I have created a RBC model, where I use the command loglinear when doing my simulations. I am now confused about how to interpret different moments. When calculating the standard deviation of lets say output (Y) i get 0.07. Is that interpreteted as my model having a standard deviation of 7% deviation from the steady state? ty for helping

In dynare reference manual for Dynare 6.0 in page 79 you can see the loglinear option in \texttt {stoch_simul() } command.

\texttt{stoch_simul() } will display the moments, decision rules, and impulse responses for the log-linearized
variables. The decision rules saved in \texttt {oo_.dr } and the simulated variables will also be the ones for the
log-linear variables.

Yes, log-linearisation gives you percentage deviations from the steady state (for the moments and IRFs). See the discussion about the different ways to achieve this in Dynare (the loglinear option is not always possible or desirable):

Thanks, for the quick reply and sorry I could not find that answer on my own. I just had to be sure, since my model produces some unrealistic big volatility in output. Have a nice day