U.S. ECONOMY & MARKETS27 Oct 2026 · 00:36 UTC
IndicatorsOFR volatility contribution

INDICATOR DETAIL

OFR volatility contribution

0.301index points
ValidPeriod ending 22 Oct 2026Available 26 Oct 2026 · 20:33 UTC

OFR volatility contribution

History

6786 readings.

All retained dates

Dates refer to the economic period ending and apply to all charts below. Leave a date blank for an open range.

Published metric history, index points180 observed values from 2026-02-13 to 2026-10-22. Horizontal position follows economic dates. Lines stop at explicitly missing source periods. Recent exact values follow in the table; all retained readings are available through the pinned JSON query.-1012026-02-13: 0.013 index points2026-02-16: -0.091 index points2026-02-17: -0.19 index points2026-02-18: -0.35 index points2026-02-19: -0.224 index points2026-02-20: -0.382 index points2026-02-23: -0.282 index points2026-02-24: -0.232 index points2026-02-25: -0.475 index points2026-02-26: -0.289 index points2026-02-27: -0.33 index points2026-03-02: 0.139 index points2026-03-03: 0.345 index points2026-03-04: 0.797 index points2026-03-05: 0.431 index points2026-03-06: 1.129 index points2026-03-09: 1.525 index points2026-03-10: 0.465 index points2026-03-11: 0.993 index points2026-03-12: 1.232 index points2026-03-13: 1.347 index points2026-03-16: 0.932 index points2026-03-17: 0.45 index points2026-03-18: 0.615 index points2026-03-19: 0.761 index points2026-03-20: 1.058 index points2026-03-23: 1.212 index points2026-03-24: 1.088 index points2026-03-25: 0.998 index points2026-03-26: 1.453 index points2026-03-27: 1.32 index points2026-03-30: 1.733 index points2026-03-31: 1.305 index points2026-04-01: 0.385 index points2026-04-02: 0.96 index points2026-04-03: 0.451 index points2026-04-06: 0.836 index points2026-04-07: 1.051 index points2026-04-08: 0.401 index points2026-04-09: 0.257 index points2026-04-10: 0.143 index points2026-04-13: 0.141 index points2026-04-14: -0.108 index points2026-04-15: -0.198 index points2026-04-16: -0.177 index points2026-04-17: -0.321 index points2026-04-20: -0.015 index points2026-04-21: -0.038 index points2026-04-22: -0.066 index points2026-04-23: -0.115 index points2026-04-24: -0.037 index points2026-04-27: -0.093 index points2026-04-28: 0.001 index points2026-04-29: 0.027 index points2026-04-30: -0.127 index points2026-05-01: 0.224 index points2026-05-04: 0.338 index points2026-05-05: 0.267 index points2026-05-06: 0.132 index points2026-05-07: 0.023 index points2026-05-08: -0.087 index points2026-05-11: -0.155 index points2026-05-12: -0.1 index points2026-05-13: -0.171 index points2026-05-14: -0.273 index points2026-05-15: -0.105 index points2026-05-18: -0.033 index points2026-05-19: -0.05 index points2026-05-20: -0.16 index points2026-05-21: -0.282 index points2026-05-22: -0.305 index points2026-05-25: -0.3 index points2026-05-26: -0.342 index points2026-05-27: -0.355 index points2026-05-28: -0.514 index points2026-05-29: -0.741 index points2026-06-01: -0.465 index points2026-06-02: -0.347 index points2026-06-03: -0.438 index points2026-06-04: -0.435 index points2026-06-05: -0.271 index points2026-06-08: -0.164 index points2026-06-09: -0.102 index points2026-06-10: 0.201 index points2026-06-11: 0.081 index points2026-06-12: -0.132 index points2026-06-15: -0.364 index points2026-06-16: -0.523 index points2026-06-17: -0.494 index points2026-06-18: -0.495 index points2026-06-19: -0.464 index points2026-06-22: -0.478 index points2026-06-23: -0.254 index points2026-06-24: -0.032 index points2026-06-25: -0.338 index points2026-06-26: -0.293 index points2026-06-29: -0.017 index points2026-06-30: -0.252 index points2026-07-01: -0.391 index points2026-07-02: -0.722 index points2026-07-03: -0.493 index points2026-07-06: -0.403 index points2026-07-07: -0.591 index points2026-07-08: 0.094 index points2026-07-09: -0.092 index points2026-07-10: -0.315 index points2026-07-13: -0.216 index points2026-07-14: -0.301 index points2026-07-15: -0.454 index points2026-07-16: -0.439 index points2026-07-17: -0.179 index points2026-07-20: -0.173 index points2026-07-21: -0.379 index points2026-07-22: -0.402 index points2026-07-23: -0.142 index points2026-07-24: -0.275 index points2026-07-27: -0.293 index points2026-07-28: -0.05 index points2026-07-29: 0.048 index points2026-07-30: -0.137 index points2026-07-31: -0.542 index points2026-08-03: -0.313 index points2026-08-04: -0.361 index points2026-08-05: -0.43 index points2026-08-06: -0.564 index points2026-08-07: -0.58 index points2026-08-10: -0.716 index points2026-08-11: -0.697 index points2026-08-12: -0.526 index points2026-08-13: -0.57 index points2026-08-14: -0.604 index points2026-08-17: -0.602 index points2026-08-18: -0.484 index points2026-08-19: -0.468 index points2026-08-20: -0.497 index points2026-08-21: -0.597 index points2026-08-24: -0.557 index points2026-08-25: -0.535 index points2026-08-26: -0.547 index points2026-08-27: -0.632 index points2026-08-28: -0.801 index points2026-08-31: -0.587 index points2026-09-01: -0.574 index points2026-09-02: -0.577 index points2026-09-03: -0.52 index points2026-09-04: -0.589 index points2026-09-07: -0.69 index points2026-09-08: -0.347 index points2026-09-09: -0.228 index points2026-09-10: -0.154 index points2026-09-11: -0.275 index points2026-09-14: -0.081 index points2026-09-15: -0.097 index points2026-09-16: -0.225 index points2026-09-17: -0.406 index points2026-09-18: -0.512 index points2026-09-21: -0.574 index points2026-09-22: -0.606 index points2026-09-23: -0.488 index points2026-09-24: -0.248 index points2026-09-25: -0.496 index points2026-09-28: -0.186 index points2026-09-29: -0.177 index points2026-09-30: -0.332 index points2026-10-01: -0.142 index points2026-10-02: -0.189 index points2026-10-05: -0.175 index points2026-10-06: -0.131 index points2026-10-07: 0.04 index points2026-10-08: -0.044 index points2026-10-09: -0.141 index points2026-10-12: -0.164 index points2026-10-13: -0.173 index points2026-10-14: -0.239 index points2026-10-15: 0.064 index points2026-10-16: 0.022 index points2026-10-19: -0.007 index points2026-10-20: 0.006 index points2026-10-21: -0.088 index points2026-10-22: 0.301 index points13 Feb 202618 Jun 202622 Oct 2026

