Volatility & Stress: performance over 1 day to 1 year
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Volatility & Stress: 11 volatility and stress gauges tracked daily. Over the last three months the strongest is MOVE (Bond Vol) (+16.8%) and the weakest is VXN (Nasdaq Vol) (-36.1%). Data through 2026-09-21.
| Instrument | Level | 1 day | 1 week | 1 month | 3 months | 6 months | 1 year | As of |
|---|---|---|---|---|---|---|---|---|
| VIX | 14.87 | +0.41% | -13.0% | -1.72% | -20.2% | -52.1% | -10.6% | 2026-09-21 |
| VIX 3M | 18.24 | 0.00% | -5.39% | -4.05% | -11.0% | -10.7% | -1.14% | 2026-09-18 |
| VVIX (Vol of Vol) | 87.38 | 0.00% | -7.91% | +1.29% | -8.58% | -34.4% | -7.14% | 2026-09-18 |
| VXN (Nasdaq Vol) | 19.29 | 0.00% | -12.5% | -12.2% | -36.1% | -42.5% | -3.60% | 2026-09-18 |
| MOVE (Bond Vol) | 80.64 | 0.00% | -3.89% | +9.86% | +16.8% | -28.0% | +13.2% | 2026-09-18 |
| OVX (Oil Vol) | 50.39 | 0.00% | -15.3% | +1.55% | +5.84% | -47.9% | +33.9% | 2026-09-18 |
| GVZ (Gold Vol) | 23.31 | 0.00% | -12.2% | -14.6% | -26.2% | -48.8% | +29.1% | 2026-09-18 |
| SKEW | 148.10 | 0.00% | -2.62% | +2.92% | +1.93% | +6.55% | +1.49% | 2026-09-18 |
| Chicago Fed NFCI weekly | -0.56 | -0.20bp | -0.20bp | -0.70bp | -5.20bp | -9.60bp | -3.30bp | 2026-09-11 |
| Adjusted NFCI weekly | -0.58 | -0.60bp | -0.60bp | +0.60bp | -2.30bp | -12.1bp | +0.70bp | 2026-09-11 |
| StL Financial Stress weekly | -0.85 | -5.84bp | -5.84bp | -2.01bp | -8.13bp | -48.6bp | -31.3bp | 2026-09-11 |
Change is the move in the closing level over the horizon: percent for prices and indices, basis points for yields and spreads. Monthly and weekly series count their own prints, not business days, so a "1 month" change on a monthly series is one print. A dash means the series has too little history, or has stopped updating, for that horizon.
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