Volatility Analysis
48.79 -0.15(-0.31%)09/13/2024
Barclays Bank PLC (VXX)
For the given dates, VXX current volatility is at 113.89%.
The 1-Month historical standard deviation is at 3.49.
Barclays Bank PLC (VXX)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 2.84 |
| 20 Days | 3.78 |
| 1 Month | 3.49 |
| 3 Months | 21.07 |
| 100 Days | 21.17 |
| 6 Months | 18.30 |
| 9 Months | 15.60 |
| Year-to-date | 16.07 |
| 1 Year | 13.57 |
| 3 Years | 32.92 |
| 5 Years | 177.93 |
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 | -8.45 | 0.11 | -58.06 | 191.62 | -39.09 | -17.33 | 2,657.26 | -91.84 | 91.16 | -91.84 | 91.16 | 7.79 | |||
| 2023 | -68.24 | 82.58 | -68.24 | 82.58 | 7.17 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -8.45 | 0.11 | -58.06 | 191.62 | -39.09 | -17.33 | 2.00 | -91.84 | 91.16 | nan | -68.24 | 82.58 | -68.24 | 191.62 | nan |
| Max Pos Return (%) | -8.45 | 0.11 | -58.06 | 191.62 | -39.09 | -17.33 | 2.00 | -91.84 | 91.16 | 0.00 | -68.24 | 82.58 | 0.00 | 91.16 | 7.04 |
| Max Neg Return (%) | -8.45 | 0.11 | -58.06 | 191.62 | -39.09 | -17.33 | 2.00 | -91.84 | 91.16 | 0.00 | -68.24 | 82.58 | 0.00 | 91.16 | 7.04 |
| Pos Occurences (%) | 0 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | 100 | nan | 0 | 100 | 0 | 100 | nan |
| Neg Occurences (%) | 100 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | 0 | nan | 100 | 0 | 0 | 100 | nan |