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

Update Date: Jul 13, 2018
Trade Date Gold Gold (mini) Gold Rolling-Spot Silver Platinum Platinum (mini) Platinum Rolling-Spot Palladium
Jul 13, 2018 9.0% 9.0% 9.0% 17.2% 23.4% 23.4% 25.0% 17.0%
Jul 12, 2018 8.7% 8.7% 8.8% 16.6% 22.8% 22.8% 24.6% 17.2%
Jul 11, 2018 8.6% 8.6% 8.7% 16.6% 22.9% 22.9% 24.6% 16.4%
Jul 10, 2018 8.6% 8.6% 8.8% 16.4% 22.8% 22.8% 24.5% 16.6%
Jul 09, 2018 8.7% 8.7% 8.9% 17.1% 23.5% 23.5% 24.6% 16.8%
Jul 06, 2018 8.8% 8.8% 8.8% 17.1% 23.1% 23.1% 24.0% 15.8%
Jul 05, 2018 8.7% 8.7% 8.8% 17.5% 23.0% 23.0% 24.1% 16.8%
Jul 04, 2018 9.0% 9.0% 9.1% 17.7% 23.1% 23.1% 24.0% 16.9%
Jul 03, 2018 8.2% 8.2% 8.4% 17.3% 19.7% 19.7% 19.7% 17.0%
Jul 02, 2018 8.1% 8.1% 8.2% 17.3% 14.6% 14.6% 13.1% 18.5%
Jun 29, 2018 8.1% 8.1% 8.2% 17.3% 14.5% 14.5% 13.0% 18.4%
Jun 28, 2018 8.1% 8.1% 8.2% 17.7% 14.8% 14.8% 13.5% 18.4%
Jun 27, 2018 8.1% 8.1% 8.2% 18.0% 14.7% 14.7% 13.3% 18.6%
Jun 26, 2018 8.0% 8.0% 8.1% 18.0% 14.7% 14.7% 13.3% 17.0%
Jun 25, 2018 8.1% 8.1% 8.3% 18.2% 14.7% 14.7% 13.5% 16.7%
Jun 22, 2018 8.1% 8.1% 8.5% 18.7% 14.2% 14.2% 13.2% 16.7%
Jun 21, 2018 8.3% 8.3% 8.7% 19.1% 14.0% 14.0% 13.2% 16.5%
Jun 20, 2018 8.3% 8.3% 8.7% 18.9% 13.6% 13.6% 13.1% 16.4%
Jun 19, 2018 8.3% 8.3% 8.7% 18.9% 13.8% 13.8% 13.2% 17.0%
Jun 18, 2018 8.0% 8.0% 8.4% 18.1% 12.9% 12.9% 12.2% 17.2%
Jun 15, 2018 5.4% 5.4% 6.0% 12.8% 10.5% 10.5% 10.1% 15.7%

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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