Nasdaq 100 · 20/60-Day Annualized Volatility
Nasdaq 100 Realized Volatility — Short and medium-term historical realized volatility clustering in the tech-heavy benchmark.
The plate
Latest Snapshot
- Observations
- 10,331
- Sample
- 1985-10-01 – 2026-10-02
- 20D vol
- +15.2%2026-10-02
- 60D vol
- +18.7%2026-10-02
A median annualized volatility near 22% places the Nasdaq 100 structurally above the S&P 500. Elevated volatility is the baseline characteristic of innovation-driven growth assets rather than an intermittent abnormality.
What this page answers
This static page is built to answer searches for Nasdaq 100 · Realized Volatility. It summarizes the live dataset behind the Nasdaq 100 · 20/60-Day Annualized Volatility panel and links to the full interactive chart.
A median annualized volatility near 22% places the Nasdaq 100 structurally above the S&P 500. Elevated volatility is the baseline characteristic of innovation-driven growth assets rather than an intermittent abnormality. The data is refreshed by the History of Market pipeline and published as a stable JSON endpoint for research, citation, and AI-agent use.
Data & Source
GET /api/ndx/volatility.json — Canonical dataset endpoint.
Exchange closing prices · Company filings · Robert Shiller · FRED · NBER.
FAQ
Where does this data come from?
History of Market combines public market and macro datasets — exchange closing prices, company filings, Robert Shiller, FRED, NBER, and the UBS Global Investment Returns Yearbook (Dimson–Marsh–Staunton). The exact endpoint for this panel is linked below.
How often is it updated?
Daily-tier datasets refresh after the U.S. market close, with a broader weekly refresh on Sunday. The timestamp shown on this page comes from the JSON payload.
Can I use the data?
Yes, for research and education with attribution to History of Market. Upstream data sources retain their own terms.