Which stocks are the most volatile? Least volatile? Will your stock's volatility rise or fall over the next month? A stock's historical volatility is measured as the standard deviation of its past returns (annualized).

In the table below, we list historical volatility (standard deviation) estimates over the past year and past 5 years. Current volatility estimates from our volatility models, and the average volatility forecast over the next month. All estimates are annualized and computed using daily stock returns.

Volatility Estimates and Forecasts (Standard Deviation) for Large-Cap Stocks

Data updated through market close on 11/27/2020

Ticker	5-Year Historical	1-Year Historical	Month Ago (Model)	Current Estimate (Model)	Next Month Average Forecast
OXY	54.99	91.93	67.23	110.66	70.99
SPG	42.22	69.94	40.28	77.26	55.26
SLB	40.25	62.80	57.29	70.25	59.88
AXP	32.17	48.34	41.92	62.20	46.79
XOM	28.06	41.37	41.28	61.85	44.43
BA	42.69	67.36	47.53	57.82	46.76
COP	41.63	57.20	58.53	55.18	48.34
WFC	31.81	47.42	45.98	52.99	36.86
KHC	33.50	45.38	59.76	52.51	35.66
CVX	32.38	47.44	37.99	51.98	40.35
WBA	30.18	40.80	35.83	49.91	37.41
F	31.46	43.35	34.17	45.63	36.57
BKNG	31.97	42.25	50.15	44.92	35.76
GE	38.43	55.14	54.24	44.83	41.40
DIS	26.47	38.33	32.35	44.20	32.55
CVS	27.43	34.36	27.83	41.50	32.46
BK	28.50	39.66	42.15	41.34	30.97
COF	37.79	56.62	48.55	41.16	38.26
BIIB	44.30	60.89	57.47	39.89	44.02
USB	29.29	44.92	39.51	39.79	31.69
KMI	36.30	43.91	36.86	39.57	36.67
BAC	33.68	46.33	37.14	39.44	34.70
RTX	28.97	43.92	64.61	39.03	31.48
NFLX	41.88	40.72	40.09	37.27	40.94
GM	34.51	48.38	39.98	37.25	35.02
C	36.08	53.07	36.48	37.13	34.87
NVDA	45.83	50.01	68.44	37.11	45.07
JPM	29.41	42.41	35.05	36.67	31.16
AIG	35.65	55.93	35.66	36.56	34.02
MS	33.83	45.32	38.65	36.14	32.89
LOW	30.92	43.21	32.17	35.09	31.30
MET	33.86	47.04	53.59	34.58	33.41
EMR	29.96	43.11	31.38	34.11	30.34
MA	28.20	38.85	63.57	33.83	28.98
UPS	24.68	34.61	83.75	33.54	27.05
FDX	31.90	45.45	33.66	33.09	32.44
UNH	27.67	39.06	31.39	32.42	29.51
TMO	24.92	32.36	25.38	32.39	26.40
CAT	30.73	37.55	34.94	31.72	30.59
LLY	26.62	33.59	43.60	31.44	27.98
QCOM	35.74	47.44	38.52	31.38	35.40
FB	32.28	38.28	59.55	30.50	33.43
CMCSA	24.98	30.84	29.66	30.25	27.32
TGT	29.54	35.96	25.80	28.35	30.74
AAPL	29.63	37.96	42.04	28.26	28.68
MDT	23.64	31.67	30.16	28.04	24.78
ABT	25.26	32.25	27.34	28.03	25.43
IBM	25.42	33.22	37.76	27.37	25.13
HON	24.52	35.76	33.02	26.76	24.43
GS	30.56	41.42	34.02	26.41	27.94
CHTR	28.37	28.22	34.38	26.37	27.82
ADBE	31.22	39.12	42.98	26.13	29.53
AMGN	26.48	31.54	33.41	26.06	25.53
TXN	29.04	36.47	29.81	25.47	26.99
PM	25.56	33.58	32.89	25.46	26.09
CSCO	27.06	35.74	42.01	25.09	27.02
GD	23.91	32.21	27.77	24.99	23.61
PFE	21.99	28.90	40.32	24.92	23.05
BMY	26.96	26.40	30.80	24.58	24.98
DUK	22.31	31.91	21.25	24.43	23.43
EXC	26.74	37.85	28.36	24.43	25.08
MO	24.06	31.40	31.45	24.22	23.68
MMM	23.93	33.24	25.73	24.15	23.89
KO	19.41	28.55	22.43	23.84	21.96
ABBV	29.84	31.98	32.08	23.56	29.06
INTC	32.19	43.42	55.16	23.39	30.82
AMZN	30.52	31.68	41.27	23.07	30.11
GOOGL	26.83	32.77	47.20	22.24	26.00
ORCL	25.35	32.69	31.63	22.10	23.56
UNP	27.63	35.17	41.81	22.01	25.05
GILD	27.59	31.31	24.78	21.91	26.45
V	25.66	33.84	43.68	21.84	23.93
BRKB	20.98	27.65	24.52	21.72	20.52
GOOG	26.97	32.82	49.74	21.56	26.17
DHR	21.37	28.48	29.70	21.05	20.61
MSFT	27.73	35.17	47.17	20.97	26.75
BLK	28.32	38.28	29.74	20.84	24.89
LMT	23.55	32.79	28.11	20.82	21.74
T	22.44	29.08	27.20	20.64	20.88
HD	25.18	35.52	26.49	20.26	22.28
SO	24.03	35.93	22.52	20.24	21.20
NEE	22.63	32.33	20.89	19.46	21.12
MRK	22.15	26.73	25.29	19.43	20.60
SBUX	26.51	36.07	30.49	19.27	24.29
MDLZ	23.27	27.09	31.50	17.81	21.16
JNJ	19.47	25.14	22.93	17.14	18.01
NKE	27.48	34.05	41.89	17.04	25.60
ALL	24.01	34.17	22.88	16.81	18.86
ACN	24.54	32.55	41.87	16.50	22.57
WMT	22.11	25.28	27.84	15.80	22.39
PG	19.72	26.61	27.66	15.68	18.11
COST	20.88	24.11	24.48	15.38	20.24
MCD	22.50	31.40	33.60	15.12	19.83
CL	20.43	26.22	23.48	14.54	18.76
VZ	18.78	21.18	18.93	14.42	17.13

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