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

Update Date: Dec 15, 2017
Trade Date Rubber Corn Soybean Azuki (Red Bean)
Dec 15, 2017 19.8% 8.2% 10.6% 6.8%
Dec 14, 2017 25.9% 8.3% 10.3% 6.4%
Dec 13, 2017 25.8% 8.3% 10.3% 6.8%
Dec 12, 2017 26.4% 8.2% 9.4% 6.8%
Dec 11, 2017 27.6% 9.7% 9.8% 6.8%
Dec 08, 2017 27.6% 9.6% 10.5% 6.8%
Dec 07, 2017 27.3% 9.5% 11.1% 6.8%
Dec 06, 2017 27.2% 9.5% 11.3% 6.6%
Dec 05, 2017 27.5% 9.4% 11.5% 5.4%
Dec 04, 2017 27.5% 9.4% 11.4% 5.2%
Dec 01, 2017 27.6% 8.7% 10.6% 5.1%
Nov 30, 2017 26.8% 8.4% 10.6% 4.6%
Nov 29, 2017 28.2% 7.9% 10.6% 4.4%
Nov 28, 2017 27.5% 7.9% 10.3% 4.5%
Nov 27, 2017 28.0% 7.9% 10.2% 4.5%
Nov 24, 2017 28.1% 8.5% 10.2% 4.8%
Nov 22, 2017 27.2% 9.5% 10.3% 4.9%
Nov 21, 2017 27.0% 9.7% 10.2% 4.6%
Nov 20, 2017 27.0% 9.5% 10.2% 4.6%
Nov 17, 2017 27.2% 9.6% 9.7% 5.4%
Nov 16, 2017 27.2% 9.8% 9.7% 7.7%

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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