Statistical analysis
Stock Volatility and Statistical Price Ranges
A statistical range describes uncertainty under a model; it is not a promised minimum, maximum or target price.
Reviewed 1 September 2026Realized volatility
The site calculates daily logarithmic returns from recent closing prices and estimates their variability over a 20-session window. Higher variability produces a wider modelled interval.
The 80% interval
The displayed range uses an approximately 80% statistical interval with bounded recent drift. Under the model, many normal sessions may fall inside it, but any individual session can move outside it.
Model assumptions
The calculation relies on recent history being informative and cannot anticipate company announcements, overnight gaps, liquidity shocks or structural market changes. It is not an exchange or broker forecast.
Reading the output
Use the range with its source, timestamp, lookback and limitations. Wider ranges indicate more measured uncertainty; they do not imply a particular direction.