AAPL   CSCO   GOOG   GS   INTC   Stocks Near 52-Week Highs and Lows   Volatility Estimates   Subscribe  
Will your stock's volatility rise or fall over the next month? In the table below, we provide historical volatility 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 for Individual Large-Cap Stocks

(As of market close 01/31/2014)
Ticker 5-Year Historical 1-Year Historical Month Ago (Model) Current Estimate (Model) Next Month Average Forecast
AAPL28.7326.08 25.7945.9734.91
ABT18.5219.41 16.9322.7820.14
ACN25.4921.05 19.5924.4225.14
AEP18.4814.91 12.1913.4716.19
AIG77.4524.47 20.9828.6457.33
ALL32.2715.81 15.2320.8428.68
AMGN24.4927.42 19.1724.9725.24
AMZN36.5828.42 31.5235.9946.82
APA31.8922.44 20.0424.7028.41
APC40.1324.08 28.9226.4634.70
AXP39.2118.76 13.2126.9134.63
BA28.6921.30 18.3337.4533.01
BAC60.6322.82 21.4126.7650.82
BAX22.2916.68 14.9716.8223.17
BK36.8219.91< > /td> 16.7428.5034.05
BMY21.6123.18 18.0032.0725.86
BRKB23.9214.70 11.6716.8622.33
C61.3223.40 19.6433.5352.87
CAT34.3919.17 16.9032.3532.73
CL17.2215.66 14.4617.0317.02
CMCSA27.7920.01 15.6620.7723.96
COF53.8619.76 13.7829.9140.63
COP24.4714.90 15.4519.1922.73
COST20.4915.03 15.9421.6821.12
CSCO30.3025.09 27.9428.6730.11
CVS24.5316.72 16.9922.2225.43
CVX22.1414.15 14.8619.6825.59
DD28.2516.83 14.6023.9426.56
DIS26.6618.34 16.9824.8025.49
DOW41.7623.96 22.4931.5435.06
DVN32.1422.69 20.6521.1826.70
EBAY33.3325.07 25.8628.2529.64
EMC28.0720.83 19.0725.3326.85
EMR27.9317.86 14.9823.1125.02
EXC20.8419.35 17.2219.3719.87
F40.7323.83 29.7729.1635.76
FCX43.9726.98 18.6037.1940.75
FDX31.7823.02 18.3228.5029.23
GD24.5518.23 13.9022.2122.82
GE31.9517.43 13.7725.4928.92
GILD29.2928.43 27.5627.0829.05
GOOG25.9521.48 22.4026.3826.83
GS35.5021.00 19.0424.9732.91
HAL39.6524.93 25.0227.4634.02
HD24.2517.42 13.2322.7223.39
HON27.3116.67 13.9818.6223.28
HPQ35.8936.99 28.0726.9130.53
IBM20.14 > 18.85 15.1921.1820.85
INTC26.1419.72 19.4522.1223.84
JNJ14.4013.21 13.1218.4316.15
JPM41.5019.53 17.6326.2836.53
KO16.9815.93 12.5420.1818.80
LLY19.7216.42 15.1818.2219.14
LMT21.5916.09 16.5321.5521.58
LOW29.2922.78 22.2926.7327.82
MA31.5220.12 13.1037.5539.78
MCD16.2012.11 13.2913.8014.55
MDLZ19.6020.48 16.0320.2019.88
MDT23.8516.24 17.0620.8422.26
MET48.2424.51 19.1833.5741.29
MMM22.6414.54 16.7322.4221.99
MO16.3314.86 12.9619.9918.27
MON28.5619.70 14.0221.3523.44
MRK23.2717.39 14.8921.9922.47
MS48.1227.55 25.7431.1441.29
MSFT25.2925.66 19.9423.3125.21
NKE26.5520.20 20.5324.8626.16
NOV38.7520.43 18.2722.7930.20
NSC29.5821.23 17.1430.4029.75
ORCL27.6023.42 20.4024.5427.28
OXY30.6117.88 16.6820.3825.26
PEP16.1713.93 12.8615.9116.14
PFE21.8516.46 16.8622.7222.96
PG16.9216.08 14.6018.9717.68
PM20.0415.51 15.5521.9921.63
QCOM27.0217.71 18.5226.9626.57
RTN21.8216.92 15.7022.8422.87
SBUX32.4719.66 20.6128.6730.82
SLB34.1920.71 20.7122.1728.18
SO14.4712.96 11.4411.5113.02
SPG39.0217.67 15.3017.8933.74
T18.2215.16 13.4615.3516.91
TGT23.6216.40 19.3321.1822.03
TWX29.7918.42 15.1124.8527.63
TXN27.2218.52 14.8420.6322.73
UNH31.1720.60 19.1224.5627.68
UNP28.6017.66 12.8617.9724.41
UPS21.9513.95 11.5417.4519.63
USB41.5813.04 14.4019.6633.68
UTX23.3415.64 13.9217.3919.89
V29.2722.40 14.0631.0232.27
VZ18.7317.24 14.2615.7817.88
WAG26.0522.43 24.0824.9026.15
WFC48.3815.91 15.6517.2037.65
WMT16.2012.31 11.8013.3214.80

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