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

Update Date: Jul 10, 2020
Trade Date RSS3 Rubber TSR20 Rubber Corn Soybean Azuki (Red Bean)
Jul 10, 2020 16.2% 5.3% 16.3% 0.0% 5.1%
Jul 09, 2020 16.5% 5.3% 16.8% 0.0% 5.1%
Jul 08, 2020 16.5% 5.3% 17.0% 0.0% 0.0%
Jul 07, 2020 16.5% 5.3% 17.6% 0.0% 0.0%
Jul 06, 2020 19.4% 5.3% 17.6% 0.0% 17.2%
Jul 03, 2020 22.4% 6.5% 17.6% 0.0% 17.2%
Jul 02, 2020 23.2% 6.5% 17.4% 0.0% 17.2%
Jul 01, 2020 23.4% 6.5% 17.4% 0.0% 17.2%
Jun 30, 2020 23.5% 6.5% 15.2% 0.0% 17.2%
Jun 29, 2020 23.6% 10.2% 13.1% 0.0% 17.2%
Jun 26, 2020 23.4% 10.2% 14.6% 0.0% 17.2%
Jun 25, 2020 22.8% 10.2% 14.5% 0.0% 17.2%
Jun 24, 2020 22.9% 10.2% 14.6% 0.0% 17.2%
Jun 23, 2020 23.1% 10.2% 14.6% 0.0% 17.2%
Jun 22, 2020 23.3% 10.2% 14.4% 0.0% 17.2%
Jun 19, 2020 25.2% 10.2% 15.1% 0.0% 17.2%
Jun 18, 2020 25.0% 14.1% 15.1% 0.0% 17.2%
Jun 17, 2020 25.1% 14.1% 15.1% 0.0% 17.2%
Jun 16, 2020 25.5% 14.1% 15.2% 0.0% 17.2%
Jun 15, 2020 24.9% 14.1% 13.8% 0.0% 17.2%
Jun 12, 2020 22.6% 14.1% 13.4% 0.0% 17.2%

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