Volatility Analysis

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Volatility: 
Days Factor: 
150.64 2.45(1.65%)09/16/2024
Targa Resources Corp (TRGP)
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  • For the given dates, TRGP current volatility is at 24.84%.
  • The 1-Month historical standard deviation is at 2.56.



  • Historical Standard Deviation
    PeriodValue
    1 Week2.65
    20 Days2.22
    1 Month2.56
    3 Months 7.89
    100 Days 9.05
    6 Months 12.79
    9 Months 19.86
    Year-to-date19.29
    1 Year21.14
    3 Years60.20
    5 Years55.53
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    202416.9667.30-47.933.0944.15-3.30-8.88-27.4558.18   -47.9367.3011.35
    2023          -14.85-21.92-21.92-14.85-18.39
    Summary
    Avg Returns (%)16.9667.30-47.933.0944.15-3.30-8.88-27.4558.18nan-14.85-21.92-21.9267.30nan
    Max Pos Return (%)16.9667.30-47.933.0944.15-3.30-8.88-27.4558.180.00-14.85-21.920.0067.305.45
    Max Neg Return (%)16.9667.30-47.933.0944.15-3.30-8.88-27.4558.180.00-14.85-21.920.0067.305.45
    Pos Occurences (%)1001000100100000100nan000100nan
    Neg Occurences (%)00100001001001000nan100100100100nan