Historical Volatility Calculator
Enter recent daily closes from earliest to latest (at least 3, up to 10) to compute daily return volatility and its annualized value.
Results
Fill in the inputs and click Calculate.
- Daily σ
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- Annualized Vol
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- Mean Daily Return
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- Worst Day
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- Best Day
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Risk disclaimer
History does not predict the future; the window choice and adjustments strongly affect results.
What does historical volatility measure?
It measures how large daily returns have been over the window, usually as the sample standard deviation.
Results depend heavily on the window: longer windows smooth more, shorter ones react more to recent moves.
How to use
- Fill in daily closes in order — row 1 is the earliest, contiguous (no gaps).
- Enter at least three closes.
- Click Calculate for daily and annualized volatility plus the daily return range.
Formula
- Daily return = (close − prior close) ÷ prior close × 100%
- Daily volatility = sample std of daily returns (in % points)
- Annualized volatility = daily vol × √365
Example
Closes 100/102/99/103/101 → daily vol ≈ 3.29%, annualized ≈ 62.8%.
More samples give steadier estimates, but 10 closes still only describe that window.
FAQ
Why ×√365?
Under independent returns, variance scales with time and volatility with √days; 365 approximates a trading year.
Relation to option IV?
Historical volatility is what happened; IV is the market's forward price of volatility — compared but not the same.