Volatility Estimates for Individual Large-Cap Stocks
(As of market close 08/27/2010)| Ticker | 5-Year Historical | 1-Year Historical | Month Ago (Model) | Current Estimate (Model) | Next Month Average Forecast |
| AA | 54.80 | 42.79 | 35.04 | 37.80 | 45.81 |
| AAPL | 41.37 | 28.20 | 31.95 | 37.39 | 38.38 |
| ABT | 22.69 | 15.66 | 16.95 | 17.15 | 18.69 |
| AEP | 26.10 | 18.93 | 20.04 | 15.89 | 22.51 |
| ALL | 45.39 | 27.04 | 25.32 | 24.38 | 38.49 |
| AMGN | 29.93 | 23.30 | 25.49 | 26.36 | 28.90 |
| AMZN | 49.42 | 40.68 | 44.41 | 45.00 | 46.94 |
| AVP | 37.07 | 29.13 | 34.08 | 28.11 | 38.01 |
| AXP | 50.82 | 34.85 | 37.84 | 26.80 | 41.09 |
| BA | 33.67 | 30.49 | 32.78 | 34.00 | 33.09 |
| BAC | 72.93 | 37.53 | 43.75 | 27.36 | 60.46 |
| BAX | 24.75 | 25.18 | 24.91 | 26.35 | 24.80 |
| BHI | 48.77 | 43.88 | 37.87 | 46.05 | 46.14 |
| BK | 53.62 | 29.73< > /td> | 34.73 | 26.07 | 44.34 |
| BMY | 27.37 | 19.88 | 21.56 | 21.76 | 23.66 |
| BRKB | 26.84 | 22.64 | 20.33 | 16.66 | 26.11 |
| C | 78.74 | 45.04 | 38.59 | 25.26 | 68.34 |
| CAT | 39.41 | 34.99 | 31.32 | 34.27 | 35.16 |
| CL | 21.51 | 16.90 | 27.26 | 23.88 | 22.92 |
| CMCSA | 37.97 | 29.85 | 31.97 | 30.76 | 33.32 |
| COF | 66.94 | 42.48 | 40.03 | 30.53 | 57.02 |
| COP | 37.83 | 25.14 | 22.85 | 27.46 | 31.71 |
| COST | 27.57 | 19.42 | 24.96 | 21.75 | 23.88 |
| CPB | 20.82 | 15.39 | 17.43 | 15.08 | 18.19 |
| CSCO | 34.10 | 27.38 | 30.07 | 43.57 | 37.64 |
| CVS | 32.81 | 33.60 | 30.20 | 33.78 | 33.33 |
| CVX | 32.81 | 20.70 | 18.33 | 23.43 | 27.67 |
| DD | 33.66 | 28.79 | 29.87 | 26.10 | 30.42 |
| DELL | 39.71 | 34.40 | 37.94 | 33.45 | 35.03 |
| DIS | 32.50 | 24.83 | 25.17 | 25.31 | 28.35 |
| DOW | 44.05 | 43.78 | 39.54 | 44.07 | 44.73 |
| DVN | 44.56 | 30.92 | 27.91 | 27.19 | 36.28 |
| EMC | 35.96 | 26.14 | 29.43 | 33.66 | 33.44 |
| ETR | 27.12 | 19.46 | 21.43 | 18.55 | 23.49 |
| EXC | 32.20 | 19.36 | 22.47 | 17.13 | 26.39 |
| F | 60.43 | 41.32 | 44.01 | 35.06 | 50.20 |
| FCX | 62.06 | 44.33 | 44.57 | 46.65 | 52.86 |
| FDX | 36.03 | 32.25 | 38.29 | 35.74 | 34.92 |
| GD | 28.12 | 24.34 | 26.67 | 31.14 | 28.85 |
| GE | 38.53 | 30.92 | 31.14 | 26.94 | 32.73 |
| GILD | 32.96 | 27.67 | 35.05 | 33.85 | 32.76 |
| GOOG | 36.20 | 25.21 | 33.83 | 32.81 | 33.24 |
| GS | 49.75 | 32.44 | 27.21 | 31.05 | 42.14 |
| HAL | 48.17 | 42.63 | 38.43 | 32.01 | 40.71 |
| HD | 33.18 | 23.42 | 30.26 | 25.32 | 28.47 |
| HNZ | 21.07 | 16.00 | 18.41 | 15.38 | 18.31 |
| HON | 31.92 | 26.50 | 28.16 | 31.11 | 30.59 |
