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Normal Volatility Model

Normal Distribution Price Range Calculator

This tool calculates the potential price range of an asset based on the standard normal distribution model and your specified parameters.

  • Standard Normal Distribution: The calculator uses the bell curve probability distribution to estimate potential price movements, assuming symmetrical upside and downside potential.
  • Confidence Intervals: Results are presented with standard statistical confidence levels:
    • 68.27% confidence (1σ): The price range with a 68.27% probability
    • 95.45% confidence (2σ): The price range with a 95.45% probability
    • 99.73% confidence (3σ): The price range with a 99.73% probability

Enter your parameters below to calculate the theoretical price range based on the normal distribution assumption.

Standard Deviation Calculator

Standard Deviation Level

Select the confidence level for your simulation

📈
$100

Current asset price

$1$10000
30 days

Number of days to simulate ahead

1 days365 days
🌪️
20%

Annual volatility percentage

0%100%
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