30-year realised volatility falls 10 basis points, a 3.2-sigma move
30-year realised volatility fell 10 basis points on Thursday to 68 basis points, 3.2 times its typical move over the trailing 60 observations.
- Reading
- 68.15 bp
- Observed
- 27 Aug 2026
- Standard deviations
- -3.24
What it means
The last move at least that large was on 29 July.
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, 27 August 2026.
Series: 30-year realised volatility