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 12/23/2022
Ticker | 5-Year Historical | 1-Year Historical | Month Ago (Model) | Current Estimate (Model) | Next Month Average Forecast |
TSLA | 61.95 | 58.54 | 67.75 | 72.77 | 66.72 |
CHTR | 31.04 | 34.25 | 35.40 | 64.74 | 53.20 |
NVDA | 50.56 | 55.00 | 55.04 | 62.44 | 54.10 |
NFLX | 46.84 | 58.20 | 53.67 | 52.74 | 51.22 |
META | 41.67 | 53.69 | 36.10 | 47.32 | 46.53 |
GM | 39.59 | 40.77 | 35.68 | 46.84 | 42.18 |
SLB | 46.42 | 45.57 | 44.52 | 45.75 | 46.36 |
ACN | 26.92 | 27.82 | 26.43 | 45.50 | 33.34 |
F | 38.81 | 45.83 | 38.61 | 45.01 | 42.03 |
BIIB | 46.48 | 46.64 | 41.29 | 43.45 | 48.02 |
AMZN | 34.18 | 40.44 | 42.31 | 42.40 | 35.98 |
COF | 40.76 | 37.39 | 53.87 | 40.40 | 39.07 |
QCOM | 39.28 | 40.82 | 41.03 | 40.31 | 39.57 |
DIS | 30.87 | 31.33 | 58.67 | 39.68 | 35.61 |
FDX | 36.11 | 37.13 | 44.23 | 39.60 | 38.49 |
BA | 47.52 | 41.57 | 32.29 | 39.18 | 42.15 |
AAPL | 31.77 | 30.37 | 33.29 | 38.06 | 33.18 |
COP | 42.63 | 38.91 | 44.54 | 37.83 | 39.59 |
TGT | 34.22 | 38.84 | 63.96 | 36.97 | 35.83 |
ADBE | 35.98 | 39.23 | 43.30 | 36.03 | 35.54 |
GOOG | 29.71 | 32.03 | 38.54 | 35.48 | 32.01 |
GOOGL | 29.74 | 32.10 | 37.85 | 34.66 | 31.49 |
PYPL | 41.38 | 49.51 | 53.22 | 33.88 | 39.09 |
BKNG | 35.48 | 38.00 | 32.05 | 33.70 | 34.20 |
GE | 41.82 | 32.78 | 26.40 | 33.44 | 36.67 |
MSFT | 29.39 | 29.50 | 27.55 | 33.16 | 29.65 |
NKE | 32.03 | 36.68 | 36.80 | 32.91 | 32.83 |
INTC | 36.01 | 33.68 | 38.46 | 32.05 | 34.11 |
BAC | 33.92 | 29.04 | 22.57 | 31.73 | 31.51 |
C | 36.70 | 28.86 | 30.18 | 31.13 | 32.46 |
MS | 33.83 | 29.20 | 24.49 | 30.27 | 30.97 |
AXP | 34.80 | 32.01 | 27.89 | 30.19 | 32.78 |
WFC | 35.42 | 33.02 | 22.07 | 30.08 | 32.74 |
DHR | 25.64 | 29.16 | 34.65 | 29.60 | 27.18 |
TXN | 30.72 | 28.40 | 31.37 | 29.38 | 29.57 |
BLK | 30.61 | 30.73 | 44.65 | 27.80 | 28.62 |
GS | 31.59 | 27.28 | 19.81 | 27.77 | 28.78 |
KHC | 31.27 | 23.27 | 28.77 | 27.68 | 31.39 |
LOW | 33.01 | 29.30 | 34.55 | 27.63 | 32.11 |
COST | 23.77 | 26.83 | 21.33 | 27.22 | 24.41 |
CMCSA | 27.74 | 27.29 | 24.71 | 27.21 | 26.91 |
PFE | 24.73 | 27.43 | 22.50 | 26.70 | 25.35 |
TMO | 27.32 | 28.00 | 29.38 | 26.56 | 26.43 |
CVX | 33.81 | 29.23 | 26.56 | 26.47 | 30.70 |
UPS | 28.27 | 28.61 | 23.25 | 26.37 | 28.56 |
IBM | 26.62 | 23.15 | 22.10 | 26.16 | 25.83 |
