diff --git a/skpro/regression/dummy.py b/skpro/regression/dummy.py
index dfde9be1..25b725fd 100644
--- a/skpro/regression/dummy.py
+++ b/skpro/regression/dummy.py
@@ -77,7 +77,7 @@ def _fit(self, X, y):
         self._y = y
         self._y_columns = y.columns
         self._mu = np.mean(y.values)
-        self._sigma = np.var(y.values)
+        self._sigma = np.std(y.values)
         if self.strategy == "empirical":
             self.distribution_ = Empirical(y)
         if self.strategy == "normal":