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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 04/05/2024


Ticker 1-Year Historical Month Ago (Model) Current Estimate (Model) Next Month Average Forecast
AMD46.94 53.7859.2454.55
TSLA48.74 56.2151.3957.99
WBA35.81 33.6747.9336.76
ADBE34.72 41.6647.8741.94
INTC39.63 45.5247.2339.91
NVDA46.00 49.0946.9149.16
ABBV19.42 21.0845.5127.93
TGT30.85 55.2143.7340.60
ACN22.82 20.6641.6533.83
F34.07 34.1339.2740.52
CRM27.68 47.5238.4540.35
UNH21.31 31.9937.7731.23
FDX25.97 27.8236.3137.50
GE23.87 22.2035.9738.89
QCOM30.11 45.7135.7440.17
CVS25.16 22.4834.0729.20
NKE27.42 31.7533.9232.32
BKNG26.24 41.1933.2735.33
BA29.88 28.9432.9841.54
META35.16 34.2532.8647.55
MMM28.37 24.0932.2428.75
PYPL38.20 33.7431.3842.18
NFLX35.39 30.4531.3633.30
AXP23.40 18.5930.7033.69
CHTR35.99 35.0330.5033.45
COF28.54 24.8330.0137.68
HD20.64 18.6329.6127.65
GOOGL27.72 32.0329.1329.96
UPS25.18 29.1629.1029.88
GM31.34 23.7928.9535.25
DIS27.20 30.8428.9331.37
GOOG27.78 32.7128.5729.53
SCHW39.40 25.0128.5634.17
SPG24.41 24.7628.4141.69
LLY28.25 28.3728.1028.72
LOW22.85 22.1127.9431.09
KHC17.14 27.0527.3830.92
SBUX21.53 25.2827.1028.41
BLK20.93 19.2126.7828.38
ORCL31.61 28.0826.3729.28
AMGN21.68 23.2126.3524.59
TXN23.03 22.7126.1428.58
CMCSA23.11 22.7725.8626.60
GS22.69 20.7425.7628.67
AAPL19.55 32.0225.5228.86
CSCO19.71 19.5825.5127.42
USB38.50 24.6725.1733.45
MS25.31 31.5925.0028.81
C24.98 18.5124.7932.09
MO18.61 25.3724.3224.61
ABT19.56 18.5524.2224.13
AMT25.50 20.9524.1726.46
BK23.22 22.1523.8827.68
BAC26.07 18.4823.8629.97
DHR22.96 21.8823.7525.25
NEE27.43 20.1223.5426.83
CAT27.72 23.4323.1726.15
MRK18.49 19.7222.3122.02
MDT19.76 18.6622.0422.91
BMY19.19 20.6722.0221.62
AIG24.63 16.8821.9834.96
AMZN29.50 26.3321.9232.23
PFE23.14 32.0721.9125.05
TMO21.47 18.9521.9025.84
MCD14.17 14.8321.7421.66
COST18.51 16.7321.5822.95
WFC27.42 21.4121.4230.81
IBM18.53 25.3221.3424.27
MA16.46 21.3321.2927.62
PG14.50 13.5121.1719.94
UNP21.27 20.8321.0525.30
HON17.13 17.5321.0123.42
MDLZ17.01 18.9720.7520.27
LMT17.29 18.1120.0423.04
MSFT22.50 24.6919.9126.05
JPM19.62 11.4619.5725.71
PM16.64 15.8319.3622.65
V14.94 17.2719.3523.74
MET26.30 13.7619.2429.30
T26.11 20.6619.2424.91
SO18.10 17.1218.4522.22
GILD21.86 22.2118.3221.16
LIN17.81 10.6118.2821.83
JNJ15.54 15.0218.0418.13
EXC21.27 20.3117.5724.05
CL14.48 12.1717.5218.68
PEP15.20 19.2517.0318.81
WMT15.23 18.1316.2819.82
GD17.06 14.4216.1321.12
EMR22.21 17.5815.8921.09
DUK17.91 17.6715.8219.98
KO12.60 15.0615.4317.43
CVX21.44 23.3515.3127.73
XOM23.26 19.5114.8825.79
TMUS16.89 14.6414.8522.81
COP25.90 24.4914.6232.25
KMI16.93 14.5414.5926.33
VZ23.49 17.7414.2718.56
BRKB13.13 15.5014.0718.45
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