Volatility Analysis

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Volatility: 
Days Factor: 
11.13 -0.19(-1.68%)09/13/2024
Bakkt Holdings Inc (BKKT)
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  • For the given dates, BKKT current volatility is at 70.25%.
  • The 1-Month historical standard deviation is at 2.92.



  • Historical Standard Deviation
    PeriodValue
    1 Week3.12
    20 Days3.41
    1 Month2.92
    3 Months 1.84
    100 Days 1.73
    6 Months 1.34
    9 Months 1.09
    Year-to-date1.58
    1 Year0.95
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-26.75164.45-48.871,008.93-87.35-39.26-39.535.86-10.50   -87.35164.45-8.99
    2023          247.97-3.34-3.34247.97122.32
    Summary
    Avg Returns (%)-26.75164.45-48.871.00-87.35-39.26-39.535.86-10.50nan247.97-3.34-3.34247.97nan
    Max Pos Return (%)-26.75164.45-48.871.00-87.35-39.26-39.535.86-10.500.00247.97-3.340.00247.9713.64
    Max Neg Return (%)-26.75164.45-48.871.00-87.35-39.26-39.535.86-10.500.00247.97-3.340.00247.9713.64
    Pos Occurences (%)010001000001000nan10000100nan
    Neg Occurences (%)100010001001001000100nan01000100nan