Quant Derived Risk Volatility 90d
Quant
Annualised volatility of daily returns over a rolling 90-day window.
Measured on this chain
Quant Derived Risk Volatility 90d on Quant last read 48.44 on Sep 22, 2026, a change of +3.29% over 30 days, ranging from 42.2 (Sep 12, 2026) to 129.51 (Feb 6, 2025).
- Latest reading
- 48.44
- Sep 22, 2026
- Change
- 1d -1.25%
- 30d +3.29%
- 90d -6.14%
- 1y -20.84%
- Range
- Low 42.2·Sep 12, 2026
- High 129.51·Feb 6, 2025
- Coverage
- Jul 15, 2024 — Sep 22, 2026
- 800 readings
| Date | Value |
|---|---|
| Sep 11, 2026 | 42.66 |
| Sep 12, 2026 | 42.2 |
| Sep 13, 2026 | 42.49 |
| Sep 14, 2026 | 43.77 |
| Sep 15, 2026 | 43.76 |
| Sep 16, 2026 | 43.36 |
| Sep 17, 2026 | 43.79 |
| Sep 18, 2026 | 44.46 |
| Sep 19, 2026 | 44.65 |
| Sep 20, 2026 | 45.51 |
| Sep 21, 2026 | 49.05 |
| Sep 22, 2026 | 48.44 |
Read from our own stored series, not quoted from a page.