Prom Derived Risk Volatility 90d
Prom
Annualised volatility of daily returns over a rolling 90-day window.
Measured on this chain
Prom Derived Risk Volatility 90d on Prom last read 182.26 on Sep 21, 2026, a change of +18.61% over 30 days, ranging from 57.56 (Dec 16, 2025) to 182.52 (Sep 19, 2026).
- Latest reading
- 182.26
- Sep 21, 2026
- Change
- 1d +0.03%
- 30d +18.61%
- 90d +23.07%
- 1y +109.4%
- Range
- Low 57.56·Dec 16, 2025
- High 182.52·Sep 19, 2026
- Coverage
- Jul 14, 2024 — Sep 21, 2026
- 800 readings
| Date | Value |
|---|---|
| Sep 10, 2026 | 181.83 |
| Sep 11, 2026 | 182.44 |
| Sep 12, 2026 | 181.99 |
| Sep 13, 2026 | 181.88 |
| Sep 14, 2026 | 182.16 |
| Sep 15, 2026 | 182.1 |
| Sep 16, 2026 | 181.81 |
| Sep 17, 2026 | 182.48 |
| Sep 18, 2026 | 182.29 |
| Sep 19, 2026 | 182.52 |
| Sep 20, 2026 | 182.21 |
| Sep 21, 2026 | 182.26 |
Read from our own stored series, not quoted from a page.