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 04/09/2021

Ticker	5-Year Historical	1-Year Historical	Month Ago (Model)	Current Estimate (Model)	Next Month Average Forecast
TSLA	57.24	76.79	80.78	69.03	65.80
BIIB	44.15	55.29	44.14	43.70	44.60
COP	42.73	59.54	34.26	38.71	39.38
GM	35.85	50.88	38.05	38.41	35.87
GE	39.20	55.31	45.23	36.99	37.71
SLB	41.39	64.34	38.90	36.79	38.46
NFLX	42.09	42.86	44.21	34.44	39.57
F	32.72	45.19	40.40	34.14	32.26
QCOM	36.81	45.01	46.83	31.43	35.94
BA	43.66	68.60	49.20	31.26	37.55
NVDA	46.42	50.93	68.38	30.70	44.42
LLY	27.61	36.33	25.21	30.57	28.76
WBA	30.81	40.88	34.31	30.55	30.26
FB	32.78	38.67	40.13	30.12	33.61
NKE	27.98	34.51	19.38	29.22	27.16
FDX	32.42	45.64	29.49	28.48	28.87
TXN	29.53	37.69	43.45	28.24	28.29
CHTR	28.67	30.34	26.46	27.81	27.82
SPG	42.96	71.45	32.93	27.73	36.92
BMY	26.82	25.69	27.74	27.34	26.34
XOM	29.22	43.84	36.45	27.12	27.85
GOOGL	27.42	33.49	33.62	26.76	27.16
KHC	31.27	38.46	30.84	26.54	30.86
CAT	31.17	38.12	26.63	25.98	27.56
AIG	36.22	56.23	31.36	25.88	33.37
GOOG	27.50	33.40	31.81	25.61	27.15
INTC	33.23	45.55	37.39	25.44	32.14
BKNG	32.63	43.13	33.94	24.94	30.85
TGT	30.01	36.11	31.35	24.92	30.40
ABBV	29.90	32.87	23.06	24.50	29.02
ORCL	25.68	33.47	32.54	24.29	24.34
CVX	32.91	48.48	22.89	24.25	28.31
MS	34.23	45.91	24.78	24.03	29.75
DIS	27.71	39.99	42.70	23.95	26.10
GILD	27.71	31.71	22.64	23.27	26.42
C	36.74	53.98	31.80	22.88	30.78
GS	31.09	42.12	27.21	22.57	26.82
COF	38.49	57.61	26.26	22.43	33.96
KMI	36.87	45.29	37.24	22.33	31.84
UNP	27.91	36.06	25.22	22.22	25.16
BAC	34.12	46.90	26.27	22.14	28.69
CVS	27.89	33.41	25.04	21.98	25.83
MSFT	27.64	35.66	28.35	21.91	26.25
AMGN	26.33	31.60	20.36	21.58	23.93
MET	34.22	47.74	23.48	21.50	32.08
BLK	28.72	38.81	29.43	21.45	25.29
ADBE	31.59	39.56	43.13	21.40	28.78
AXP	32.51	49.49	28.25	21.35	27.35
TMO	25.49	33.27	26.90	21.27	24.10
IBM	25.90	34.41	29.31	20.96	24.25
WFC	32.95	49.66	34.15	20.86	29.50
T	22.66	29.41	20.78	20.76	21.08
MMM	24.21	32.05	23.60	20.69	21.53
CMCSA	25.39	31.98	23.35	20.63	23.23
ABT	25.46	32.59	26.85	20.49	22.50
MRK	22.23	26.97	18.22	20.48	20.66
BK	29.18	40.23	28.02	20.20	27.24
EMR	30.35	43.47	24.70	20.15	25.55
SBUX	26.92	37.33	20.55	19.69	24.44
JPM	29.74	42.88	20.69	19.43	25.46
LOW	31.25	42.59	32.94	19.32	29.88
UNH	27.62	38.11	19.36	19.25	23.07
AMZN	30.31	32.09	31.94	19.23	28.15
DHR	22.02	29.34	27.63	19.14	20.88
AAPL	30.25	39.05	43.25	19.10	27.19
VZ	19.09	21.08	19.42	19.04	18.62
MA	28.71	40.03	29.61	18.99	25.76
CSCO	26.93	35.40	24.47	18.92	25.79
NEE	23.23	34.24	33.25	18.89	20.85
RTX	29.49	44.57	28.68	18.77	24.65
UPS	25.10	34.33	26.44	18.07	24.76
ALL	24.21	34.67	19.27	18.05	19.44
PM	25.51	33.67	18.31	17.99	24.98
USB	29.95	46.22	27.11	17.52	24.81
GD	24.10	32.13	21.63	17.36	20.80
MO	24.29	30.88	26.52	17.28	23.27
V	26.01	35.05	20.06	17.15	23.44
MCD	22.56	31.92	18.06	16.90	19.86
MDLZ	23.20	27.65	19.80	16.79	21.13
WMT	22.27	26.04	28.42	16.71	22.58
HD	25.31	35.94	24.23	16.70	21.82
KO	19.75	28.39	19.33	16.64	17.54
COST	21.11	24.44	22.82	16.51	20.05
LMT	23.78	32.98	19.74	15.76	19.35
MDT	23.85	32.35	21.59	15.71	19.44
HON	24.73	36.24	21.19	15.57	21.36
BRKB	21.15	28.01	25.34	15.46	18.94
ACN	24.80	33.54	22.29	15.10	21.55
PEP	20.38	29.42	19.02	15.03	18.10
SO	24.19	36.49	18.20	14.59	19.61
CL	20.49	26.18	20.27	14.41	18.51
PFE	22.37	29.58	16.73	14.39	20.83
DUK	22.39	32.45	20.55	14.21	18.69
JNJ	19.63	25.59	19.45	13.84	17.43
PG	19.84	26.78	18.90	13.74	18.09

We update this report at the end of each week. Sign up to receive Update Notifications.

Disclaimer  Site map  Privacy policy 

Follow @ABG_Analytics