Stock Volatility Calculator
Calculate rolling log-return volatility with an explicit annualization frequency.
Illustrative example result
Latest annualized volatility: 18.560015%. Period: 14. Input order: oldest to newest.
| 2 | 2.059% | ||
| 3 | 0.528% | ||
| 4 | -1.117% | ||
| 5 | -1.379% | ||
| 6 | -0.01% | ||
| 7 | 1.743% | ||
| 8 | 2.205% | ||
| 9 | 1.023% | ||
| 10 | -0.725% | ||
| 11 | -1.457% | ||
| 12 | -0.497% | ||
| 13 | 1.29% | ||
| 14 | 2.203% | ||
| 15 | 1.442% | 1.367% | 21.698% |
| 16 | -0.261% | 1.305% | 20.723% |
| 17 | -1.389% | 1.384% | 21.973% |
| 18 | -0.892% | 1.369% | 21.728% |
| 19 | 0.779% | 1.292% | 20.514% |
| 20 | 2.06% | 1.36% | 21.585% |
| 21 | 1.773% | 1.362% | 21.617% |
| 22 | 0.218% | 1.276% | 20.251% |
| 23 | -1.179% | 1.327% | 21.071% |
| 24 | -1.174% | 1.358% | 21.551% |
| 25 | 0.26% | 1.27% | 20.166% |
| 26 | 1.793% | 1.303% | 20.678% |
| 27 | 1.976% | 1.347% | 21.382% |
| 28 | 0.694% | 1.262% | 20.028% |
| 29 | -0.864% | 1.271% | 20.172% |
| 30 | -1.324% | 1.335% | 21.194% |
| 31 | -0.227% | 1.263% | 20.053% |
| 32 | 1.417% | 1.249% | 19.833% |
| 33 | 2.049% | 1.32% | 20.951% |
| 34 | 1.135% | 1.259% | 19.99% |
| 35 | -0.47% | 1.223% | 19.407% |
| 36 | -1.335% | 1.299% | 20.625% |
| 37 | -0.638% | 1.263% | 20.046% |
| 38 | 0.965% | 1.207% | 19.165% |
| 39 | 1.989% | 1.279% | 20.311% |
| 40 | 1.492% | 1.259% | 19.98% |
| 41 | -0.034% | 1.189% | 18.871% |
| 42 | -1.207% | 1.253% | 19.888% |
| 43 | -0.961% | 1.259% | 19.993% |
| 44 | 0.495% | 1.181% | 18.75% |
| 45 | 1.801% | 1.23% | 19.533% |
| 46 | 1.736% | 1.252% | 19.874% |
| 47 | 0.417% | 1.17% | 18.573% |
| 48 | -0.961% | 1.2% | 19.055% |
| 49 | -1.174% | 1.246% | 19.781% |
| 50 | 0.025% | 1.169% | 18.56% |
How to read these results
Formula & calculation basis
Log return = ln(current price / previous price). For n returns, calculate deviations from their mean. Sample variance divides squared deviations by n−1; population variance divides by n. Annualized volatility = return standard deviation × √periods per year.
Coverage & limitations
A window of n returns needs n+1 strictly positive prices. Input intervals must be equally spaced and corporate-action treatment consistent. Annualization assumes comparable independent intervals. This is historical return volatility, not price standard deviation or implied volatility.
Sources & update policy
Example inputs are synthetic and are not company data or a forecast. The formula version is dated 2026-10-28. Calculations do not fetch market data.
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