Archeological digs and studies found ash as deep as 4 feet in the area of North Carolina from the last Yellowstone Super Volcano eruption about 640,000 years ago. So..we are due. And it will be a killer. The US is screwed when it happens.
The one before that was 1,400,000 million years ago. So they hit on average about once every 700,000 years, give or take 50,000 years.
It is statistically more likely than an extinction level asteroid hit, but still not very likely in our lifetimes.