Showing periods 6,607–6,786 of 6,786 in this date range. Each chart page contains at most 180 original periods; values are not downsampled. All retained snapshot-selected periods are available.

Uses the data available in this saved assessment; later revisions may change historical values. This reconstructed chart does not show what was known on each historical date. Missing source periods break the line; unavailable metric values are omitted. Quality is evaluated at the assessment date.

Exact values · final 12 periods in this chart window
Exact plotted metric readings
Economic periodValueUnitQuality
07 Oct 20260.04index pointsValid
08 Oct 2026-0.044index pointsValid
09 Oct 2026-0.141index pointsValid
12 Oct 2026-0.164index pointsValid
13 Oct 2026-0.173index pointsValid
14 Oct 2026-0.239index pointsValid
15 Oct 20260.064index pointsValid
16 Oct 20260.022index pointsValid
19 Oct 2026-0.007index pointsValid
20 Oct 20260.006index pointsValid
21 Oct 2026-0.088index pointsValid
22 Oct 20260.301index pointsValid
Method, sources and timing

Economic period & freshness

Calculation uses the latest completed observation available at evaluation time, with its actual economic period and original availability. An older period contributes to assessment only within the configured source-age limit. Newly observed missing or invalid evidence is not replaced with an earlier value. Source status uses economic-age thresholds, not a release calendar; no future release time is inferred.

Source timing diagnostics
InputLatest source periodObservation ageAvailable to ECO ISource status
OFR volatility contribution22 Oct 20265 days26 Oct 2026 · 20:33 UTCCurrent
THE PUBLISHED TRANSFORMOutput the latest original published reading for its native economic period.

A contribution to the published OFR global financial stress index, in index points, not a separately standardized stress index. The five category contributions explain one index. They are not independent confirmations; source rounding can leave a small residual. The equity component reflects observed market stress, not a structural bubble valuation measure. Current revised observations are published with a two-business-day lag; first retrieval establishes availability.

Definition 9.0.0 · us_ofr_volatility_contribution
VALIDATION MATURITY

Research informed

A contribution to the published OFR global financial stress index, in index points, not a separately standardized stress index.

Published official-source measure; additional descriptive trends are evaluated separately from predictive validation.

