Volatility Analysis
45.26 0.91(2.05%)09/16/2024
Glacier Bancorp, Inc. (GBCI)
For the given dates, GBCI current volatility is at 33.51%.
The 1-Month historical standard deviation is at 1.78.
Glacier Bancorp, Inc. (GBCI)
Showing 1 year of volatilty data. To view all data, Upgrade to PRO plan with only $1
Historical Standard Deviation
Period | Value |
1 Week | 0.71 |
20 Days | 1.85 |
1 Month | 1.78 |
3 Months | 3.72 |
100 Days | 3.92 |
6 Months | 3.41 |
9 Months | 3.07 |
Year-to-date | 3.08 |
1 Year | 4.71 |
3 Years | 8.04 |
5 Years | 8.37 |
Historical Volatility
Historical Volatility Returns (%) By Years/Months
Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Min | Max | Avg |
2024 | 136.40 | -28.11 | -35.12 | 16.62 | -17.18 | -3.49 | 42.99 | -16.41 | 5.62 | -35.12 | 136.40 | 11.26 | |||
2023 | -3.04 | -17.39 | -17.39 | -3.04 | -10.22 | ||||||||||
Summary | |||||||||||||||
Avg Returns (%) | 136.40 | -28.11 | -35.12 | 16.62 | -17.18 | -3.49 | 42.99 | -16.41 | 5.62 | nan | -3.04 | -17.39 | -17.39 | 136.40 | nan |
Max Pos Return (%) | 136.40 | -28.11 | -35.12 | 16.62 | -17.18 | -3.49 | 42.99 | -16.41 | 5.62 | 0.00 | -3.04 | -17.39 | 0.00 | 136.40 | 6.74 |
Max Neg Return (%) | 136.40 | -28.11 | -35.12 | 16.62 | -17.18 | -3.49 | 42.99 | -16.41 | 5.62 | 0.00 | -3.04 | -17.39 | 0.00 | 136.40 | 6.74 |
Pos Occurences (%) | 100 | 0 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | nan | 0 | 0 | 0 | 100 | nan |
Neg Occurences (%) | 0 | 100 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | nan | 100 | 100 | 100 | 100 | nan |