Arweave Derived Risk Volatility 90d
Arweave
Annualised volatility of daily returns over a rolling 90-day window.
Measured on this chain
Arweave Derived Risk Volatility 90d on Arweave last read 106.39 on Sep 21, 2026, a change of +22.99% over 30 days, ranging from 70.8 (Sep 3, 2026) to 162.14 (Nov 10, 2025).
- Latest reading
- 106.39
- Sep 21, 2026
- Change
- 1d -0.77%
- 30d +22.99%
- 90d -0.88%
- 1y +4.42%
- Range
- Low 70.8·Sep 3, 2026
- High 162.14·Nov 10, 2025
- Coverage
- Jul 14, 2024 — Sep 21, 2026
- 800 readings
| Date | Value |
|---|---|
| Sep 10, 2026 | 71.79 |
| Sep 11, 2026 | 71.84 |
| Sep 12, 2026 | 72.83 |
| Sep 13, 2026 | 72.93 |
| Sep 14, 2026 | 76.85 |
| Sep 15, 2026 | 76.68 |
| Sep 16, 2026 | 76.77 |
| Sep 17, 2026 | 99.63 |
| Sep 18, 2026 | 105.88 |
| Sep 19, 2026 | 106.87 |
| Sep 20, 2026 | 107.22 |
| Sep 21, 2026 | 106.39 |
Read from our own stored series, not quoted from a page.