I'm in the position to calculate a non-parametric volatility estimator for 15 and 30 minutes intervals of the SPY. I got data sampled on second resolution. However, I checked plenty of papers but, as far as I understood them, all of the proposed models are solely applied to measure daily volatility. All of the proposed kernels or subsampling methodologies to deal with microstructure noise and/or jumps are estimated to get daily volatility. How do I estimate a robust realized volatility measure for the stated intraday frequencies?
Have a look at the following R package:
I believe it has all the tools you need and good references to papers and methodology.