Hyperlane Derived Risk Volatility 90d
Hyperlane
Annualised volatility of daily returns over a rolling 90-day window.
Measured on this chain
Hyperlane Derived Risk Volatility 90d on Hyperlane last read 73.91 on Sep 22, 2026, a change of -8.77% over 30 days, ranging from 68.54 (Sep 8, 2026) to 345.87 (Jul 30, 2025).
- Latest reading
- 73.91
- Sep 22, 2026
- Change
- 1d +1.59%
- 30d -8.77%
- 90d -46.34%
- 1y -78.36%
- Range
- Low 68.54·Sep 8, 2026
- High 345.87·Jul 30, 2025
- Coverage
- Jul 20, 2025 — Sep 22, 2026
- 430 readings
| Date | Value |
|---|---|
| Sep 11, 2026 | 71.58 |
| Sep 12, 2026 | 71.58 |
| Sep 13, 2026 | 71 |
| Sep 14, 2026 | 72.69 |
| Sep 15, 2026 | 72.33 |
| Sep 16, 2026 | 72.36 |
| Sep 17, 2026 | 73.06 |
| Sep 18, 2026 | 72.93 |
| Sep 19, 2026 | 72.79 |
| Sep 20, 2026 | 73.12 |
| Sep 21, 2026 | 72.75 |
| Sep 22, 2026 | 73.91 |
Read from our own stored series, not quoted from a page.