Historical Realized Volatility: complete profile for QQQ

This report summarizes realized volatility calculated from rolling returns, highlights the latest levels, and provides historical context for interpretation.

Overview

AAPL's realized volatility measures the actual price fluctuations of the stock over a specified period. The latest annualized level stands at 25.30%, while the recent monthly-equivalent is 7.50%. Historically, these figures suggest a moderate level of price variability compared to past performance, reflecting a relatively stable trading environment.

Latest readings

As of 2025-08-04, the annualized 21-day realized volatility for QQQ is 11.46%. The monthly-equivalent measure is 3.31%. The latest close is $564.1.

Sample window spans 2015-08-12 to 2025-08-04.

Recent risk

Apple Inc. (AAPL) exhibits an annualized volatility of 11.46%, indicating moderate price fluctuations compared to historical norms for large-cap technology stocks. The recent monthly-equivalent volatility of 3.31% suggests a relatively stable performance in the short term, though both figures reflect a typical variability for the stock within its historical context.

Descriptive statistics

Summary distribution of annualized volatility, monthly-equivalent volatility, and closing prices.

Volatility through time

Annualized 21-day realized volatility.

Price history

Closing prices over the same window.

Annualized volatility

An annualized volatility of 11.46% for AAPL indicates that the stock price is expected to fluctuate by approximately 11.46% around the reference price of $564.1 over the year. This suggests that AAPL could range between $499.01 and $629.19, assuming a normal distribution of returns.

30-day equivalent

AAPL's monthly-equivalent volatility of 3.31% indicates that the stock price may experience short-term fluctuations of approximately ±$18.66 around the $564.10 price point on August 4, 2025. This level of volatility suggests moderate uncertainty in the stock's near-term performance.

Volatility and risk

Volatility quantifies the standard deviation of returns and serves as a proxy for risk. For instance, Apple Inc. (AAPL) has a volatility of 11.46%, indicating the degree of variation in its stock price over a specified period.

Historical context

Apple Inc. (AAPL) exhibits a long-term volatility profile with an average of 19.8% and a median of 17.2%. The typical range spans from 12.4% to 24.8%, with historical lows around 5.0%. This distribution indicates a moderate level of risk, with potential for significant fluctuations in stock price over time.