SOURCE OBSERVATIONS

OFR volatility contribution

Office of Financial Research · Financial Stress Index

Canonical observations JSON ↗
Canonical source observations
Period endingSource valueUnitQualityAvailable to ECO I
13 Oct 2026-0.173index pointsValid15 Oct 2026 · 21:49 UTC
14 Oct 2026-0.239index pointsValid16 Oct 2026 · 18:40 UTC
15 Oct 20260.064index pointsValid19 Oct 2026 · 14:55 UTC
16 Oct 20260.022index pointsValid20 Oct 2026 · 18:45 UTC
19 Oct 2026-0.007index pointsValid21 Oct 2026 · 15:29 UTC
20 Oct 20260.006index pointsValid22 Oct 2026 · 18:24 UTC
21 Oct 2026-0.088index pointsValid23 Oct 2026 · 17:37 UTC
22 Oct 20260.301index pointsValid26 Oct 2026 · 20:33 UTC

Original OFR Financial Stress Index CSV · 8433d8ccaf70… ↗

Original OFR Financial Stress Index CSV · 46e6dcb7c75a… ↗

Original OFR Financial Stress Index CSV · c59b58d64c9d… ↗

Original OFR Financial Stress Index CSV · e7fd6f1097f3… ↗

Original OFR Financial Stress Index CSV · 5917047f4d03… ↗

Original OFR Financial Stress Index CSV · 1516a65aa856… ↗

Showing 6 of 36 retained source files. All retained source file hashes (JSON) ↗

Original published index and contributions. Credit: Office of Financial Research. The underlying third-party market inputs are not included. File hashes identify the exact retrieved bytes; these are not historical point-in-time vintages.