MA | 31.22 | 30.21 | 27.22 | 26.08 | 29.31 |
CAT | 31.97 | 29.80 | 25.88 | 25.68 | 27.47 |
LLY | 28.10 | 28.41 | 28.11 | 25.53 | 26.17 |
HD | 27.47 | 26.77 | 31.47 | 25.44 | 25.71 |
XOM | 31.99 | 31.94 | 28.26 | 25.08 | 29.98 |
MDT | 24.83 | 23.12 | 37.11 | 24.96 | 23.97 |
CVS | 28.39 | 24.18 | 25.27 | 24.82 | 26.75 |
MMM | 25.94 | 23.40 | 24.24 | 24.81 | 25.17 |
WBA | 31.93 | 28.88 | 34.30 | 24.75 | 30.05 |
MET | 33.04 | 25.33 | 16.29 | 24.70 | 29.16 |
BK | 30.13 | 28.31 | 24.22 | 24.61 | 27.05 |
EMR | 30.76 | 24.79 | 20.65 | 24.58 | 27.06 |
BMY | 23.79 | 19.08 | 20.33 | 24.44 | 24.44 |
SBUX | 29.45 | 30.11 | 21.81 | 23.98 | 26.97 |
T | 24.98 | 24.38 | 18.52 | 23.94 | 23.96 |
ORCL | 28.40 | 29.55 | 21.55 | 23.85 | 26.63 |
AIG | 37.99 | 30.72 | 19.50 | 23.76 | 33.81 |
UNH | 27.76 | 22.01 | 27.89 | 23.73 | 24.92 |
USB | 31.49 | 27.32 | 23.77 | 23.71 | 27.74 |
UNP | 27.57 | 23.06 | 23.28 | 23.41 | 25.35 |
V | 27.68 | 27.87 | 27.37 | 23.41 | 25.94 |
KMI | 31.71 | 25.96 | 25.03 | 23.36 | 28.53 |
NEE | 25.51 | 26.18 | 26.82 | 23.12 | 24.08 |
JPM | 30.35 | 26.16 | 18.77 | 22.81 | 26.23 |
GILD | 26.00 | 21.80 | 30.93 | 22.78 | 23.87 |
ABBV | 27.71 | 21.38 | 23.34 | 22.72 | 26.65 |
ABT | 25.61 | 24.18 | 21.84 | 22.22 | 23.39 |
MO | 26.08 | 24.19 | 20.50 | 21.99 | 25.67 |
SPG | 45.07 | 31.69 | 34.06 | 21.28 | 37.49 |
WMT | 22.92 | 22.46 | 24.26 | 21.23 | 22.35 |
CSCO | 28.00 | 25.57 | 24.52 | 21.19 | 27.00 |
BRKB | 21.93 | 19.30 | 21.05 | 21.07 | 21.14 |
HON | 25.62 | 22.36 | 19.16 | 20.56 | 22.80 |
AMGN | 24.73 | 21.17 | 21.63 | 20.17 | 23.11 |
RTX | 30.64 | 23.72 | 23.33 | 20.16 | 26.35 |
SO | 24.95 | 19.61 | 19.03 | 19.53 | 22.12 |
GD | 24.73 | 20.71 | 19.22 | 19.44 | 22.18 |
VZ | 19.76 | 18.96 | 18.60 | 19.42 | 19.26 |
EXC | 26.45 | 22.22 | 25.78 | 19.41 | 22.42 |
LMT | 25.57 | 23.84 | 24.52 | 18.92 | 23.14 |
MCD | 22.82 | 17.70 | 16.71 | 18.71 | 19.82 |
PM | 26.70 | 22.15 | 17.26 | 18.50 | 25.75 |
ALL | 26.54 | 26.45 | 24.97 | 18.23 | 23.24 |
DUK | 22.65 | 19.18 | 22.80 | 17.99 | 20.35 |
MRK | 22.39 | 22.10 | 21.54 | 17.49 | 20.32 |
MDLZ | 21.18 | 18.37 | 14.21 | 16.81 | 19.00 |
KO | 20.49 | 17.41 | 18.85 | 16.16 | 17.95 |
JNJ | 19.94 | 15.75 | 16.26 | 15.58 | 17.78 |
CL | 20.68 | 18.07 | 14.88 | 15.28 | 18.25 |
PEP | 21.04 | 17.14 | 15.71 | 14.40 | 18.00 |