Volatility Calculator

Compute annualized volatility from a list of returns.

Period returns (%)Period

Result

Std deviation

1.2665%

Annualized vol

20.1056%

VaR 95

1.5%

VaR 99

1.5%

About this tool

Paste a series of period returns (daily / weekly / monthly) and pick the period. Get standard deviation, annualized volatility, and the 95% / 99% VaR band. Aimed at r/options volatility and r/investing 'how volatile is this ETF' threads.

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