Volatility Estimates for Individual Large-Cap Stocks
(As of market close 01/20/2012)| Ticker | 5-Year Historical | 1-Year Historical | Month Ago (Model) | Current Estimate (Model) | Next Month Average Forecast |
| AA | 57.16 | 43.64 | 51.32 | 35.30 | 45.26 |
| AAPL | 38.27 | 26.08 | 26.03 | 19.12 | 32.79 |
| ABT | 22.17 | 17.71 | 16.21 | 13.76 | 18.06 |
| AEP | 26.56 | 19.25 | 22.23 | 14.30 | 22.48 |
| ALL | 47.15 | 30.41 | 26.60 | 14.64 | 36.58 |
| AMGN | 29.95 | 21.71 | 24.56 | 22.38 | 26.88 |
| AMZN | 48.78 | 39.08 | 49.45 | 31.74 | 44.89 |
| APA | 45.04 | 39.16 | 51.11 | 32.48 | 38.20 |
| AVP | 38.53 | 37.56 | 35.61 | 29.92 | 38.42 |
| AXP | 52.38 | 30.31 | 33.09 | 17.92 | 41.70 |
| BA | 35.03 | 30.45 | 28.53 | 20.00 | 27.06 |
| BAC | 77.98 | 59.28 | 53.47 | 55.79 | 72.14 |
| BAX | 26.10 | 25.83 | 27.83 | 17.67 | 24.44 |
| BHI | 50.35 | 46.20 | 55.99 | 44.38 | 44.78 |
| BK | 55.90 | 38.98< > /td> | 43.30 | 39.43 | 49.23 |
| BMY | 26.79 | 20.19 | 15.27 | 25.97 | 25.71 |
| BRKB | 29.43 | 28.99 | 22.84 | 15.62 | 25.99 |
| C | 82.54 | 54.45 | 63.24 | 63.43 | 76.57 |
| CAT | 40.62 | 37.64 | 43.04 | 25.24 | 32.13 |
| CL | 22.18 | 18.79 | 17.43 | 16.32 | 19.23 |
| CMCSA | 39.23 | 28.66 | 30.97 | 21.29 | 28.37 |
| COF | 68.76 | 39.48 | 49.48 | 26.12 | 56.79 |
| COP | 37.01 | 27.53 | 28.31 | 23.22 | 30.12 |
| COST | 27.49 | 22.33 | 22.11 | 21.91 | 23.93 |
| CSCO | 36.29 | 35.31 | 30.97 | 28.77 | 33.83 |
| CVS | 31.92 | 24.24 | 30.79 | 19.52 | 25.08 |
| CVX | 33.55 | 28.14 | 30.95 | 24.10 | 28.47 |
| DD | 35.68 | 30.71 | 33.75 | 21.11 | 28.51 |
| DELL | 41.03 | 37.62 | 38.33 | 28.36 | 32.65 |
| DIS | 34.41 | 31.05 | 31.38 | 21.78 | 28.73 |
| DOW | 47.52 | 43.49 | 44.40 | 27.99 | 36.34 |
| DVN | 43.73 | 36.02 | 44.10 | 32.11 | 37.63 |
| EMC | 36.74 | 29.98 | 33.89 | 21.13 | 29.36 |
| EMR | 36.60 | 34.42 | 36.62 | 30.50 | 32.48 |
| ETR | 27.50 | 19.47 | 21.29 | 16.11 | 22.98 |
| EXC | 32.07 | 19.50 | 21.62 | 18.46 | 26.99 |
| F | 60.77 | 39.77 | 42.14 | 30.78 | 50.62 |
| FCX | 62.17 | 47.62 | 56.52 | 34.48 | 49.40 |
| FDX | 37.54 | 33.13 | 45.27 | 28.49 | 32.36 |
| GD | 29.67 | 27.58 | 29.29 | 17.85 | 22.21 |
| GE | 40.71 | 30.57 | 29.52 | 18.39 | 31.68 |
| GILD | 32.29 | 29.02 | 36.36 | 21.01 | 24.64 |
| GOOG | 35.31 | 30.90 | 27.69 | 26.90 | 36.00 |
| GS | 51.81 | 39.12 | 49.35 | 45.97 | 48.18 |
| HAL | 50.50 | 49.87 | 55.03 | 39.54 | 43.60 |
| HD | 34.06 | 25.86 | 22.96 | 16.89 | 28.62 |
| HNZ | 21.27 | 16.81 | 15.07 | 12.85 | 20.11 |
