Volatility Analysis
63.29 -1.42(-2.19%)07/03/2024
Griffon Corp. (GFF)
For the given dates, GFF current volatility is at 33.13%.
The 1-Month historical standard deviation is at 1.47.
Griffon Corp. (GFF)
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Historical Standard Deviation
Period | Value |
1 Week | 0.68 |
20 Days | 1.15 |
1 Month | 1.47 |
3 Months | 2.60 |
100 Days | 2.87 |
6 Months | 4.44 |
9 Months | 11.06 |
Year-to-date | 4.44 |
1 Year | 12.61 |
3 Years | 16.24 |
5 Years | 15.60 |
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 | 40.30 | -35.22 | 5.44 | 50.37 | -10.07 | 37.52 | -13.30 | -35.22 | 50.37 | 10.72 | |||||
2023 | 7.34 | 62.02 | -14.86 | 2.78 | -9.80 | -14.86 | 62.02 | 9.50 | |||||||
Summary | |||||||||||||||
Avg Returns (%) | 40.30 | -35.22 | 5.44 | 50.37 | -10.07 | 37.52 | -13.30 | 7.34 | 62.02 | -14.86 | 2.78 | -9.80 | -35.22 | 62.02 | 10.21 |
Max Pos Return (%) | 40.30 | -35.22 | 5.44 | 50.37 | -10.07 | 37.52 | -13.30 | 7.34 | 62.02 | -14.86 | 2.78 | -9.80 | -35.22 | 62.02 | 10.21 |
Max Neg Return (%) | 40.30 | -35.22 | 5.44 | 50.37 | -10.07 | 37.52 | -13.30 | 7.34 | 62.02 | -14.86 | 2.78 | -9.80 | -35.22 | 62.02 | 10.21 |
Pos Occurences (%) | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | 0 | 100 | 58 |
Neg Occurences (%) | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | 0 | 100 | 42 |