Volatility of Precious Metals Market (Back contract month for the last 21 business days)

Update Date: Apr 24, 2018
Trade Date Gold Gold (mini) Gold Rolling-Spot Silver Platinum Platinum (mini) Platinum Rolling-Spot Palladium
Apr 24, 2018 7.2% 7.2% 7.3% 13.4% 14.2% 14.2% 13.3% 24.2%
Apr 23, 2018 7.4% 7.4% 7.5% 12.3% 14.3% 14.3% 13.1% 22.1%
Apr 20, 2018 7.2% 7.2% 7.2% 12.3% 14.9% 14.9% 13.7% 22.7%
Apr 19, 2018 7.1% 7.1% 7.1% 12.2% 14.4% 14.4% 13.0% 22.3%
Apr 18, 2018 7.6% 7.6% 7.6% 11.7% 15.1% 15.1% 13.6% 20.4%
Apr 17, 2018 8.4% 8.4% 8.4% 12.4% 15.5% 15.5% 13.9% 20.2%
Apr 16, 2018 9.0% 9.0% 8.9% 12.7% 15.6% 15.6% 14.0% 19.5%
Apr 13, 2018 9.3% 9.3% 9.3% 13.1% 16.1% 16.1% 14.6% 18.9%
Apr 12, 2018 9.3% 9.3% 9.2% 13.0% 15.9% 15.9% 14.5% 19.1%
Apr 11, 2018 9.3% 9.3% 9.2% 13.0% 15.8% 15.8% 14.5% 19.6%
Apr 10, 2018 9.0% 9.0% 9.0% 13.0% 16.6% 16.6% 15.0% 19.6%
Apr 09, 2018 9.0% 9.0% 9.0% 13.0% 15.7% 15.7% 14.6% 16.9%
Apr 06, 2018 9.0% 9.0% 9.0% 13.2% 15.3% 15.3% 14.3% 16.6%
Apr 05, 2018 9.0% 9.0% 9.0% 13.2% 15.2% 15.2% 14.3% 15.7%
Apr 04, 2018 9.0% 9.0% 9.1% 13.1% 15.1% 15.1% 14.3% 15.7%
Apr 03, 2018 9.1% 9.1% 9.1% 13.2% 14.9% 14.9% 14.1% 16.3%
Apr 02, 2018 9.3% 9.3% 9.1% 13.1% 16.3% 16.3% 15.3% 25.1%
Mar 30, 2018 9.5% 9.5% 9.4% 13.5% 16.4% 16.4% 15.3% 25.0%
Mar 29, 2018 10.0% 10.0% 9.8% 13.8% 17.2% 17.2% 16.1% 24.7%
Mar 28, 2018 10.0% 10.0% 9.8% 13.8% 17.1% 17.1% 16.0% 24.8%
Mar 27, 2018 9.7% 9.7% 9.4% 13.9% 16.9% 16.9% 15.7% 25.3%

How to calculate Historical Volatility (HV)

HV is a logarithmic return* calculated as per below formula based on the prices for the last 21 business days.

Calcualate Method

*It differs from the regular annual rate.

Notice

·Historical data can be downloaded here.

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