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 for Individual Large-Cap Stocks

Data updated through market close on 08/17/2018

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
WMT	18.28	20.92	16.60	93.10	28.30
FB	33.33	28.35	28.05	47.30	45.97
NFLX	45.75	32.70	47.67	41.52	48.53
NVDA	34.39	44.23	29.34	32.72	38.43
COP	28.13	25.96	26.95	32.38	29.99
HAL	29.62	25.71	25.98	31.83	30.44
BIIB	34.57	30.28	31.48	31.64	34.66
BA	22.08	22.50	21.03	30.15	23.68
GILD	28.13	23.80	22.48	29.61	30.19
CHTR	27.04	27.69	28.72	28.91	28.13
CELG	30.35	29.70	25.06	28.53	29.19
CAT	23.43	24.63	26.66	27.22	25.44
BKNG	25.87	22.89	23.12	26.14	26.07
AMZN	28.55	23.33	26.48	25.77	29.14
MS	26.46	23.60	26.35	25.37	26.27
OXY	22.50	21.02	19.96	25.23	23.88
GM	25.26	25.81	24.52	24.90	25.32
C	24.03	20.20	24.09	24.50	23.88
SLB	23.10	20.84	22.47	24.36	23.61
BAC	25.45	23.47	25.06	24.09	24.67
CVX	20.44	18.05	21.02	23.94	21.91
BMY	24.44	23.72	23.48	23.74	24.21
TGT	22.87	28.51	22.68	23.54	23.42
DWDP	23.72	20.47	22.69	23.49	23.00
CVS	20.50	26.63	28.78	23.34	21.70
TXN	22.07	21.84	22.26	22.74	22.20
GOOG	22.19	20.15	19.17	22.52	22.79
MET	25.01	22.24	26.71	22.49	24.85
F	23.09	21.32	21.00	22.22	22.89
CMCSA	20.29	22.79	23.07	22.20	21.34
INTC	23.31	24.44	20.34	21.88	23.33
FOXA	23.91	25.5 > 4	21.94	21.85	23.84
MSFT	22.68	19.14	20.72	21.81	23.07
GOOGL	22.10	20.26	20.55	21.78	22.61
BLK	21.64	19.15	18.83	21.58	21.31
FOX	23.39	25.10< > /td>	21.13	21.04	23.31
BK	20.94	18.91	42.45	20.63	20.89
LOW	22.22	24.33	17.57	20.49	22.39
WBA	24.43	22.52	28.60	20.07	24.11
NKE	22.23	23.05	20.82	20.02	22.15
AMGN	24.24	20.17	19.78	19.98	22.49
FDX	20.97	19.51	23.38	19.85	20.03
MA	20.11	18.03	18.64	19.78	19.94
GS	22.08	21.77	19.16	19.72	21.04
AGN	28.03	26.09	23.40	19.71	26.04
AXP	19.94	17.78	26.73	19.70	20.11
QCOM	26.22	28.01	20.76	19.69	25.74
EMR	20.02	19.93	19.84	19.32	19.18
GE	20.57	24.99	15.80	19.31	20.92
JPM	20.53	19.17	21.04	19.31	19.93
MRK	19.13	18.17	17.09	19.29	19.10
ORCL	21.12	21.10	19.42	19.23	21.01
KMI	29.18	21.24	19.00	19.18	23.84
SBUX	20.30	19.42	18.25	18.61	20.58
XOM	17.63	15.99	14.32	18.59	17.71
UNP	21.21	20.45	21.06	18.24	18.98
IBM	19.05	> 18.46	26.66	18.21	19.25
SO	15.01	15.07	16.26	18.21	16.79
COF	23.06	22.35	24.20	18.08	22.37
CSCO	21.26	19.59	23.59	17.91	18.33
RTN	17.86	17.27	15.08	17.91	17.71
GD	18.21	18.11	16.23	17.84	17.80
AIG	20.80	18.08	23.42	17.81	20.49
DHR	16.41	15.90	14.75	17.78	17.14
ABT	19.44	17.25	17.92	17.71	17.83
MMM	16.23	17.29	14.47	17.58	16.53
T	16.73	19.63	16.47	17.49	16.78
MDLZ	20.56	19.43	19.82	17.05	19.90
LMT	16.80	17.06	16.73	16.98	16.77
DIS	18.56	16.90	17.19	16.93	17.81
LLY	20.68	20.28	15.07	16.88	18.96
HON	16.69	14.03	17.16	16.51	16.25
ACN	19.11	17.84	17.72	16.28	17.95
VZ	16.89	18.55	15.59	16.19	16.68
AAPL	24.46	19.89	21.15	16.16	17.27
PM	18.25	21.87	23.71	16.00	18.26
MO	17.25	19.47	17.22	15.97	17.18
PG	14.43	13.80	16.03	15.87	14.72
V	20.07	16.97	15.66	15.86	19.10
COST	17.49	18.56	16.75	15.79	17.71
SPG	18.11	19.72	14.82	15.68	16.34
EXC	20.42	16.97	16.28	15.45	17.05
USB	16.98	16.18	14.75	15.30	16.08
BRKB	15.39	16.05	28.61	15.28	15.10
UTX	16.83	16.03	16.03	15.25	16.22
WFC	19.35	21.67	19.32	15.24	18.45
HD	17.90	16.66	11.93	15.13	16.93
UNH	20.15	17.83	19.15	15.04	17.10
CL	15.79	16.59	16.18	15.04	15.75
UPS	16.51	18.69	14.23	14.88	16.78
ALL	16.21	15.65	17.95	14.46	14.73
MDT	18.03	18.00	14.18	14.19	17.00
DUK	15.47	14.02	16.62	14.18	14.38
PFE	17.00	16.06	13.90	14.07	16.23
MCD	15.39	16.16	15.59	13.89	15.54
JNJ	14.56	15.42	19.71	12.96	13.81
NEE	16.04	14.84	14.87	12.87	13.74
KO	14.03	12.06	11.95	11.42	13.68

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