Usual Derived Risk Volatility 30d
Usual
Annualised volatility of daily returns over a rolling 30-day window.
Measured on this chain
Usual Derived Risk Volatility 30d on Usual last read 77.39 on Sep 21, 2026, a change of -23.72% over 30 days, ranging from 55.29 (Apr 4, 2026) to 252.7 (Jan 7, 2025).
- Latest reading
- 77.39
- Sep 21, 2026
- Change
- 1d -12.46%
- 30d -23.72%
- 90d -5.69%
- 1y -26.83%
- Range
- Low 55.29·Apr 4, 2026
- High 252.7·Jan 7, 2025
- Coverage
- Dec 18, 2024 — Sep 21, 2026
- 643 readings
| Date | Value |
|---|---|
| Sep 10, 2026 | 108.75 |
| Sep 11, 2026 | 109.11 |
| Sep 12, 2026 | 110 |
| Sep 13, 2026 | 110.13 |
| Sep 14, 2026 | 112.18 |
| Sep 15, 2026 | 112.41 |
| Sep 16, 2026 | 113.75 |
| Sep 17, 2026 | 112.94 |
| Sep 18, 2026 | 112.4 |
| Sep 19, 2026 | 89.85 |
| Sep 20, 2026 | 88.4 |
| Sep 21, 2026 | 77.39 |
Read from our own stored series, not quoted from a page.