Stock price volatility in New Zealand

New Zealand: Stock price volatility was 16.73 in 2021. β–Ό Falling

Latest (2021)
16.73
Change on year
up 1.9%
World rank
58th
of 86 countries
All-time high
19.78
in 1998
All-time low
7.5
in 2015
Years of data
30
1992–2021

Stock price volatility in New Zealand, 1992–2021

051015201992200620211992: 12.21993: 12.91994: 16.81995: 14.41996: 10.31997: 11.11998: 19.81999: 19.12000: 15.32001: 14.82002: 12.92003: 9.92004: 82005: 7.62006: 9.62007: 9.72008: 12.82009: 18.42010: 12.62011: 8.82012: 9.42013: 8.62014: 8.22015: 7.52016: 8.62017: 92018: 8.22019: 9.72020: 16.42021: 16.7

Source: Bloomberg.

Analysis

The most recent figure for stock price volatility in New Zealand is 16.73, measured in 2021.

Compared with earlier readings it is up 1.9% on the previous year and up 90.2% over ten years.

Over the whole period, stock price volatility in New Zealand peaked at 19.78 in 1998 and was at its lowest, 7.5, in 2015.

New Zealand ranks 58th of 86 countries on this measure, in the middle of the range.

The long-run direction has been consistently falling across the 30 years of available data.

Averages by decade

DecadeAverage LowestHighest Years
1990s 14.57 10.3 19.78 8
2000s 11.91 7.62 18.45 10
2010s 9.07 7.5 12.59 10
2020s 16.58 16.42 16.73 2

Countries ranked near New Zealand

  1. 55 Kenya 17.09 compare
  2. 56 Cyprus 17.01 compare
  3. 57 Estonia, Republic of 16.96 compare
  4. 59 Mauritius 16.44 compare
  5. 60 Bangladesh 16.34 compare
  6. 61 Malaysia 16.13 compare

See the full ranking of 86 places β†’

More financial sector data for New Zealand

All data for New Zealand β†’

Frequently asked questions

What is stock price volatility in New Zealand?
Stock price volatility in New Zealand was 16.73 in 2021, according to Bloomberg.
What is the highest stock price volatility recorded in New Zealand?
The highest recorded value was 19.78 in 1998.
What is the lowest stock price volatility recorded in New Zealand?
The lowest recorded value was 7.5 in 2015.
How does New Zealand rank for stock price volatility?
New Zealand ranks 58th out of 86 countries with data for 2021.
Is stock price volatility rising or falling in New Zealand?
Over the last ten years it is up 90.2%. The long-run trend across the full record is falling.
Where does this New Zealand data come from?
The figures come from Bloomberg, published as part of Stock price volatility. Statizoid updates them automatically from the source API.

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Stock price volatility in New Zealand. Statizoid, drawing on Bloomberg. Retrieved 18 August 2026, from https://financial-sector.statizoid.com/stat/stock-price-volatility/new-zealand/

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About this data

Indicator
Stock price volatility
Source
Bloomberg
Licence
CC BY 4.0 (World Bank Open Data)
Coverage
86 places, 2,347 data points, 1984–2021
Last refreshed

Stock price volatility is the average of the 360-day volatility of the national stock market index.