Volatility Analysis

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Volatility: 
Days Factor: 
63.29 -1.42(-2.19%)07/03/2024
Griffon Corp. (GFF)
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  • For the given dates, GFF current volatility is at 33.13%.
  • The 1-Month historical standard deviation is at 1.47.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.68
    20 Days1.15
    1 Month1.47
    3 Months 2.60
    100 Days 2.87
    6 Months 4.44
    9 Months 11.06
    Year-to-date4.44
    1 Year12.61
    3 Years16.24
    5 Years15.60
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202440.30-35.225.4450.37-10.0737.52-13.30     -35.2250.3710.72
    2023       7.3462.02-14.862.78-9.80-14.8662.029.50
    Summary
    Avg Returns (%)40.30-35.225.4450.37-10.0737.52-13.307.3462.02-14.862.78-9.80-35.2262.0210.21
    Max Pos Return (%)40.30-35.225.4450.37-10.0737.52-13.307.3462.02-14.862.78-9.80-35.2262.0210.21
    Max Neg Return (%)40.30-35.225.4450.37-10.0737.52-13.307.3462.02-14.862.78-9.80-35.2262.0210.21
    Pos Occurences (%)10001001000100010010001000010058
    Neg Occurences (%)0100001000100001000100010042