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

Update Date: Sep 22, 2017
Trade Date Gold Gold (mini) Gold Rolling-Spot Silver Platinum Platinum (mini) Platinum Rolling-Spot Palladium
Sep 22, 2017 8.8% 8.8% 9.9% 16.9% 10.8% 10.8% 12.3% 25.5%
Sep 21, 2017 8.6% 8.6% 9.7% 16.8% 10.8% 10.8% 12.3% 25.2%
Sep 20, 2017 8.5% 8.5% 9.5% 16.8% 10.5% 10.5% 12.0% 25.1%
Sep 19, 2017 8.6% 8.6% 9.7% 17.0% 10.4% 10.4% 12.0% 24.3%
Sep 15, 2017 8.5% 8.5% 9.5% 13.7% 9.5% 9.5% 11.1% 24.3%
Sep 14, 2017 8.3% 8.3% 9.2% 14.6% 9.6% 9.6% 11.0% 25.2%
Sep 13, 2017 8.1% 8.1% 9.0% 14.2% 9.8% 9.8% 11.0% 25.1%
Sep 12, 2017 7.7% 7.7% 8.5% 13.3% 10.3% 10.3% 11.5% 24.7%
Sep 11, 2017 7.7% 7.7% 8.5% 13.3% 10.1% 10.1% 11.2% 24.7%
Sep 08, 2017 7.6% 7.6% 8.4% 14.3% 9.5% 9.5% 9.7% 24.6%
Sep 07, 2017 7.7% 7.7% 8.5% 14.5% 9.4% 9.4% 9.3% 24.5%
Sep 06, 2017 7.7% 7.7% 8.5% 14.7% 9.6% 9.6% 9.5% 22.8%
Sep 05, 2017 7.6% 7.6% 8.4% 16.0% 9.4% 9.4% 9.3% 21.8%
Sep 04, 2017 7.5% 7.5% 8.2% 16.0% 9.5% 9.5% 9.6% 21.7%
Sep 01, 2017 7.3% 7.3% 8.1% 15.8% 9.0% 9.0% 9.4% 12.4%
Aug 31, 2017 6.8% 6.8% 7.3% 16.1% 8.9% 8.9% 9.3% 12.5%
Aug 30, 2017 6.9% 6.9% 7.3% 16.0% 8.8% 8.8% 9.0% 12.4%
Aug 29, 2017 6.9% 6.9% 7.3% 15.8% 8.0% 8.0% 8.0% 12.1%
Aug 28, 2017 5.0% 5.0% 5.1% 15.6% 8.1% 8.1% 8.0% 12.2%
Aug 25, 2017 5.3% 5.3% 5.4% 16.5% 8.0% 8.0% 7.9% 12.0%
Aug 24, 2017 5.3% 5.3% 5.4% 16.6% 8.1% 8.1% 7.8% 12.2%

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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