deviation principles for
ERLTV.
