1) intermittent daily return = ln (day's price ÷ previous day's price)
2) drift = average daily return - (variance ÷ 2)
3) random value = standard deviation * NORMSINV(RAND()
4) next day's price = today's price * e ^ (drift + random value)
The likelihood that the actual return will be between the most likely ("anticipated") rate and one standard deviation is 68%, two standard deviations is 95%, and three standard deviations are 99.7%.