Stock price volatility in United States was reported at 24.99 in 2021, according to the World Bank collection of development indicators, compiled from officially recognized sources. United States - Stock price volatility - actual values, historical data, forecasts and projections were sourced from the World Bank on August of 2025.

Graph and download economic data for CBOE Volatility Index: VIX (VIXCLS) from 1990-01-02 to 2025-07-30 about VIX, volatility, stock market, and USA.

Stock price volatility in India was reported at 20.59 in 2021, according to the World Bank collection of development indicators, compiled from officially recognized sources. India - Stock price volatility - actual values, historical data, forecasts and projections were sourced from the World Bank on July of 2025.

Stock price volatility in United Kingdom was reported at 22.02 in 2021, according to the World Bank collection of development indicators, compiled from officially recognized sources. United Kingdom - Stock price volatility - actual values, historical data, forecasts and projections were sourced from the World Bank on August of 2025.

Graph and download economic data for Volatility of Stock Price Index for India (DDSM01INA066NWDB) from 1984 to 2021 about volatility, stocks, India, price index, indexes, and price.

This dataset was created for a academic paper on multivariate time series prediction of S&P500 30-day volatility.

For this the dataset contains S&P500-related, financial and macroeconomic time series data was compiled from different sources. The individual sources can be viewed in the Methodology section of the following paper.

India: Stock price volatility, percent: The latest value from 2021 is 20.59 percent, a decline from 29.01 percent in 2020. In comparison, the world average is 20.14 percent, based on data from 87 countries. Historically, the average for India from 1984 to 2021 is 24.49 percent. The minimum value, 10.29 percent, was reached in 2016 while the maximum of 52.73 percent was recorded in 1992.

Stock price volatility in Vietnam was reported at 22.5 in 2021, according to the World Bank collection of development indicators, compiled from officially recognized sources. Vietnam - Stock price volatility - actual values, historical data, forecasts and projections were sourced from the World Bank on July of 2025.

This dataset offers both live (delayed) prices and End Of Day time series on equity options

1/ Live (delayed) prices for options on European stocks and indices including: Reference spot price, bid/ask screen price, fair value price (based on surface calibration), implicit volatility, forward Greeks : delta, vega Canari.dev computes AI-generated forecast signals indicating which option is over/underpriced, based on the holders strategy (buy and hold until maturity, 1 hour to 2 days holding horizon...). From these signals is derived a "Canari price" which is also available in this live tables.
Visit our website (canari.dev ) for more details about our forecast signals.

The delay ranges from 15 to 40 minutes depending on underlyings.

2/ Historical time series: Implied vol Realized vol Smile Forward
See a full API presentation here : https://youtu.be/qitPO-SFmY4 .

These data are also readily accessible in Excel thanks the provided Add-in available on Github: https://github.com/canari-dev/Excel-macro-to-consume-Canari-API

If you need help, contact us at: contact@canari.dev

User Guide: You can get a preview of the API by typing "data.canari.dev" in your web browser. This will show you a free version of this API with limited data.

Here are examples of possible syntaxes:

For live options prices: data.canari.dev/OPT/DAI data.canari.dev/OPT/OESX/0923 The "csv" suffix to get a csv rather than html formating, for example: data.canari.dev/OPT/DB1/1223/csv For historical parameters: Implied vol : data.canari.dev/IV/BMW

data.canari.dev/IV/ALV/1224

data.canari.dev/IV/DTE/1224/csv

Realized vol (intraday, maturity expressed as EWM, span in business days): data.canari.dev/RV/IFX ... Implied dividend flow: data.canari.dev/DIV/IBE ... Smile (vol spread between ATM strike and 90% strike, normalized to 1Y with factor 1/√T): data.canari.dev/SMI/DTE ... Forward: data.canari.dev/FWD/BNP ...

