Volatility of Rubber and Agricultual Market (Back contract month for the last 21 business days)

Update Date: May 25, 2018
Trade Date Rubber Corn Soybean Azuki (Red Bean)
May 25, 2018 22.8% 15.1% 4.3% 6.6%
May 24, 2018 23.0% 14.8% 4.9% 7.6%
May 23, 2018 22.3% 14.5% 4.8% 7.7%
May 22, 2018 23.0% 14.7% 4.8% 8.2%
May 21, 2018 22.9% 13.9% 4.8% 8.2%
May 18, 2018 20.9% 12.6% 4.8% 8.2%
May 17, 2018 23.1% 12.5% 4.8% 8.3%
May 16, 2018 23.2% 12.5% 4.8% 8.3%
May 15, 2018 23.2% 12.8% 4.8% 8.2%
May 14, 2018 22.0% 12.5% 6.5% 8.3%
May 11, 2018 22.0% 12.2% 6.0% 8.2%
May 10, 2018 22.2% 11.2% 6.0% 8.1%
May 09, 2018 22.7% 11.9% 6.1% 7.9%
May 08, 2018 23.9% 12.6% 8.3% 7.7%
May 07, 2018 23.6% 11.7% 8.3% 8.6%
May 02, 2018 23.9% 12.4% 8.2% 8.5%
May 01, 2018 24.4% 12.7% 8.2% 8.6%
Apr 27, 2018 20.8% 15.7% 10.1% 8.5%
Apr 26, 2018 20.8% 15.9% 10.0% 9.4%
Apr 25, 2018 20.7% 15.1% 10.0% 9.4%
Apr 24, 2018 21.1% 15.1% 10.6% 8.9%

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.

TOP