Volatility Analysis

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Volatility: 
Days Factor: 
38.29 0.04(0.10%)05/20/2024
NBT Bancorp. Inc. (NBTB)
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  • For the given dates, NBTB current volatility is at 10.26%.
  • The 1-Month historical standard deviation is at 1.32.



  • Historical Standard Deviation
    PeriodValue
    1 Week0.78
    20 Days1.25
    1 Month1.32
    3 Months 1.09
    100 Days 1.14
    6 Months 2.68
    9 Months 2.84
    Year-to-date2.24
    1 Year2.68
    3 Years3.47
    5 Years4.27
    Historical Volatility




    Historical Volatility Returns (%) By Years/Months
    YearJanFebMarAprMayJunJulAugSepOctNovDecMinMaxAvg
    2024113.48-46.9150.40-15.98-63.94       -63.94113.487.41
    2023      23.52-31.03-4.28163.31-75.6859.40-75.68163.3122.54
    Summary
    Avg Returns (%)113.48-46.9150.40-15.98-63.94nan23.52-31.03-4.28163.31-75.6859.40-75.68163.31nan
    Max Pos Return (%)113.48-46.9150.40-15.98-63.940.0023.52-31.03-4.28163.31-75.6859.400.00163.3114.36
    Max Neg Return (%)113.48-46.9150.40-15.98-63.940.0023.52-31.03-4.28163.31-75.6859.400.00163.3114.36
    Pos Occurences (%)100010000nan1000010001000100nan
    Neg Occurences (%)01000100100nan0100100010000100nan