Volatility Analysis

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Volatility: 
Days Factor: 
45.26 0.91(2.05%)09/16/2024
Glacier Bancorp, Inc. (GBCI)
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  • For the given dates, GBCI current volatility is at 33.51%.
  • The 1-Month historical standard deviation is at 1.78.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.71
    20 Days1.85
    1 Month1.78
    3 Months 3.72
    100 Days 3.92
    6 Months 3.41
    9 Months 3.07
    Year-to-date3.08
    1 Year4.71
    3 Years8.04
    5 Years8.37
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024136.40-28.11-35.1216.62-17.18-3.4942.99-16.415.62   -35.12136.4011.26
    2023          -3.04-17.39-17.39-3.04-10.22
    Summary
    Avg Returns (%)136.40-28.11-35.1216.62-17.18-3.4942.99-16.415.62nan-3.04-17.39-17.39136.40nan
    Max Pos Return (%)136.40-28.11-35.1216.62-17.18-3.4942.99-16.415.620.00-3.04-17.390.00136.406.74
    Max Neg Return (%)136.40-28.11-35.1216.62-17.18-3.4942.99-16.415.620.00-3.04-17.390.00136.406.74
    Pos Occurences (%)10000100001000100nan000100nan
    Neg Occurences (%)0100100010010001000nan100100100100nan