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

Update Date: Jul 23, 2018
Trade Date Rubber Corn Soybean Azuki (Red Bean)
Jul 23, 2018 15.2% 15.5% 17.0% 9.9%
Jul 20, 2018 14.6% 15.4% 17.0% 10.4%
Jul 19, 2018 14.7% 15.2% 15.2% 10.4%
Jul 18, 2018 15.8% 17.2% 16.9% 10.5%
Jul 17, 2018 16.5% 17.3% 16.9% 10.5%
Jul 13, 2018 16.6% 17.6% 17.2% 10.5%
Jul 12, 2018 16.8% 17.5% 17.2% 10.6%
Jul 11, 2018 18.8% 18.9% 17.0% 10.2%
Jul 10, 2018 19.3% 17.6% 17.4% 10.2%
Jul 09, 2018 19.2% 17.8% 17.5% 10.2%
Jul 06, 2018 18.3% 17.9% 17.3% 10.3%
Jul 05, 2018 18.1% 17.8% 11.3% 10.2%
Jul 04, 2018 18.3% 17.9% 11.5% 10.2%
Jul 03, 2018 18.8% 18.4% 14.5% 10.2%
Jul 02, 2018 19.0% 17.1% 14.5% 10.4%
Jun 29, 2018 18.7% 16.6% 14.5% 9.7%
Jun 28, 2018 18.4% 16.5% 16.9% 9.8%
Jun 27, 2018 18.0% 19.2% 16.9% 8.1%
Jun 26, 2018 17.8% 19.8% 16.9% 5.4%
Jun 25, 2018 17.4% 19.8% 16.9% 5.7%
Jun 22, 2018 17.3% 19.7% 16.8% 5.6%

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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