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 06/14/2019

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
NFLX	42.08	40.43	40.19	40.83	42.22
HAL	30.63	29.72	33.76	38.68	35.65
NVDA	39.44	46.22	52.50	37.06	41.85
BIIB	37.34	40.48	35.62	35.95	37.19
OXY	23.84	24.44	32.86	32.24	29.53
FB	30.89	34.55	35.91	32.11	32.68
AGN	28.94	29.43	30.54	31.21	32.45
SLB	24.17	26.67	29.74	30.74	29.36
DIS	19.26	21.20	21.05	29.09	22.29
MMM	18.44	23.79	31.68	28.69	27.52
QCOM	29.38	35.36	29.77	28.66	29.98
DWDP	24.86	26.95	44.30	28.64	26.86
LOW	23.19	27.58	24.24	27.99	24.43
FDX	22.74	26.64	27.96	27.82	26.56
LLY	21.31	20.54	19.85	27.58	23.87
UTX	18.18	21.65	24.61	27.50	22.10
GM	25.57	28.57	25.36	27.40	26.99
RTN	19.19	21.81	17.43	27.05	21.46
COP	29.42	26.55	23.25	26.91	27.52
CVS	22.34	28.98	29.87	26.28	25.54
CHTR	26.99	29.96	26.30	25.64	26.74
MS	25.76	25.11	31.28	25.55	25.44
BMY	25.78	26.34	25.39	25.23	25.56
BAC	24.98	23.75	30.74	24.90	24.45
AMZN	30.45	32.32	32.00	24.85	30.34
F	23.98	26.64	23.23	24.69	24.19
UPS	18.34	23.37	25.54	24.60	23.25
BKNG	26.45	26.64	27.34	24.53	26.48
GE	26.00	38.58	38.19	24.46	25.74
CAT	25.48	29.49	30.10	24.43	24.41
GS	22.75	24.59	24.31	24.42	23.30
TXN	23.57	27.64	27.82	24.26	25.90
WFC	19.78	21.32	23.65	24.01	20.51
C	24.01	23.31	31.54	23.84	23.30
EMR	20.69	22.29	24.21	23.61	22.51
MA	21.80	24.66	21.80	23.55	22.06
CSCO	21.55	23.68	26.87	23.11	23.62
GILD	27.55	25.79	24.40	23.07	27.54
WBA	25.38	27.66	21.84	22.52	25.16
CELG	31.27	34.71	23.87	22.15	27.72
UNP	22.15	23.92	20.64	22.15	21.95
GOOGL	23.59	25.68	36.01	21.79	23.68
INTC	24.86	30.98	25.62	21.65	24.98
TGT	24.64	29.23	28.60	21.61	24.21
GOOG	23.72	25.70	36.18	21.31	23.79
BA	23.84	28.54	30.68	20.85	22.60
KHC	27.72	33.22	22.04	20.64	31.21
AAPL	24.52	27.40	35.46	20.51	23.06
GD	18.81	21.76	23.76	20.31	19.45
UNH	20.93	23.04	24.84	20.19	20.33
COF	23.31	23.37	26.17	20.15	23.03
NKE	22.97	25.22	20.89	20.08	22.45
T	17.74	22.59	20.69	20.02	19.76
MSFT	23.01	24.95	24.18	19.96	23.03
MO	19.09	24.04	15.70	19.66	19.57
MET	24.68	23.43	24.44	19.65	24.36
SPG	18.53	19.56	19.23	19.58	19.30
JPM	20.62	20.16	23.00	19.55	19.89
BK	21.20	21.94	19.70	19.25	21.07
TFCFA	22.37	21. > 38	19.06	19.06	22.72
V	20.59	21.65	19.51	19.02	20.22
ABBV	27.49	30.59	19.48	18.98	24.70
KMI	29.57	21.43	16.76	18.88	23.56
ORCL	20.61	22.65	20.28	18.85	20.52
AMGN	23.59	21.47	24.94	18.74	22.17
CVX	21.38	21.38	20.43	18.68	19.56
BLK	21.90	23.22	27.98	18.60	20.57
IBM	20.16	> 23.04	22.03	18.33	20.03
XOM	18.48	18.98	16.30	17.98	18.07
AIG	20.99	23.41	21.07	17.93	20.56
SBUX	20.07	20.45	18.63	17.81	20.08
CMCSA	20.79	25.74	18.14	17.24	18.43
LMT	17.79	20.89	18.50	17.23	17.22
VZ	17.24	19.61	14.96	16.83	17.19
EXC	19.68	15.34	16.17	16.83	17.75
JNJ	15.72	18.87	14.75	16.45	16.03
PFE	17.47	18.24	14.57	16.37	16.84
NEE	16.32	15.63	16.07	16.00	16.25
WMT	18.68	21.72	16.90	15.87	19.60
PM	19.52	25.25	16.94	15.71	19.56
MRK	19.19	19.31	19.18	15.60	17.75
MDLZ	20.03	17.51	16.79	15.53	19.27
COST	18.21	20.47	17.70	15.13	17.91
CL	16.44	18.25	14.03	15.11	16.37
AXP	20.24	20.33	15.84	15.09	17.05
MCD	15.94	17.71	13.57	14.68	15.72
SO	15.48	16.55	14.98	14.66	15.04
HD	18.30	19.81	20.57	14.60	16.79
USB	17.40	17.22	19.93	14.56	16.27
ABT	20.22	20.92	21.33	14.39	17.13
DUK	15.73	15.03	13.94	14.30	14.79
MDT	18.55	19.51	16.28	14.10	17.19
KO	14.26	15.50	13.64	14.06	14.13
ACN	19.02	20.06	18.67	13.89	17.82
BRKB	16.21	19.48	17.75	13.54	15.26
DHR	17.30	19.73	17.45	13.16	14.58
HON	16.93	17.13	18.01	12.95	15.13
ALL	16.75	18.75	16.76	12.55	12.54
TFCF	21.91	21.18 >	12.05	12.05	20.90
PEP	14.19	16.22	13.87	11.81	13.73

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