Aura Derived Risk Volatility 90d
Aura
Annualised volatility of daily returns over a rolling 90-day window.
Measured on this chain
Aura Derived Risk Volatility 90d on Aura last read 210.3 on Sep 21, 2026, a change of +57.96% over 30 days, ranging from 119.13 (Aug 19, 2026) to 789.76 (Jul 2, 2025).
- Latest reading
- 210.3
- Sep 21, 2026
- Change
- 1d 0%
- 30d +57.96%
- 90d -22.7%
- 1y +28.66%
- Range
- Low 119.13·Aug 19, 2026
- High 789.76·Jul 2, 2025
- Coverage
- Sep 14, 2024 — Sep 21, 2026
- 738 readings
| Date | Value |
|---|---|
| Sep 10, 2026 | 197.3 |
| Sep 11, 2026 | 196.66 |
| Sep 12, 2026 | 196.77 |
| Sep 13, 2026 | 197.98 |
| Sep 14, 2026 | 196.65 |
| Sep 15, 2026 | 196.16 |
| Sep 16, 2026 | 196.32 |
| Sep 17, 2026 | 205.89 |
| Sep 18, 2026 | 205.91 |
| Sep 19, 2026 | 208.81 |
| Sep 20, 2026 | 210.31 |
| Sep 21, 2026 | 210.3 |
Read from our own stored series, not quoted from a page.