Will your stock's volatility rise or fall over the next month? In the table below, we provide historical volatility 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 for Individual Large-Cap Stocks

(As of market close 02/01/2013)

Ticker	5-Year Historical	1-Year Historical	Month Ago (Model)	Current Estimate (Model)	Next Month Average Forecast
AAPL	36.86	32.57	34.04	58.14	45.41
ABT	21.35	14.97	16.83	14.95	18.37
ACN	30.62	21.83	24.64	19.65	22.17
AEP	25.05	12.62	16.69	8.89	19.14
ALL	46.62	18.04	20.93	17.64	35.55
AMGN	28.67	17.97	23.68	22.87	26.33
AMZN	45.40	31.66	33.70	34.88	35.82
APA	44.52	24.73	25.18	22.04	33.26
APC	51.67	29.00	30.58	25.90	41.11
AXP	50.98	19.87	19.54	19.34	37.23
BA	34.76	19.99	16.57	26.03	28.96
BAC	78.96	37.62	35.15	31.16	64.28
BAX	25.21	17.15	20.06	17.60	24.17
BHI	50.23	29.92	30.34	27.92	37.13
BK	55.49	24.99< > /td>	27.35	20.39	42.41
BMY	25.54	17.80	17.18	17.63	22.12
BRKB	28.98	12.79	24.40	10.61	24.29
C	82.65	34.12	33.63	25.45	64.85
CAT	40.80	25.85	25.30	20.72	30.25
CL	21.93	13.22	16.27	18.40	19.36
CMCSA	37.64	18.45	22.85	24.25	29.55
COF	67.10	26.22	30.01	37.41	49.37
COP	36.06	18.49	19.19	33.01	33.31
COST	26.41	17.97	25.49	16.52	21.67
CSCO	35.89	26.03	30.50	28.59	33.16
CVS	31.16	16.45	17.20	19.14	25.79
CVX	32.69	17.36	19.01	16.32	25.72
DD	35.28	19.84	17.01	17.01	27.91
DIS	34.02	18.22	20.99	17.44	25.42
DOW	47.58	26.46	23.32	37.17	40.14
DVN	43.66	26.00	25.77	24.92	33.61
EBAY	40.82	30.28	25.65	24.73	23.81
EMC	35.68	27.84	27.95	27.66	29.26
EMR	36.12	20.63	16.19	14.83	23.06
EXC	29.91	17.04	20.17	16.43	24.96
F	59.69	25.11	31.83	33.22	48.59
FCX	60.68	36.05	47.97	35.89	45.67
FDX	37.19	20.20	18.33	14.82	23.98
GD	29.07	18.56	18.94	27.23	27.49
GE	40.65	18.79	23.77	18.73	30.31
GILD	33.28	34.25	27.60	26.69	30.33
GOOG	34.61	21.56	25.90	24.26	23.24
GS	50.80	27.04	28.40	24.17	40.32
HAL	50.73	27.60	27.26	26.86	38.48
HD	32.69	18.65	21.89	15.28	25.60
HNZ	20.63	11.80	15.76	11.03	15.62
HON	33.70	20.12	17.40	15.99	24.54
HPQ	37.95	37.22	35.25	31.77	35.13
IBM	24.79	> 16.23	18.49	18.55	21.75
INTC	33.70	22.27	23.96	28.44	29.73
JNJ	18.53	9.80	11.10	10.34	15.87
JPM	57.47	27.62	20.02	19.43	44.65
KO	21.97	13.27	19.17	14.44	17.63
LLY	26.37	18.32	18.60	22.34	24.13
LMT	27.10	15.57	18.95	26.04	25.91
LOW	37.04	26.72	22.72	20.35	27.56
MA	41.37	21.78	22.97	23.21	32.12
MCD	21.26	14.07	15.08	10.55	15.35
MDT	28.30	18.06	20.99	15.30	22.62
MET	65.86	29.16	40.05	23.70	50.84
MMM	27.03	14.35	15.99	12.34	18.89
MO	22.72	14.62	22.44	13.77	18.41
MON	41.12	21.08	16.49	15.54	26.07
MRK	31.23	16.10	23.31	19.64	24.35
MS	75.59	38.11	31.29	35.90	61.18
MSFT	32.04	20.23	23.19	19.47	24.23
NKE	33.60	23.42	27.42	23.96	28.49
NOV	58.93	29.43	32.47	24.07	44.71
NSC	36.52	24.71	21.55	20.48	27.23
NWSA	46.02	22.95	27.97	20.08	34.10
ORCL	33.42	20.69	22.08	18.10	26.11
OXY	45.25	25.18	23.58	21.47	34.06
PEP	20.59	10.58	12.97	9.80	16.03
PFE	27.19	13.64	17.37	16.63	20.51
PG	20.59	13.67	15.44	13.01	15.84
QCOM	35.59	23.59	28.42	23.92	29.80
RTN	25.99	15.82	19.60	27.89	26.21
SBUX	40.39	28.81	26.38	25.48	32.22
SLB	45.30	25.36	29.25	24.28	33.90
SO	18.96	11.40	17.11	11.30	16.15
SPG	55.84	15.00	14.20	12.45	43.14
T	26.34	14.89	20.54	16.36	21.30
TGT	35.00	14.92	21.61	17.79	25.62
TWX	38.04	18.91	20.38	16.60	27.74
TXN	33.81	24.43	22.41	21.25	22.27
UNH	43.59	21.47	23.66	24.12	31.09
UNP	36.30	20.84	17.72	22.24	28.40
UPS	27.50	15.09	19.13	19.85	22.63
USB	51.21	18.07	21.60	15.56	38.30
UTX	29.64	19.64	16.02	16.43	21.88
VZ	26.01	15.25	17.67	17.52	22.24
WAG	30.17	22.67	19.97	17.95	19.40
WFC	63.40	21.31	21.52	20.05	47.52
WMB	47.96	22.86	30.57	24.28	38.48
WMT	21.46	16.28	17.20	12.97	16.98

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

Volatility Estimates for Individual Large-Cap Stocks

Features

Finance Books