Stock Price Volatility
Europe Ranking
percentSource: IMF
Definition of Stock Price Volatility
The stock price volatility index is the 360-day standard deviation of the return on the national stock market index.
Current Rank | Country | Value | Latest Reading | Previous Rank | Previous Value |
---|---|---|---|---|---|
1 ↑ | Greece | 32.11 | 2020 | 3 | 19.97 |
2 | Luxembourg | 30.76 | 2020 | 2 | 20.98 |
3 ↑ | Italy | 28.1 | 2020 | 6 | 17.27 |
4 ↑ | Austria | 27.64 | 2020 | 9 | 15.87 |
5 | Poland | 25.46 | 2020 | 5 | 17.68 |
6 ↑ | Belgium | 25.38 | 2020 | 24 | 12.72 |
7 ↑ | Ireland | 25.18 | 2020 | 14 | 14.68 |
8 ↑ | Spain | 25.15 | 2020 | 20 | 13.33 |
9 ↑ | France | 24.91 | 2020 | 17 | 13.76 |
10 ↑ | Germany | 24.51 | 2020 | 13 | 14.94 |
11 ↓ | Hungary | 22.8 | 2020 | 8 | 16.02 |
12 ↑ | Sweden | 22.67 | 2020 | 15 | 14.65 |
13 ↓ | Ukraine | 22.54 | 2020 | 1 | 25.25 |
14 ↓ | Norway | 22.4 | 2020 | 12 | 14.97 |
15 ↑ | Netherlands | 22.21 | 2020 | 23 | 12.78 |
16 | Finland | 21.98 | 2020 | 16 | 13.97 |
17 ↑ | United Kingdom | 21.52 | 2020 | 25 | 11.7 |
18 ↓ | Latvia | 21.42 | 2020 | 4 | 18.05 |
19 ↑ | Portugal | 20.76 | 2020 | 26 | 11.62 |
20 ↑ | Switzerland | 19.03 | 2020 | 22 | 13.09 |
21 ↑ | Czech Republic | 18.77 | 2020 | 28 | 9.98 |
22 ↓ | Denmark | 18.71 | 2020 | 11 | 15.07 |
23 ↓ | Iceland | 18.22 | 2020 | 21 | 13.24 |
24 ↑ | Croatia | 17.13 | 2020 | 34 | 7.42 |
25 ↓ | Cyprus | 16.92 | 2020 | 18 | 13.5 |
26 ↑ | Slovenia | 16.02 | 2020 | 29 | 9.19 |
27 ↓ | Slovakia | 15.51 | 2020 | 10 | 15.41 |
28 ↑ | Bulgaria | 15.5 | 2020 | 29 | 9.19 |
29 ↑ | Estonia | 14.97 | 2020 | 32 | 7.84 |
30 ↓ | Bosnia and Herzegovina | 14.91 | 2020 | 7 | 16.14 |
31 ↓ | Serbia | 13.93 | 2020 | 27 | 10.68 |
32 ↓ | Lithuania | 12.37 | 2020 | 31 | 8.49 |
33 ↓ | Macedonia | 12.08 | 2020 | 19 | 13.34 |
34 ↓ | Malta | 10.76 | 2020 | 33 | 7.47 |
The stock price volatility index is the 360-day standard deviation of the return on the national stock market index.