The purpose of this study is to investigate the relationship between the disclosure of forward-looking information and the volatility of stock returns in companies listed on the Tehran Stock Exchange. This research is applied in terms of purpose and descriptive in terms of cognition method and is in the category of quasi-experimental, correlation and post-event researches. The statistical population of the study includes all companies listed on the Tehran Stock Exchange. The statistical sample of the research includes 114 companies during the years 1391 to 1397 that have been selected through systematic elimination. Necessary information for theoretical foundations and research background has been collected using the library method. In order to collect the data required to measure the research variables, the new Rahvard software as well as the information available on the website of the Tehran Stock Exchange have been used. The research hypotheses were tested using multivariate linear regression model and the combined data was performed using the ninth version of Ives software. Research findings show that there is a relationship between disclosure of forward-looking financial information and volatility of stock returns.