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 12/13/2024

Ticker	1-Year Historical	Month Ago (Model)	Current Estimate (Model)	Next Month Average Forecast
ADBE	36.50	30.88	79.71	56.36
WBA	52.38	52.71	69.27	62.99
TSLA	59.12	84.43	58.76	62.69
CHTR	41.23	40.59	48.81	38.85
NVDA	49.83	42.98	47.69	51.16
AMD	47.91	51.22	46.45	49.26
UNH	25.60	26.99	45.68	36.58
INTC	52.47	47.00	43.70	43.60
CVS	35.10	45.57	42.95	36.40
ORCL	32.89	27.62	39.94	32.65
CMCSA	25.08	27.24	39.86	30.42
GE	29.34	34.29	39.18	38.02
GM	32.90	34.89	38.75	39.78
GOOGL	27.09	27.78	37.32	33.82
GOOG	26.83	27.57	36.41	33.56
CRM	36.26	41.30	36.35	40.51
F	39.09	38.95	35.65	41.92
MET	21.43	30.60	35.28	33.34
META	34.45	33.54	35.21	46.30
PYPL	33.84	38.06	33.99	43.10
QCOM	36.94	36.01	33.70	39.38
LLY	30.40	36.37	33.52	31.30
TGT	40.15	32.79	33.30	40.15
BA	33.72	42.31	32.77	41.93
WFC	27.88	46.30	32.14	35.10
NKE	34.92	31.16	31.91	33.57
DOW	20.21	34.74	31.84	33.36
TMUS	16.28	24.05	31.67	29.34
COP	22.48	30.29	31.66	37.58
CAT	26.80	33.46	31.65	31.39
AMT	25.68	39.38	30.12	29.41
FDX	31.45	30.91	30.07	36.51
MS	25.92	37.96	27.09	30.42
RTX	17.78	22.15	27.06	27.32
MMM	31.08	28.90	26.96	28.23
AIG	20.03	22.36	26.88	35.34
AMZN	27.68	31.57	26.71	33.43
SCHW	27.42	33.81	26.55	36.37
AXP	23.21	33.35	26.51	32.24
BKNG	25.68	26.72	26.48	33.43
COF	30.09	59.57	26.31	39.16
UPS	27.14	30.87	26.03	29.46
LOW	22.43	25.05	25.68	29.63
DHR	22.70	24.36	25.49	26.39
DIS	26.09	27.30	25.42	30.67
TXN	26.96	36.30	25.05	28.23
NEE	26.25	35.49	24.79	27.93
IBM	22.44	23.37	24.71	25.30
BAC	23.90	29.84	24.60	30.40
GILD	24.61	30.01	24.55	24.68
GD	17.19	21.14	24.27	23.78
BMY	28.49	40.99	24.17	23.41
PFE	24.65	25.32	24.02	25.93
NFLX	28.68	27.23	23.94	29.51
SBUX	35.33	29.15	23.93	30.71
KMI	18.38	29.98	23.75	28.98
HD	20.46	23.86	23.62	25.59
JPM	22.24	40.67	23.55	28.38
ACN	22.96	22.47	23.42	26.15
TMO	20.51	21.42	23.33	26.05
USB	27.40	34.31	23.27	33.34
T	20.12	20.22	23.22	25.28
CVX	19.94	22.14	23.17	30.07
BK	17.36	22.43	23.10	26.97
ABBV	23.69	58.43	23.10	23.88
SPG	22.06	23.98	22.96	40.95
MRK	20.78	21.93	22.88	22.67
KHC	19.36	20.80	22.78	25.64
GS	25.36	45.57	22.52	29.74
LIN	15.46	21.57	22.26	23.95
UNP	18.86	27.44	22.08	25.30
AMGN	25.36	40.76	21.65	24.58
PM	19.53	28.54	21.62	22.91
MO	20.37	25.10	21.58	23.11
XOM	19.35	20.56	21.43	27.72
MDLZ	16.86	21.55	21.28	20.86
MDT	18.00	19.88	21.22	22.97
C	26.14	35.60	21.08	32.17
EXC	20.66	18.81	20.81	24.82
DUK	16.20	21.82	20.72	21.74
EMR	25.88	16.96	20.69	25.55
LMT	16.47	21.81	20.51	23.36
CSCO	19.99	20.34	19.99	26.14
ABT	17.65	22.05	19.75	22.91
HON	17.16	28.10	19.64	23.40
SO	17.05	19.96	19.42	22.55
PEP	16.09	15.62	19.10	19.72
WMT	18.52	17.00	19.06	20.60
CL	15.64	23.66	18.87	19.06
VZ	21.17	20.76	18.75	20.24
PG	15.41	19.35	18.66	19.12
MSFT	19.85	25.69	17.99	25.12
BLK	18.92	19.68	16.83	24.72
MA	16.42	22.18	16.79	26.26
MCD	17.41	19.02	16.72	19.67
COST	19.41	20.72	16.68	21.47
AAPL	21.79	22.39	16.57	26.28
V	16.36	21.93	16.45	22.46
KO	12.57	18.90	16.34	18.95
JNJ	15.15	15.90	16.26	17.78

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