S&P 500 Realized Volatility: 20-Day and 60-Day Regimes
Realized Volatility Regimes — Historical 20-day and 60-day annualized realized volatility cycles and structural volatility clustering.
The plate
Latest Snapshot
- Observations
- 24,806
- Sample
- 1927-12-30 – 2026-10-02
- 20D vol
- +10.3%2026-10-02
- 60D vol
- +11.1%2026-10-02
20-day and 60-day annualized realized volatility for the S&P 500, with the long-run median marked on the figure. Readings crossing above 30% typically accompany major regime shifts and inflection points in the market cycle.
What this page answers
This static page is built to answer searches for S&P 500 · Realized Volatility. It summarizes the live dataset behind the S&P 500 Realized Volatility: 20-Day and 60-Day Regimes panel and links to the full interactive chart.
20-day and 60-day annualized realized volatility for the S&P 500, with the long-run median marked on the figure. Readings crossing above 30% typically accompany major regime shifts and inflection points in the market cycle. 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/sp500/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.