| HON | 34.11 | 32.90 | 31.75 | 19.24 | 27.73 |
| HPQ | 35.86 | 44.51 | 41.23 | 21.69 | 30.62 |
| IBM | 25.75 | > 22.68 | 24.09 | 18.48 | 24.74 |
| INTC | 35.24 | 27.42 | 35.05 | 25.07 | 28.60 |
| JNJ | 18.82 | 17.23 | 17.29 | 9.91 | 15.79 |
| JPM | 57.89 | 40.93 | 50.60 | 37.23 | 49.28 |
| KFT | 23.16 | 16.27 | 16.47 | 14.46 | 20.25 |
| KO | 22.31 | 17.48 | 14.65 | 15.77 | 18.89 |
| LMT | 28.20 | 20.82 | 19.77 | 16.81 | 23.32 |
| LOW | 37.78 | 28.66 | 26.26 | 24.50 | 31.47 |
| MA | 45.47 | 38.42 | 37.75 | 36.04 | 42.73 |
| MCD | 22.50 | 16.45 | 14.63 | 13.59 | 17.32 |
| MDT | 28.91 | 27.57 | 28.94 | 18.86 | 25.05 |
| MET | 65.66 | 45.10 | 50.86 | 31.16 | 52.68 |
| MMM | 27.73 | 28.17 | 29.90 | 20.89 | 22.89 |
| MO | 22.98 | 17.38 | 14.98 | 18.42 | 20.44 |
| MON | 43.60 | 34.47 | 36.52 | 27.29 | 34.48 |
| MRK | 32.25 | 21.49 | 21.85 | 15.84 | 20.45 |
| MS | 75.69 | 60.18 | 74.60 | 56.07 | 66.78 |
| MSFT | 32.51 | 24.11 | 23.22 | 19.85 | 31.57 |
| NKE | 33.67 | 30.46 | 27.03 | 19.71 | 26.84 |
| NOV | 61.12 | 45.90 | 54.51 | 30.99 | 46.64 |
| NSC | 37.45 | 29.45 | 36.49 | 36.69 | 37.14 |
| NWSA | 46.31 | 39.46 | 30.87 | 22.68 | 38.01 |
| ORCL | 34.80 | 36.11 | 42.01 | 32.57 | 32.78 |
| OXY | 46.02 | 39.61 | 43.09 | 28.03 | 37.12 |
| PEP | 21.27 | 17.05 | 15.03 | 14.34 | 18.02 |
| PFE | 27.68 | 24.46 | 21.34 | 16.29 | 21.15 |
| PG | 20.78 | 14.93 | 14.47 | 12.59 | 17.67 |
| QCOM | 36.59 | 32.12 | 35.64 | 18.72 | 30.33 |
| RTN | 26.71 | 23.99 | 21.55 | 16.60 | 21.97 |
| S | 72.64 | 62.03 | 67.12 | 50.75 | 60.38 |
| SLB | 46.43 | 39.96 | 48.98 | 37.22 | 39.89 |
| SO | 20.01 | 13.34 | 13.50 | 14.60 | 17.66 |
| T | 27.74 | 18.13 | 17.61 | 14.32 | 20.86 |
| TGT | 37.71 | 23.39 | 23.22 | 20.83 | 31.32 |
| TWX | 38.39 | 29.60 | 31.66 | 14.66 | 29.26 |
| TXN | 34.00 | 29.80 | 36.14 | 26.28 | 26.89 |
| UNH | 43.52 | 30.78 | 25.80 | 24.00 | 32.88 |
| UNP | 37.49 | 29.78 | 32.06 | 19.81 | 27.74 |
| UPS | 27.83 | 22.02 | 23.18 | 15.06 | 21.49 |
| USB | 51.66 | 34.51 | 28.02 | 21.58 | 42.81 |
| UTX | 29.75 | 28.31 | 32.08 | 19.98 | 24.79 |
| VZ | 26.78 | 18.87 | 17.33 | 15.29 | 21.27 |
| WAG | 30.71 | 27.50 | 34.81 | 28.58 | 30.50 |
| WFC | 64.28 | 38.66 | 39.76 | 16.88 | 50.87 |
| WMB | 48.41 | 44.01 | 34.35 | 58.80 | 51.55 |
| WMT | 22.31 | 16.69 | 15.32 | 12.65 | 16.99 |
| WY | 44.16 | 36.91 | 35.73 | 28.93 | 35.97 |
| XOM | 31.08 | 25.47 | 22.38 | 14.67 | 24.96 |
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