List of available underlyings: Code Name OESX Eurostoxx50 ODAX DAX OSMI SMI (Swiss index) OESB Eurostoxx Banks OVS2 VSTOXX ITK AB Inbev ABBN ABB ASM ASML ADS Adidas AIR Air Liquide EAD Airbus ALV Allianz AXA Axa BAS BASF BBVD BBVA BMW BMW BNP BNP BAY Bayer DBK Deutsche Bank DB1 Deutsche Boerse DPW Deutsche Post DTE Deutsche Telekom EOA E.ON ENL5 Enel INN ING IBE Iberdrola IFX Infineon IES5 Intesa Sanpaolo PPX Kering LOR L Oreal MOH LVMH LIN Linde DAI Mercedes-Benz MUV2 Munich Re NESN Nestle NOVN Novartis PHI1 Philips REP Repsol ROG Roche SAP SAP SNW Sanofi BSD2 Santander SND Schneider SIE Siemens SGE Société Générale SREN Swiss Re TNE5 Telefonica TOTB TotalEnergies UBSN UBS CRI5 Unicredito SQU Vinci VO3 Volkswagen ANN Vonovia ZURN Zurich Insurance Group

Data consist of 5 minute transaction prices on 500 US stocks (components of the S&P500 index) and 168 Australian stocks. These are downloaded from the SIRCA database. Substantial cleaning is undertaken and the data are used to create a dataset of daily realized volatility estimates for each stock

Stock price volatility in Indonesia was reported at 21.77 in 2021, according to the World Bank collection of development indicators, compiled from officially recognized sources. Indonesia - Stock price volatility - actual values, historical data, forecasts and projections were sourced from the World Bank on August of 2025.

Italy: Stock price volatility, percent: The latest value from 2021 is 26.72 percent, a decline from 27.83 percent in 2020. In comparison, the world average is 20.14 percent, based on data from 87 countries. Historically, the average for Italy from 1998 to 2021 is 24.27 percent. The minimum value, 10.62 percent, was reached in 2005 while the maximum of 37.97 percent was recorded in 2009.

Stock price volatility in Poland was reported at 26.57 in 2021, according to the World Bank collection of development indicators, compiled from officially recognized sources. Poland - Stock price volatility - actual values, historical data, forecasts and projections were sourced from the World Bank on August of 2025.

This study uses a disaggregated approach to study the volatility of common stocks at the market, industry, and firm levels. Over the period from 1962 to 1997 there has been a noticeable increase in firm-level volatility relative to market volatility. Accordingly, correlations among individual stocks and the explanatory power of the market model for a typical stock have declined, whereas the number of stocks needed to achieve a given level of diversification has increased. All the volatility measures move together countercyclically and help to predict GDP growth. Market volatility tends to lead the other volatility series. Factors that may be responsible for these findings are suggested. Copyright The American Finance Association 2001.

These data and/or computer programs are part of ICPSR's Publication-Related Archive and are distributed exactly as they arrived from the data depositor. ICPSR has not checked or processed this material. Users should consult the INVESTIGATOR(S) if further information is desired.

Graph and download economic data for Equity Market Volatility Tracker: Overall (EMVOVERALLEMV) from Jan 1985 to Jun 2025 about volatility, uncertainty, equity, and USA.

Daily realised volatilities for the Dow Jones Index and 26 individual stocks.

The Realised Volatility data was used to evaluate different volatility forecasting methods. The Realised Volatility data was calculated using underlying high frequency prices obtained from Thomson Reuters Datascope.

Our initial sample consists of all the Chinese A-share listed firm samples spans from January 1, 2014 to December 31. The 5-min frequency price data and the single trading data containing the price, volume and the buying/selling initiation information are collected from the CSMAR high-frequency database; the former data are used to calculate the RV. Following Wang et al. (2016), we use the local official replacement to measure the LPU, that is, for the firm i in day t (in month m), LPUi,t takes the value of 1 if observing a mayor or the party head turnover during the (m-1, m+1) months in the firms’ registered prefecture city, and 0 otherwise. The detailed information of local government official replacements is collected from China Economic Net (http://www.ce.cn/) and other authoritative government website manually. The political sensitively data include the “innate” state ownership (SOE) and the “postnatal” Chairman/CEO political connection (PC), which are collected from the CSMAR database and compiled as Fan et al. (2007). We delete the sample-firms going public and the firms with trading days less than two years, and the samples with missing variables. Finally we get 2048676 daily samples comprising 2318 firms, with the maximum length of 1219 trading days.

Graph and download economic data for Volatility of Stock Price Index for Indonesia (DDSM01IDA066NWDB) from 1984 to 2021 about Indonesia, volatility, stocks, price index, indexes, and price.

Norway: Stock price volatility, percent: The latest value from 2021 is 21.87 percent, a decline from 22.33 percent in 2020. In comparison, the world average is 20.14 percent, based on data from 87 countries. Historically, the average for Norway from 1996 to 2021 is 21.64 percent. The minimum value, 11.23 percent, was reached in 1996 while the maximum of 51.08 percent was recorded in 2009.