Chart source observations · 180 periods in this windowCanonical source observations, index points180 observed values from 2026-02-13 to 2026-10-22. Horizontal position follows economic dates. Lines stop at explicitly missing source periods. Recent exact values follow in the table; all retained readings are available through the pinned JSON query.-1012026-02-13: 0.013 index points2026-02-16: -0.091 index points2026-02-17: -0.19 index points2026-02-18: -0.35 index points2026-02-19: -0.224 index points2026-02-20: -0.382 index points2026-02-23: -0.282 index points2026-02-24: -0.232 index points2026-02-25: -0.475 index points2026-02-26: -0.289 index points2026-02-27: -0.33 index points2026-03-02: 0.139 index points2026-03-03: 0.345 index points2026-03-04: 0.797 index points2026-03-05: 0.431 index points2026-03-06: 1.129 index points2026-03-09: 1.525 index points2026-03-10: 0.465 index points2026-03-11: 0.993 index points2026-03-12: 1.232 index points2026-03-13: 1.347 index points2026-03-16: 0.932 index points2026-03-17: 0.45 index points2026-03-18: 0.615 index points2026-03-19: 0.761 index points2026-03-20: 1.058 index points2026-03-23: 1.212 index points2026-03-24: 1.088 index points2026-03-25: 0.998 index points2026-03-26: 1.453 index points2026-03-27: 1.32 index points2026-03-30: 1.733 index points2026-03-31: 1.305 index points2026-04-01: 0.385 index points2026-04-02: 0.96 index points2026-04-03: 0.451 index points2026-04-06: 0.836 index points2026-04-07: 1.051 index points2026-04-08: 0.401 index points2026-04-09: 0.257 index points2026-04-10: 0.143 index points2026-04-13: 0.141 index points2026-04-14: -0.108 index points2026-04-15: -0.198 index points2026-04-16: -0.177 index points2026-04-17: -0.321 index points2026-04-20: -0.015 index points2026-04-21: -0.038 index points2026-04-22: -0.066 index points2026-04-23: -0.115 index points2026-04-24: -0.037 index points2026-04-27: -0.093 index points2026-04-28: 0.001 index points2026-04-29: 0.027 index points2026-04-30: -0.127 index points2026-05-01: 0.224 index points2026-05-04: 0.338 index points2026-05-05: 0.267 index points2026-05-06: 0.132 index points2026-05-07: 0.023 index points2026-05-08: -0.087 index points2026-05-11: -0.155 index points2026-05-12: -0.1 index points2026-05-13: -0.171 index points2026-05-14: -0.273 index points2026-05-15: -0.105 index points2026-05-18: -0.033 index points2026-05-19: -0.05 index points2026-05-20: -0.16 index points2026-05-21: -0.282 index points2026-05-22: -0.305 index points2026-05-25: -0.3 index points2026-05-26: -0.342 index points2026-05-27: -0.355 index points2026-05-28: -0.514 index points2026-05-29: -0.741 index points2026-06-01: -0.465 index points2026-06-02: -0.347 index points2026-06-03: -0.438 index points2026-06-04: -0.435 index points2026-06-05: -0.271 index points2026-06-08: -0.164 index points2026-06-09: -0.102 index points2026-06-10: 0.201 index points2026-06-11: 0.081 index points2026-06-12: -0.132 index points2026-06-15: -0.364 index points2026-06-16: -0.523 index points2026-06-17: -0.494 index points2026-06-18: -0.495 index points2026-06-19: -0.464 index points2026-06-22: -0.478 index points2026-06-23: -0.254 index points2026-06-24: -0.032 index points2026-06-25: -0.338 index points2026-06-26: -0.293 index points2026-06-29: -0.017 index points2026-06-30: -0.252 index points2026-07-01: -0.391 index points2026-07-02: -0.722 index points2026-07-03: -0.493 index points2026-07-06: -0.403 index points2026-07-07: -0.591 index points2026-07-08: 0.094 index points2026-07-09: -0.092 index points2026-07-10: -0.315 index points2026-07-13: -0.216 index points2026-07-14: -0.301 index points2026-07-15: -0.454 index points2026-07-16: -0.439 index points2026-07-17: -0.179 index points2026-07-20: -0.173 index points2026-07-21: -0.379 index points2026-07-22: -0.402 index points2026-07-23: -0.142 index points2026-07-24: -0.275 index points2026-07-27: -0.293 index points2026-07-28: -0.05 index points2026-07-29: 0.048 index points2026-07-30: -0.137 index points2026-07-31: -0.542 index points2026-08-03: -0.313 index points2026-08-04: -0.361 index points2026-08-05: -0.43 index points2026-08-06: -0.564 index points2026-08-07: -0.58 index points2026-08-10: -0.716 index points2026-08-11: -0.697 index points2026-08-12: -0.526 index points2026-08-13: -0.57 index points2026-08-14: -0.604 index points2026-08-17: -0.602 index points2026-08-18: -0.484 index points2026-08-19: -0.468 index points2026-08-20: -0.497 index points2026-08-21: -0.597 index points2026-08-24: -0.557 index points2026-08-25: -0.535 index points2026-08-26: -0.547 index points2026-08-27: -0.632 index points2026-08-28: -0.801 index points2026-08-31: -0.587 index points2026-09-01: -0.574 index points2026-09-02: -0.577 index points2026-09-03: -0.52 index points2026-09-04: -0.589 index points2026-09-07: -0.69 index points2026-09-08: -0.347 index points2026-09-09: -0.228 index points2026-09-10: -0.154 index points2026-09-11: -0.275 index points2026-09-14: -0.081 index points2026-09-15: -0.097 index points2026-09-16: -0.225 index points2026-09-17: -0.406 index points2026-09-18: -0.512 index points2026-09-21: -0.574 index points2026-09-22: -0.606 index points2026-09-23: -0.488 index points2026-09-24: -0.248 index points2026-09-25: -0.496 index points2026-09-28: -0.186 index points2026-09-29: -0.177 index points2026-09-30: -0.332 index points2026-10-01: -0.142 index points2026-10-02: -0.189 index points2026-10-05: -0.175 index points2026-10-06: -0.131 index points2026-10-07: 0.04 index points2026-10-08: -0.044 index points2026-10-09: -0.141 index points2026-10-12: -0.164 index points2026-10-13: -0.173 index points2026-10-14: -0.239 index points2026-10-15: 0.064 index points2026-10-16: 0.022 index points2026-10-19: -0.007 index points2026-10-20: 0.006 index points2026-10-21: -0.088 index points2026-10-22: 0.301 index points13 Feb 202618 Jun 202622 Oct 2026

Showing periods 6,607–6,786 of 6,786 in this date range. Each chart page contains at most 180 original periods; values are not downsampled. All retained snapshot-selected periods are available.

Uses snapshot-selected vintages. The final eight exact values in this window are tabulated above. The pinned JSON query provides all matching observations and provenance; follow its cursor for further pages.

Snapshot identity
Snapshot
ero_us_macro_financial_20261027T003609Z_3476e48f61e8
Profile version
11.0.0
Generated
27 Oct 2026 · 00:38 UTC
Analytical content SHA-256
3476e48f61e89a392bf424594d533e4786040223a0d6bad7c1aa54e7ac1c3ce3

Source: U.S. Bureau of Labor Statistics. BLS.gov cannot vouch for the data or analyses derived from these data after the data have been retrieved from BLS.gov. Data access dates are supplied as retrieved_at in canonical observations. Latest retained BLS access: 03 Oct 2026 · 00:33 UTC. BLS source terms

Source: BIS debt service, credit and credit-gap statistics; debt service is model-based. ECO I's calculations and interpretation are its own; BIS does not endorse them. BIS statistical-use terms