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 04/22/2022
Ticker | 5-Year Historical | 1-Year Historical | Month Ago (Model) | Current Estimate (Model) | Next Month Average Forecast |
NFLX | 44.17 | 53.51 | 62.37 | 127.04 | 112.88 |
FB | 35.55 | 41.83 | 45.07 | 84.58 | 48.00 |
PYPL | 37.99 | 46.23 | 58.58 | 73.31 | 53.33 |
NVDA | 48.66 | 48.29 | 55.99 | 70.90 | 54.39 |
TSLA | 58.56 | 64.20 | 65.97 | 59.37 | 58.44 |
SLB | 43.36 | 46.03 | 54.21 | 44.61 | 43.86 |
AMZN | 29.86 | 32.19 | 31.57 | 43.89 | 34.87 |
NEE | 24.23 | 25.02 | 23.68 | 42.66 | 33.43 |
CHTR | 28.01 | 25.92 | 30.01 | 42.17 | 34.50 |
ADBE | 32.87 | 34.79 | 66.83 | 40.50 | 36.35 |
BIIB | 44.18 | 53.65 | 37.77 | 40.13 | 47.43 |
COP | 40.98 | 40.56 | 30.89 | 39.06 | 40.38 |
DIS | 28.06 | 29.93 | 34.13 | 39.06 | 35.30 |
IBM | 25.73 | 24.41 | 19.26 | 38.86 | 29.34 |
GM | 37.64 | 40.22 | 44.29 | 38.39 | 37.89 |
F | 36.12 | 42.18 | 45.75 | 37.91 | 37.72 |
QCOM | 37.37 | 39.60 | 38.74 | 36.86 | 38.75 |
FDX | 32.66 | 29.99 | 37.73 | 36.33 | 35.27 |
BA | 44.70 | 40.42 | 44.16 | 33.87 | 39.48 |
CVX | 32.20 | 30.25 | 31.61 | 33.86 | 32.78 |
WFC | 34.45 | 36.13 | 47.14 | 33.78 | 35.71 |
KHC | 30.86 | 23.22 | 28.24 | 33.52 | 31.59 |
BAC | 33.13 | 30.11 | 36.15 | 33.39 | 34.94 |
BLK | 28.18 | 24.88 | 29.59 | 33.02 | 30.39 |
LOW | 31.72 | 27.16 | 38.88 | 32.93 | 33.69 |
GOOG | 26.73 | 27.21 | 30.15 | 31.91 | 31.24 |
GOOGL | 26.81 | 27.40 | 30.60 | 31.52 | 31.02 |
T | 23.95 | 21.97 | 17.77 | 30.44 | 26.91 |
MSFT | 27.10 | 26.18 | 26.84 | 30.33 | 28.50 |
PFE | 23.89 | 27.17 | 29.12 | 30.20 | 26.61 |
INTC | 33.87 | 34.52 | 29.01 | 30.20 | 32.60 |
BKNG | 33.02 | 37.29 | 44.25 | 30.14 | 32.37 |
NKE | 28.64 | 28.17 | 27.07 | 29.35 | 30.64 |
ABBV | 27.52 | 21.68 | 22.95 | 29.07 | 28.24 |
TMO | 25.58 | 25.73 | 28.79 | 28.75 | 27.56 |
DHR | 23.20 | 24.98 | 29.38 | 27.95 | 28.83 |
HD | 25.84 | 22.94 | 34.32 | 27.92 | 28.03 |
TGT | 30.36 | 26.55 | 34.97 | 27.85 | 32.06 |
XOM | 30.06 | 33.84 | 43.26 | 27.51 | 29.63 |
AAPL | 29.65 | 30.62 | 24.94 | 26.99 | 30.42 |
BK | 29.06 | 29.90 | 31.66 | 26.91 | 30.25 |
AXP | 33.38 | 33.63 | 45.32 | 26.88 | 33.27 |
MS | 33.15 | 29.46 | 35.82 | 26.87 | 33.84 |
SPG | 44.05 | 41.42 | 33.52 | 26.82 | 39.51 |
WBA | 30.36 | 30.67 | 23.30 | 26.48 | 29.15 |
JPM | 29.24 | 26.90 | 31.43 | 26.33 | 29.46 |
