Volatility Estimates and Forecasts (Standard Deviation) for Large-Cap Stocks

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.

Data updated through market close on 11/15/2024

Ticker	1-Year Historical	Month Ago (Model)	Current Estimate (Model)	Next Month Average Forecast
TSLA	59.23	59.05	85.71	74.05
WBA	49.97	57.46	60.27	60.21
COF	30.51	27.58	56.44	46.80
ABBV	23.45	22.26	54.40	36.45
AMD	48.05	46.91	49.94	50.84
CHTR	40.11	27.75	48.50	39.72
CRM	34.91	27.51	45.05	41.87
GD	19.03	16.38	44.38	32.47
CVS	33.60	28.69	43.82	37.83
WFC	28.15	26.16	43.61	39.41
GS	25.71	21.96	42.96	34.23
NVDA	49.96	44.36	41.64	50.31
BA	33.25	33.35	41.51	44.80
DIS	26.48	28.03	40.33	39.30
LLY	30.65	28.39	39.79	37.03
BMY	28.18	19.84	39.00	30.62
JPM	22.29	20.86	38.53	33.03
PYPL	34.25	32.65	38.15	43.82
AMT	26.16	26.27	37.92	32.84
AMGN	25.22	21.41	37.50	28.87
F	38.85	33.25	37.35	42.28
INTC	51.90	35.42	37.34	43.30
QCOM	36.49	35.96	37.27	40.27
GE	29.50	26.26	36.92	37.34
NFLX	31.79	32.80	36.34	38.90
MS	27.15	26.54	36.27	33.72
C	26.38	35.12	35.08	35.61
DOW	20.26	23.38	34.85	35.34
TXN	26.88	30.33	34.60	32.46
USB	29.16	32.80	34.38	35.46
TGT	32.34	41.45	33.20	38.17
CAT	27.30	26.69	33.00	32.67
NEE	29.44	23.11	32.90	30.02
GM	31.81	31.32	32.89	37.17
NKE	35.14	30.61	32.67	33.06
AXP	23.90	20.06	31.70	34.18
SCHW	28.25	29.98	31.53	35.12
AMZN	28.38	23.20	31.38	37.29
FDX	31.37	31.80	31.15	36.93
GILD	24.58	22.09	29.17	28.07
META	34.88	28.69	29.13	47.86
UNP	18.78	25.45	29.12	26.76
RTX	19.02	16.35	28.96	29.27
COP	23.13	34.02	28.96	36.43
UNH	23.54	38.36	28.93	27.95
PM	19.58	17.07	28.63	25.26
GOOGL	27.55	24.53	28.53	30.60
BAC	24.56	21.67	28.50	30.66
ADBE	34.08	35.30	28.41	38.91
ORCL	32.28	25.84	28.32	30.87
UPS	26.75	25.59	28.28	29.76
GOOG	27.44	24.23	27.97	30.40
KMI	18.06	21.95	27.91	30.33
SBUX	35.21	24.88	27.74	31.37
PFE	25.24	24.70	27.67	30.06
MMM	31.70	25.24	27.51	28.96
CSCO	20.07	29.36	27.40	26.94
MET	21.38	18.79	27.36	31.40
HON	17.45	18.41	27.30	25.90
ACN	23.08	16.88	26.99	29.17
CMCSA	23.37	20.88	26.63	27.28
LMT	17.91	20.09	26.33	24.87
BKNG	26.14	20.03	26.18	33.21
DHR	23.21	23.16	24.81	28.43
MSFT	20.31	19.57	24.67	29.00
LOW	22.11	20.44	24.55	29.31
MO	20.28	19.11	24.50	24.22
HD	20.41	18.65	24.30	25.80
SPG	22.43	19.57	23.35	40.64
TMO	21.27	21.92	23.18	28.43
TMUS	15.47	16.87	23.11	25.92
IBM	21.89	21.22	22.85	25.09
MDT	18.44	16.82	22.59	23.40
CVX	20.73	23.02	22.50	29.88
CL	15.66	17.66	22.26	20.33
BRKB	14.27	13.17	22.10	20.92
BK	17.92	14.10	22.09	25.22
ABT	18.87	18.70	22.01	23.54
LIN	15.62	12.84	21.95	23.99
AIG	20.42	24.93	21.94	34.46
AAPL	21.89	22.68	21.71	28.13
V	16.46	21.28	21.54	24.29
DUK	16.54	17.94	21.51	21.87
MRK	20.41	20.03	21.39	22.57
MA	16.52	14.83	21.37	27.23
MDLZ	17.96	18.25	21.34	21.17
VZ	23.08	17.64	20.87	21.28
COST	19.48	18.58	20.62	23.32
XOM	20.46	25.12	20.55	27.60
T	21.47	20.03	20.27	25.02
SO	17.49	15.83	20.25	22.73
KHC	19.99	20.67	20.16	25.48
BLK	19.37	21.56	19.72	25.58
EMR	26.11	25.59	19.39	25.89
KO	13.70	14.58	18.93	20.06
PG	15.32	14.45	18.25	19.13
MCD	17.73	12.47	18.03	21.23
EXC	20.91	17.68	18.03	25.08
WMT	18.30	18.64	17.83	20.20
JNJ	15.10	14.47	16.08	18.06

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