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

Update Date: Nov 24, 2017
Trade Date Gold Gold (mini) Gold Rolling-Spot Silver Platinum Platinum (mini) Platinum Rolling-Spot Palladium
Nov 24, 2017 4.8% 4.8% 5.3% 14.8% 8.0% 8.0% 8.1% 12.8%
Nov 22, 2017 4.9% 4.9% 5.3% 14.8% 8.2% 8.2% 8.2% 13.0%
Nov 21, 2017 4.9% 4.9% 5.2% 14.8% 8.3% 8.3% 8.2% 13.3%
Nov 20, 2017 5.0% 5.0% 5.5% 14.2% 7.5% 7.5% 7.5% 13.4%
Nov 17, 2017 5.0% 5.0% 5.4% 14.5% 7.7% 7.7% 7.6% 13.9%
Nov 16, 2017 5.3% 5.3% 5.8% 14.5% 7.7% 7.7% 7.7% 13.9%
Nov 15, 2017 5.4% 5.4% 5.9% 15.2% 8.5% 8.5% 8.5% 14.5%
Nov 14, 2017 5.6% 5.6% 6.0% 15.1% 8.4% 8.4% 8.5% 14.7%
Nov 13, 2017 5.5% 5.5% 6.0% 14.7% 8.4% 8.4% 8.4% 14.9%
Nov 10, 2017 5.4% 5.4% 5.9% 14.6% 8.3% 8.3% 8.4% 16.0%
Nov 09, 2017 5.4% 5.4% 5.9% 14.7% 8.7% 8.7% 8.7% 15.7%
Nov 08, 2017 6.4% 6.4% 6.9% 16.4% 8.8% 8.8% 8.8% 14.9%
Nov 07, 2017 6.4% 6.4% 7.0% 16.1% 8.7% 8.7% 8.7% 15.0%
Nov 06, 2017 6.3% 6.3% 6.8% 16.1% 8.7% 8.7% 8.8% 14.8%
Nov 02, 2017 6.2% 6.2% 6.7% 15.5% 8.2% 8.2% 8.2% 14.9%
Nov 01, 2017 6.1% 6.1% 6.6% 12.5% 8.3% 8.3% 8.1% 17.3%
Oct 31, 2017 6.5% 6.5% 6.7% 13.8% 8.4% 8.4% 8.1% 16.6%
Oct 30, 2017 6.5% 6.5% 6.7% 14.1% 8.4% 8.4% 8.0% 16.6%
Oct 27, 2017 6.8% 6.8% 7.0% 14.3% 8.8% 8.8% 8.3% 17.0%
Oct 26, 2017 6.7% 6.7% 7.0% 15.2% 9.0% 9.0% 8.4% 17.0%
Oct 25, 2017 7.2% 7.2% 7.5% 15.3% 9.1% 9.1% 8.2% 17.5%

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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