Nash Exchange Derived Risk Volatility 30d
Nash Exchange
Annualised volatility of daily returns over a rolling 30-day window.
Measured on this chain
Nash Exchange Derived Risk Volatility 30d on Nash Exchange last read 94.27 on Sep 22, 2026, a change of -32.66% over 30 days, ranging from 56.92 (Sep 26, 2025) to 271.9 (Dec 24, 2024).
- Latest reading
- 94.27
- Sep 22, 2026
- Change
- 1d -6.25%
- 30d -32.66%
- 90d -27.29%
- 1y +45.77%
- Range
- Low 56.92·Sep 26, 2025
- High 271.9·Dec 24, 2024
- Coverage
- Jul 15, 2024 — Sep 22, 2026
- 800 readings
| Date | Value |
|---|---|
| Sep 11, 2026 | 87.69 |
| Sep 12, 2026 | 87.42 |
| Sep 13, 2026 | 86.28 |
| Sep 14, 2026 | 105.29 |
| Sep 15, 2026 | 104.98 |
| Sep 16, 2026 | 104.97 |
| Sep 17, 2026 | 103.92 |
| Sep 18, 2026 | 104 |
| Sep 19, 2026 | 104.29 |
| Sep 20, 2026 | 100.06 |
| Sep 21, 2026 | 100.56 |
| Sep 22, 2026 | 94.27 |
Read from our own stored series, not quoted from a page.
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