10-year realised volatility rises 16 basis points, a 5.0-sigma move
10-year realised volatility rose 16 basis points on Wednesday to 86 basis points, 5.0 times its typical move over the trailing 60 observations.
- Reading
- 86.19 bp
- Observed
- 23 Sept 2026
- Standard deviations
- 5.03
What it means
That is the largest move in the trailing 60 observations.
How it was measured
Board of Governors of the Federal Reserve System, H.15 constant maturity yields, retrieved from FRED. Change scored against the trailing 60 observations, 23 September 2026.
Series: 10-year realised volatility