Volatility Analysis

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Volatility: 
Days Factor: 
21.73 -0.02(-0.07%)09/27/2024
International Game Technology PLC (IGT)
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  • For the given dates, IGT current volatility is at 17.01%.
  • The 1-Month historical standard deviation is at 0.30.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.24
    20 Days0.22
    1 Month0.30
    3 Months 0.86
    100 Days 0.88
    6 Months 0.92
    9 Months 2.41
    Year-to-date2.34
    1 Year3.31
    3 Years4.15
    5 Years6.88
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024-11.0830.6129.19-48.3553.35-44.51414.74-79.36-10.07   -79.36414.7437.17
    2023          -64.0117.68-64.0117.68-23.17
    Summary
    Avg Returns (%)-11.0830.6129.19-48.3553.35-44.51414.74-79.36-10.07nan-64.0117.68-64.01414.74nan
    Max Pos Return (%)-11.0830.6129.19-48.3553.35-44.51414.74-79.36-10.070.00-64.0117.680.00414.7424.02
    Max Neg Return (%)-11.0830.6129.19-48.3553.35-44.51414.74-79.36-10.070.00-64.0117.680.00414.7424.02
    Pos Occurences (%)01001000100010000nan01000100nan
    Neg Occurences (%)1000010001000100100nan10000100nan