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 08/16/2019

We update this report at the end of each week. Sign up to receive Update Notifications.

Ticker	5-Year Historical	1-Year Historical	Month Ago (Model)	Current Estimate (Model)	Next Month Average Forecast
GE	27.08	40.44	31.48	83.73	61.63
CSCO	22.10	25.48	17.18	79.53	38.09
WMT	18.86	22.04	15.23	64.30	24.50
NVDA	39.98	46.99	27.61	48.81	44.47
NFLX	41.73	41.41	76.90	40.89	42.31
FB	30.44	34.94	23.64	39.90	33.27
KHC	28.17	34.70	22.60	39.48	31.67
C	24.19	24.22	17.62	38.75	30.23
BAC	25.23	24.43	19.39	37.88	29.76
SLB	24.61	28.06	26.03	37.61	33.74
BIIB	37.13	40.39	35.89	37.38	36.99
WFC	20.11	22.26	24.29	37.26	24.81
WBA	25.37	27.62	23.27	36.19	26.26
AMZN	30.08	31.33	25.19	36.09	32.14
COF	23.69	24.65	25.20	35.75	26.12
COP	29.77	27.52	26.12	35.56	32.66
OXY	24.27	25.83	23.59	35.48	31.42
MET	24.65	24.00	21.25	35.30	26.01
ADBE	26.77	31.37	20.04	34.96	28.58
MS	25.82	25.66	22.42	33.83	27.74
BLK	21.92	24.04	18.23	33.13	25.92
AIG	21.13	24.16	18.61	32.94	22.92
AMGN	23.77	22.80	22.13	32.60	26.71
CAT	25.62	30.19	22.39	32.42	29.74
TXN	24.04	29.00	21.70	32.38	28.84
EMR	21.05	23.57	21.36	31.84	26.80
AAPL	24.49	28.13	19.01	31.73	26.34
GS	22.86	25.04	18.79	31.32	27.02
JPM	20.65	20.79	16.93	30.95	24.21
MA	21.96	25.33	16.01	30.90	23.83
NKE	23.07	25.77	23.23	30.76	23.90
QCOM	29.61	35.97	28.94	30.46	29.82
BK	21.34	22.60	24.43	30.17	22.97
MSFT	22.89	25.23	19.35	30.09	24.41
XOM	18.69	19.82	16.60	30.06	23.48
FDX	22.93	27.83	26.39	29.81	27.91
BA	24.06	29.79	24.52	29.71	25.86
LLY	21.56	21.57	24.98	29.18	24.97
UNP	22.53	24.83	28.46	29.06	26.51
UTX	18.32	21.88	18.93	28.70	22.38
ABBV	28.43	32.68	28.10	28.40	28.70
UPS	18.96	25.08	24.54	28.20	26.67
V	20.62	22.39	14.48	28.18	22.21
TGT	24.82	29.25	21.60	27.86	25.79
USB	17.63	18.00	12.90	27.82	20.83
PFE	17.87	19.51	16.52	27.45	19.86
DIS	19.39	21.77	16.36	27.33	21.94
GOOG	23.56	26.92	18.85	27.32	24.98
BKNG	26.51	27.46	24.86	27.24	26.76
GM	25.47	28.31	22.29	27.16	26.25
MMM	18.80	24.31	26.48	26.94	26.16
GOOGL	23.38	26.77	18.89	26.84	24.71
F	24.12	27.49	22.74	26.63	24.49
ACN	19.07	20.55	14.64	26.42	20.88
INTC	25.04	31.21	21.98	26.21	25.41
IBM	20.18	> 22.94	30.12	26.07	21.47
CHTR	26.93	28.96	25.09	25.92	26.67
CVX	21.50	21.56	15.24	25.78	23.70
ABT	20.14	21.44	16.36	25.64	22.61
HD	18.37	20.36	16.06	25.61	20.93
UNH	20.92	23.48	22.89	25.53	23.30
BMY	25.88	27.04	25.24	25.51	25.97
CVS	22.65	28.87	24.22	25.21	24.29
KMI	29.41	21.79	20.42	24.87	26.15
GILD	27.34	25.24	23.85	24.67	27.57
ORCL	20.98	23.19	20.42	24.38	21.62
CELG	31.10	30.88	25.41	24.36	28.47
HON	17.01	18.15	21.69	24.20	20.05
RTN	19.23	22.50	18.20	23.68	20.45
COST	18.25	20.15	14.41	23.48	19.10
AXP	20.19	20.81	12.96	23.12	20.99
AGN	30.40	33.37	25.81	22.93	30.21
MDLZ	20.04	17.95	15.79	22.68	20.30
MO	19.35	24.62	19.90	22.51	20.44
LOW	23.20	28.09	24.10	22.48	23.94
SPG	18.58	19.61	18.61	22.21	21.22
CMCSA	20.86	25.29	16.52	21.93	21.49
MRK	19.41	19.65	21.18	20.60	19.12
DHR	17.34	19.94	15.47	20.41	18.87
GD	18.82	22.05	16.91	20.15	19.05
CL	16.63	18.99	14.36	19.99	17.45
EXC	19.69	15.97	16.61	19.46	19.40
T	17.81	22.05	18.70	19.26	19.23
SBUX	20.34	21.70	20.81	19.03	20.45
ALL	16.97	19.43	14.86	18.66	17.54
BRKB	16.25	19.79	17.46	18.58	16.73
MDT	18.55	19.38	13.20	18.25	18.05
LMT	17.67	21.25	16.64	17.92	17.62
SO	15.52	16.89	14.29	17.81	16.81
JNJ	15.87	19.11	20.53	17.43	16.40
PG	15.10	17.90	11.83	17.43	15.83
MCD	16.03	17.67	12.73	17.16	16.14
PM	19.96	26.48	66.09	17.10	20.11
VZ	17.09	19.78	15.15	16.71	17.04
NEE	16.24	15.80	15.56	15.52	16.14
PEP	14.30	16.62	13.49	15.11	14.35
DUK	15.73	15.30	13.51	14.15	14.49

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