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

Update Date: Feb 23, 2018
Trade Date Gold Gold (mini) Gold Rolling-Spot Silver Platinum Platinum (mini) Platinum Rolling-Spot Palladium
Feb 23, 2018 9.0% 9.0% 8.9% 16.4% 13.3% 13.3% 13.7% 24.0%
Feb 22, 2018 9.0% 9.0% 8.8% 16.5% 13.3% 13.3% 12.8% 23.5%
Feb 21, 2018 9.0% 9.0% 8.9% 16.5% 14.3% 14.3% 13.4% 23.2%
Feb 20, 2018 9.0% 9.0% 8.9% 16.5% 14.9% 14.9% 14.0% 23.0%
Feb 19, 2018 9.0% 9.0% 8.9% 16.5% 14.9% 14.9% 14.0% 23.1%
Feb 16, 2018 9.0% 9.0% 8.9% 16.6% 14.4% 14.4% 13.5% 20.1%
Feb 15, 2018 9.0% 9.0% 9.0% 16.6% 14.4% 14.4% 13.7% 20.4%
Feb 14, 2018 8.2% 8.2% 8.3% 16.4% 12.3% 12.3% 11.9% 18.7%
Feb 13, 2018 8.7% 8.7% 8.7% 17.3% 12.5% 12.5% 12.0% 22.4%
Feb 09, 2018 8.8% 8.8% 8.9% 17.2% 13.7% 13.7% 12.9% 21.5%
Feb 08, 2018 8.9% 8.9% 8.9% 17.0% 13.5% 13.5% 12.9% 21.1%
Feb 07, 2018 9.1% 9.1% 9.0% 15.5% 13.7% 13.7% 12.9% 20.7%
Feb 06, 2018 8.9% 8.9% 8.7% 15.7% 13.7% 13.7% 13.0% 21.0%
Feb 05, 2018 9.7% 9.7% 9.6% 16.6% 14.9% 14.9% 14.3% 19.8%
Feb 02, 2018 9.8% 9.8% 10.0% 14.5% 15.3% 15.3% 14.9% 20.8%
Feb 01, 2018 9.7% 9.7% 9.8% 14.5% 15.1% 15.1% 14.7% 20.3%
Jan 31, 2018 9.6% 9.6% 9.8% 14.3% 15.1% 15.1% 14.8% 18.9%
Jan 30, 2018 9.4% 9.4% 9.6% 14.3% 15.1% 15.1% 14.9% 18.6%
Jan 29, 2018 8.6% 8.6% 8.9% 13.7% 14.2% 14.2% 14.0% 18.3%
Jan 26, 2018 8.0% 8.0% 8.2% 14.6% 13.8% 13.8% 13.6% 18.2%
Jan 25, 2018 7.8% 7.8% 7.9% 14.3% 13.6% 13.6% 13.5% 17.6%

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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