Volatility Analysis
52.85 0.78(1.49%)09/16/2024
Barclays Bank PLC (VXZ)
For the given dates, VXZ current volatility is at 45.33%.
The 1-Month historical standard deviation is at 1.73.
Barclays Bank PLC (VXZ)
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Historical Standard Deviation
| Period | Value |
| 1 Week | 1.49 |
| 20 Days | 1.89 |
| 1 Month | 1.73 |
| 3 Months | 20.24 |
| 100 Days | 20.44 |
| 6 Months | 18.20 |
| 9 Months | 15.74 |
| Year-to-date | 16.17 |
| 1 Year | 13.76 |
| 3 Years | 8.91 |
| 5 Years | 8.22 |
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 | -17.87 | -11.53 | -50.22 | 160.44 | -43.95 | 8.47 | 4,186.19 | -96.57 | 93.41 | -96.57 | 93.41 | 5.13 | |||
| 2023 | -62.11 | 69.06 | -62.11 | 69.06 | 3.48 | ||||||||||
| Summary | |||||||||||||||
| Avg Returns (%) | -17.87 | -11.53 | -50.22 | 160.44 | -43.95 | 8.47 | 4.00 | -96.57 | 93.41 | nan | -62.11 | 69.06 | -62.11 | 160.44 | nan |
| Max Pos Return (%) | -17.87 | -11.53 | -50.22 | 160.44 | -43.95 | 8.47 | 4.00 | -96.57 | 93.41 | 0.00 | -62.11 | 69.06 | 0.00 | 93.41 | 4.43 |
| Max Neg Return (%) | -17.87 | -11.53 | -50.22 | 160.44 | -43.95 | 8.47 | 4.00 | -96.57 | 93.41 | 0.00 | -62.11 | 69.06 | 0.00 | 93.41 | 4.43 |
| Pos Occurences (%) | 0 | 0 | 0 | 100 | 0 | 100 | 100 | 0 | 100 | nan | 0 | 100 | 0 | 100 | nan |
| Neg Occurences (%) | 100 | 100 | 100 | 0 | 100 | 0 | 0 | 100 | 0 | nan | 100 | 0 | 0 | 100 | nan |