COF | 38.44 | 35.82 | 42.72 | 26.31 | 35.65 |
CVS | 28.04 | 24.01 | 22.20 | 26.22 | 28.35 |
ACN | 24.88 | 23.39 | 26.68 | 26.11 | 28.27 |
AIG | 37.03 | 34.10 | 26.19 | 25.79 | 37.33 |
COST | 21.35 | 20.04 | 20.06 | 25.71 | 23.91 |
GE | 40.16 | 35.82 | 34.90 | 25.59 | 33.46 |
SBUX | 27.21 | 25.70 | 34.22 | 25.53 | 25.86 |
GS | 30.83 | 27.13 | 29.69 | 25.08 | 31.02 |
MO | 24.83 | 22.15 | 20.54 | 24.85 | 25.29 |
USB | 30.40 | 30.74 | 30.08 | 24.78 | 30.67 |
LLY | 27.50 | 30.72 | 25.42 | 24.68 | 27.66 |
RTX | 29.57 | 27.71 | 24.67 | 24.59 | 27.34 |
C | 35.32 | 30.06 | 28.95 | 24.54 | 31.90 |
UNP | 26.90 | 22.93 | 20.25 | 24.46 | 28.03 |
LMT | 24.81 | 22.75 | 33.32 | 24.22 | 24.12 |
ABT | 24.69 | 23.44 | 30.23 | 23.95 | 25.89 |
CSCO | 26.21 | 22.72 | 31.29 | 23.61 | 27.60 |
TXN | 29.36 | 26.91 | 27.26 | 23.43 | 27.60 |
CMCSA | 25.71 | 24.07 | 21.13 | 22.82 | 26.40 |
CAT | 30.71 | 28.24 | 26.27 | 22.74 | 33.17 |
ORCL | 26.69 | 26.36 | 25.60 | 22.69 | 27.72 |
GILD | 25.69 | 19.75 | 20.89 | 22.61 | 24.14 |
MET | 33.11 | 29.04 | 26.15 | 22.07 | 33.39 |
MMM | 24.24 | 20.77 | 25.22 | 21.85 | 22.66 |
UPS | 26.87 | 29.54 | 26.04 | 21.55 | 27.49 |
PM | 26.01 | 21.57 | 36.51 | 21.38 | 26.73 |
EXC | 25.75 | 20.56 | 15.06 | 21.23 | 23.75 |
MA | 29.71 | 30.43 | 30.05 | 21.07 | 30.54 |
GD | 23.84 | 20.62 | 26.13 | 20.30 | 22.57 |
UNH | 27.11 | 22.05 | 22.31 | 20.29 | 26.14 |
HON | 24.75 | 22.97 | 23.58 | 20.10 | 23.86 |
ALL | 24.51 | 21.84 | 21.67 | 20.07 | 29.72 |
PG | 19.80 | 15.92 | 17.67 | 19.79 | 19.46 |
V | 26.26 | 25.92 | 28.68 | 19.74 | 28.13 |
EMR | 30.07 | 25.37 | 21.49 | 19.72 | 27.53 |
MDT | 23.92 | 22.78 | 24.28 | 19.07 | 26.26 |
JNJ | 19.53 | 16.11 | 18.26 | 19.01 | 18.80 |
KMI | 31.45 | 27.31 | 29.33 | 18.21 | 28.46 |
MRK | 22.49 | 21.47 | 16.42 | 17.95 | 21.63 |
BMY | 25.91 | 19.96 | 19.53 | 17.88 | 22.13 |
SO | 24.17 | 18.09 | 16.99 | 17.79 | 20.80 |
AMGN | 24.94 | 22.29 | 19.74 | 17.25 | 23.26 |
BRKB | 20.78 | 17.10 | 19.48 | 16.68 | 20.22 |
WMT | 21.13 | 18.37 | 20.31 | 16.57 | 22.26 |
MDLZ | 21.41 | 16.73 | 20.32 | 16.19 | 19.99 |
VZ | 18.78 | 15.29 | 19.18 | 16.12 | 23.34 |
KO | 19.72 | 17.78 | 20.64 | 15.15 | 17.38 |
PEP | 20.26 | 15.67 | 16.58 | 14.83 | 18.48 |
CL | 20.22 | 16.10 | 25.68 | 14.82 | 18.71 |
MCD | 22.23 | 16.63 | 20.98 | 14.71 | 19.91 |