Volatility

Risk and liquidity

10Y 30-day volatility

94bps

Nov 13, 2026

10Y Treasury yield - 2026-11-13

30-day annualised volatility 94bps -

30-day - one-year low 43bps -

30-day - one-year high 100bps -

90-day annualised volatility 81bps -

90-day - one-year low 53bps -

90-day - one-year high 81bps -

EUR/USD - 2026-11-13

30-day annualised volatility 5.85% -

30-day - one-year low 3.66% -

30-day - one-year high 7.09% -

90-day annualised volatility 4.94% -

90-day - one-year low 4.43% -

90-day - one-year high 6.22% -

USD/JPY - 2026-11-13

30-day annualised volatility 4.26% -

30-day - one-year low 2.06% -

30-day - one-year high 11.34% -

90-day annualised volatility 8.05% -

90-day - one-year low 7.01% -

90-day - one-year high 8.91% -

WTI oil spot - 2026-11-11

30-day annualised volatility 54.67% -

30-day - one-year low 19.25% -

30-day - one-year high 103.76% -

90-day annualised volatility 61.91% -

90-day - one-year low 23.70% -

90-day - one-year high 75.95% -

Leads to

About Volatility

Realised daily variation

This is realised volatility of public series, not the VIX. It measures past daily moves, not options prices or expected future volatility.

Read the windows

Thirty-day and ninety-day figures use 30 and 90 daily observations of change. Watch annualises their sample standard deviation by multiplying by the square root of 252.

Read the units

Annualised Treasury yield volatility is in basis points. Exchange rates and WTI use percentage changes; units differ, so levels should not be ranked together.

Read the ranges

Each window has its own minimum and maximum over the latest year. Missing daily intervals break the window; short histories stay blank.

Sources and notes

How much have public yields, exchange rates and oil spot prices varied day to day?

Daily changes use consecutive archived observations at most four calendar days apart. Yields use basis-point differences; other series use simple percentage changes with a positive starting level.

This is realised volatility, not the VIX or an implied volatility measure. There are no options or exchange-licensed inputs.

Windows contain 30 or 90 daily changes, requiring 31 or 91 consecutive observations. Sample standard deviation uses n minus one, then multiplies by the square root of 252.

The one-year ranges use rolling estimates dated within the year before each series latest observation. Short histories may cover less than a year.

The latest estimate must end on the latest observation. An older estimate is never carried forward.

Source: U.S. Treasury; European Central Bank reference exchange rates; U.S. Energy Information Administration spot prices. USD/JPY uses matching ECB euro fixings.

Daily Treasury par yield curve
U.S. Department of the Treasury

ECB euro reference exchange rates
European Central Bank

EIA daily oil and natural gas spot prices
U.S. Energy Information Administration

Yield, currency and oil swings: nothing unusual flagged

In plain words

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