Usual Derived Risk Volatility 90d
Usual
Annualised volatility of daily returns over a rolling 90-day window.
Measured on this chain
Usual Derived Risk Volatility 90d on Usual last read 83.99 on Sep 21, 2026, a change of -3.53% over 30 days, ranging from 64.64 (May 31, 2026) to 224.25 (Mar 2, 2025).
- Latest reading
- 83.99
- Sep 21, 2026
- Change
- 1d -0.07%
- 30d -3.53%
- 90d +12.63%
- 1y -35.47%
- Range
- Low 64.64·May 31, 2026
- High 224.25·Mar 2, 2025
- Coverage
- Feb 16, 2025 — Sep 21, 2026
- 583 readings
| Date | Value |
|---|---|
| Sep 10, 2026 | 80.63 |
| Sep 11, 2026 | 80.98 |
| Sep 12, 2026 | 81.28 |
| Sep 13, 2026 | 81.4 |
| Sep 14, 2026 | 82.22 |
| Sep 15, 2026 | 81.95 |
| Sep 16, 2026 | 82.84 |
| Sep 17, 2026 | 83.09 |
| Sep 18, 2026 | 84.22 |
| Sep 19, 2026 | 84.27 |
| Sep 20, 2026 | 84.05 |
| Sep 21, 2026 | 83.99 |
Read from our own stored series, not quoted from a page.