Historical Realized Volatility: complete profile for VTI

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 degree of price fluctuations of its stock over a specific period. The latest annualized level stands at 22.50%, while the recent monthly-equivalent volatility is 5.20%. Historically, these figures suggest that AAPL's stock has experienced moderate price variability compared to its past performance.

Latest readings

As of 2025-08-04, the annualized 21-day realized volatility for VTI is 10.39%. The monthly-equivalent measure is 3.0%. The latest close is $310.53.

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

Recent risk

Apple Inc. (AAPL) exhibits an annualized volatility of 10.39%, indicating a moderate level of risk relative to historical standards. The monthly-equivalent volatility of 3.0% suggests that AAPL's price has shown typical variability, consistent with its historical performance, where volatility has often ranged between 10% and 15% annually.

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 10.39% for AAPL indicates that the stock's price is expected to fluctuate by this percentage over a year. At a reference price of $310.53, this translates to potential price movements of approximately ±$32.30, reflecting the stock's risk profile.

30-day equivalent

AAPL's monthly-equivalent volatility of 3.0% indicates that short-term price fluctuations around the $310.53 mark could range approximately ±$9.32. This level of volatility suggests a moderate degree of uncertainty in AAPL's price movements in the near term.

Volatility and risk

Volatility measures the standard deviation of returns and serves as a proxy for risk. For example, Apple Inc. (AAPL) has a volatility of 10.39%, indicating the degree of variation in its stock price over a specific period.

Historical context

Apple Inc. (AAPL) exhibits an average long-term volatility of 15.5% and a median of 12.9%, with a typical range between 9.2% and 19.4%. The lows near 3.6% suggest that while AAPL can experience periods of stability, it is generally subject to significant fluctuations, indicating a moderate risk profile for investors.