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

Update Date: Feb 21, 2020
Trade Date RSS3 Rubber TSR20 Rubber Corn Soybean Azuki (Red Bean)
Feb 21, 2020 37.9% 32.4% 16.2% 0.0% 13.9%
Feb 20, 2020 37.6% 32.4% 16.1% 0.0% 13.9%
Feb 19, 2020 40.1% 33.3% 16.4% 0.0% 13.9%
Feb 18, 2020 40.7% 33.3% 15.9% 0.0% 13.9%
Feb 17, 2020 40.2% 33.0% 16.1% 0.0% 13.9%
Feb 14, 2020 40.1% 33.0% 16.0% 0.0% 13.9%
Feb 13, 2020 40.0% 30.9% 16.1% 0.0% 13.9%
Feb 12, 2020 41.3% 33.9% 16.4% 0.0% 0.0%
Feb 10, 2020 41.0% 33.9% 16.5% 0.0% 0.0%
Feb 07, 2020 40.5% 33.8% 16.8% 0.0% 0.0%
Feb 06, 2020 40.5% 29.1% 17.0% 0.0% 0.0%
Feb 05, 2020 39.5% 31.6% 16.9% 0.0% 0.0%
Feb 04, 2020 39.9% 31.6% 16.4% 0.0% 0.0%
Feb 03, 2020 39.7% 31.3% 16.4% 0.0% 0.0%
Jan 31, 2020 37.2% 26.9% 16.3% 0.0% 0.0%
Jan 30, 2020 37.0% 27.1% 16.5% 0.0% 0.0%
Jan 29, 2020 36.2% 26.0% 16.7% 0.0% 0.0%
Jan 28, 2020 34.3% 26.0% 16.4% 0.0% 0.0%
Jan 27, 2020 32.4% 26.0% 16.1% 0.0% 0.0%
Jan 24, 2020 28.8% 20.9% 14.1% 0.0% 0.0%
Jan 23, 2020 25.7% 20.9% 14.2% 0.0% 0.0%

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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