Prom Derived Risk Volatility 30d
Prom
Annualised volatility of daily returns over a rolling 30-day window.
Measured on this chain
Prom Derived Risk Volatility 30d on Prom last read 185.43 on Sep 21, 2026, a change of -12.71% over 30 days, ranging from 32.74 (May 31, 2025) to 252.5 (Sep 5, 2026).
- Latest reading
- 185.43
- Sep 21, 2026
- Change
- 1d -0.53%
- 30d -12.71%
- 90d +183.92%
- 1y +119.72%
- Range
- Low 32.74·May 31, 2025
- High 252.5·Sep 5, 2026
- Coverage
- Jul 14, 2024 — Sep 21, 2026
- 800 readings
| Date | Value |
|---|---|
| Sep 10, 2026 | 203.29 |
| Sep 11, 2026 | 204.17 |
| Sep 12, 2026 | 200.9 |
| Sep 13, 2026 | 195.6 |
| Sep 14, 2026 | 196.25 |
| Sep 15, 2026 | 191.01 |
| Sep 16, 2026 | 190.15 |
| Sep 17, 2026 | 194.6 |
| Sep 18, 2026 | 192.53 |
| Sep 19, 2026 | 186.81 |
| Sep 20, 2026 | 186.42 |
| Sep 21, 2026 | 185.43 |
Read from our own stored series, not quoted from a page.