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We consider the communication complexity of the graph connectivity problem, where the edges of an n-vertex undirected graph G are distributed between two parties Alice and Bob, who are then required to communicate to determine if G is connected. We show that in any randomized protocol with two-rounds of communication, Alice and Bob must exchange Ω(nlog n) bits; such a lower bound for one-round protocols was shown by Sun and Woodruff (APPROX/RANDOM 2015). A one-round deterministic protocol, where Alice sends O(n log n) bits and Bob determines the answer, was observed by Hajnal, Maass and Turan (STOC 1988); they also showed a matching lower bound of Ω(n log n) bits for deterministic protocols with unbounded rounds of communication. For randomized protocols, a reduction from the set disjointness problem due to Babai, Frankl and Simon (FOCS 1986) implies a randomized lower bound of Ω(n) even with unbounded rounds of communication. Whether this lower bound can be improved to Ω(n log n) has been an outstanding open question, whose algorithmic implications were recently emphasized by Apers, Efron, Gawrychowski, Lee, Mukopadhyay and Nanongkai (FOCS 2022). Our lower bound for randomized two-round protocols is based on a reduction from a restricted version of the two-player pointer chasing problem originally studied by Papadimitriou and Sipser (JCSS 1984). Using this reduction, we show an ω(n) lower bounds on graph connectivity for any constant number of rounds by extending deterministic lower bounds shown by Ponzio, Radhakrishnan and Venkatesh (JCSS 2001) to the randomized setting.