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

Update Date: Apr 06, 2020
Trade Date RSS3 Rubber TSR20 Rubber Corn Soybean Azuki (Red Bean)
Apr 06, 2020 40.4% 51.0% 22.8% 21.1% 10.3%
Apr 03, 2020 40.6% 50.9% 22.8% 21.1% 10.3%
Apr 02, 2020 38.8% 37.3% 22.6% 21.1% 10.3%
Apr 01, 2020 39.4% 37.3% 22.5% 21.1% 10.3%
Mar 31, 2020 39.1% 37.3% 22.8% 21.1% 10.3%
Mar 30, 2020 40.8% 37.3% 24.5% 21.1% 10.3%
Mar 27, 2020 39.7% 37.2% 24.2% 21.1% 0.0%
Mar 26, 2020 39.7% 37.6% 24.3% 21.1% 0.0%
Mar 25, 2020 40.1% 37.5% 25.3% 21.1% 0.0%
Mar 24, 2020 40.1% 37.5% 25.0% 21.1% 0.0%
Mar 23, 2020 39.4% 37.3% 25.1% 21.1% 0.0%
Mar 19, 2020 38.6% 34.4% 25.8% 21.1% 0.0%
Mar 18, 2020 36.9% 35.1% 25.9% 21.1% 0.0%
Mar 17, 2020 37.3% 35.0% 26.1% 21.1% 0.0%
Mar 16, 2020 37.3% 37.1% 26.0% 21.1% 0.0%
Mar 13, 2020 38.0% 37.6% 24.5% 21.1% 13.9%
Mar 12, 2020 37.9% 37.5% 25.0% 21.1% 13.9%
Mar 11, 2020 37.5% 37.5% 24.4% 21.1% 13.9%
Mar 10, 2020 37.7% 39.4% 24.5% 21.1% 13.9%
Mar 09, 2020 36.2% 24.3% 23.2% 0.0% 13.9%
Mar 06, 2020 29.1% 22.2% 19.5% 0.0% 13.9%

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.

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