Two-year realised volatility reaches 113 basis points, a 100.0th percentile reading
Two-year realised volatility climbed to 113 basis points on Monday, ranking 100.0th among readings over the trailing 252 sessions.
- Reading
- 112.89 bp
- Observed
- 28 Sept 2026
- Standard deviations
- 2.65
- Percentile
- 100th percentile
What it means
Two-year realised volatility climbed to 113 basis points on Monday, ranking 100.0th among readings over the trailing 252 sessions.
How it was measured
Board of Governors of the Federal Reserve System, H.15 constant maturity yields, retrieved from FRED. Two-year yield, root mean square of 21 daily changes, annualised, 28 September 2026.