| HPQ | 32.02 | 25.24 | 28.28 | 43.02 | 38.36 |
| IBM | 24.52 | > 18.49 | 19.40 | 20.58 | 22.32 |
| INTC | 35.44 | 26.91 | 28.29 | 31.44 | 32.37 |
| JNJ | 18.24 | 13.14 | 15.96 | 15.03 | 16.56 |
| JPM | 55.03 | 32.13 | 27.99 | 29.99 | 46.23 |
| KFT | 23.31 | 18.49 | 21.37 | 17.25 | 21.03 |
| KO | 21.36 | 16.30 | 13.62 | 12.63 | 17.89 |
| LMT | 27.52 | 22.22 | 17.62 | 19.58 | 23.73 |
| LOW | 36.97 | 27.00 | 35.74 | 30.65 | 32.48 |
| MCD | 23.60 | 16.14 | 20.55 | 16.14 | 19.23 |
| MDT | 27.87 | 24.96 | 26.62 | 53.61 | 36.51 |
| MET | 62.73 | 38.06 | 37.79 | 34.75 | 52.62 |
| MMM | 25.78 | 20.37 | 20.63 | 23.45 | 23.55 |
| MO | 23.28 | 15.70 | 14.61 | 14.86 | 18.49 |
| MON | 42.42 | 28.71 | 32.88 | 33.48 | 36.50 |
| MRK | 32.30 | 23.09 | 26.13 | 26.47 | 26.52 |
| MS | 70.99 | 35.96 | 33.15 | 26.06 | 58.31 |
| MSFT | 31.83 | 22.13 | 23.95 | 22.77 | 27.04 |
| NKE | 31.64 | 24.04 | 23.96 | 20.71 | 25.11 |
| NOV | 60.61 | 38.60 | 37.40 | 41.00 | 48.47 |
| NSC | 38.09 | 29.22 | 34.56 | 33.39 | 34.15 |
| NWSA | 43.16 | 35.35 | 38.26 | 33.63 | 37.94 |
| NYX | 57.92 | 31.53 | 33.37 | 41.45 | 51.84 |
| ORCL | 32.64 | 23.02 | 28.39 | 27.97 | 29.61 |
| OXY | 45.23 | 27.92 | 33.76 | 29.73 | 38.16 |
| PEP | 20.46 | 16.29 | 19.09 | 14.48 | 17.58 |
| PFE | 27.78 | 22.82 | 24.42 | 25.26 | 25.88 |
| PG | 20.73 | 15.97 | 17.81 | 14.81 | 18.07 |
| QCOM | 36.82 | 30.74 | 30.75 | 31.02 | 33.29 |
| RF | 81.98 | 49.55 | 60.61 | 43.45 | 72.37 |
| RTN | 25.29 | 20.21 | 29.84 | 22.68 | 23.82 |
| S | 67.86 | 59.01 | 56.92 | 49.19 | 66.73 |
| SLB | 45.99 | 35.80 | 37.54 | 37.19 | 40.94 |
| SLE | 29.72 | 22.53 | 17.87 | 18.36 | 23.34 |
| SO | 20.13 | 14.86 | 22.27 | 14.32 | 18.48 |
| T | 27.65 | 17.23 | 16.25 | 17.49 | 22.50 |
| TGT | 37.65 | 21.62 | 23.52 | 20.72 | 29.69 |
| TWX | 36.52 | 25.74 | 29.63 | 23.71 | 30.63 |
| TXN | 34.08 | 27.63 | 29.96 | 31.62 | 31.06 |
| UNH | 42.97 | 30.30 | 24.31 | 27.42 | 34.10 |
| UPS | 27.64 | 23.99 | 26.68 | 22.98 | 25.15 |
| USB | 49.14 | 30.74 | 30.00 | 26.97 | 41.95 |
| UTX | 28.12 | 21.59 | 21.50 | 27.14 | 26.54 |
| VZ | 26.53 | 18.08 | 21.96 | 18.30 | 21.94 |
| WAG | 29.35 | 25.98 | 30.26 | 23.49 | 26.84 |
| WFC | 61.70 | 35.35 | 37.21 | 34.48 | 53.76 |
| WMB | 46.33 | 34.46 | 32.15 | 33.95 | 39.39 |
| WMT | 22.63 | 14.82 | 18.42 | 17.30 | 19.13 |
| WY | 41.70 | 34.89 | 39.85 | 37.75 | 38.98 |
| XOM | 30.60 | 19.24 | 18.96 | 22.64 | 26.27 |
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