Volatility Analysis
6.22 0.19(3.15%)09/27/2024
Virgin Galactic Holdings Inc (SPCE)
For the given dates, SPCE current volatility is at 48.23%.
The 1-Month historical standard deviation is at 0.38.
Virgin Galactic Holdings Inc (SPCE)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 0.15 |
| 20 Days | 0.41 |
| 1 Month | 0.38 |
| 3 Months | 0.74 |
| 100 Days | 0.92 |
| 6 Months | 3.12 |
| 9 Months | 2.82 |
| Year-to-date | 2.84 |
| 1 Year | 2.55 |
| 3 Years | 4.80 |
| 5 Years | 11.15 |
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 | -35.06 | 41.51 | -5.29 | 93.53 | -19.79 | 1,056.73 | -93.41 | -21.04 | -33.65 | -93.41 | 93.53 | -8.02 | |||
| 2023 | -9.47 | 25.88 | -9.47 | 25.88 | 8.21 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -35.06 | 41.51 | -5.29 | 93.53 | -19.79 | 1.00 | -93.41 | -21.04 | -33.65 | nan | -9.47 | 25.88 | -9.47 | 93.53 | nan |
| Max Pos Return (%) | -35.06 | 41.51 | -5.29 | 93.53 | -19.79 | 1.00 | -93.41 | -21.04 | -33.65 | 0.00 | -9.47 | 25.88 | 0.00 | 93.53 | -4.65 |
| Max Neg Return (%) | -35.06 | 41.51 | -5.29 | 93.53 | -19.79 | 1.00 | -93.41 | -21.04 | -33.65 | 0.00 | -9.47 | 25.88 | 0.00 | 93.53 | -4.65 |
| Pos Occurences (%) | 0 | 100 | 0 | 100 | 0 | 100 | 0 | 0 | 0 | nan | 0 | 100 | 0 | 100 | nan |
| Neg Occurences (%) | 100 | 0 | 100 | 0 | 100 | 0 | 100 | 100 | 100 | nan | 100 | 0 | 0 | 100 | nan |