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Historical Volatility
Mini-sized Gold Historical Volatility

 

 

Jan

Feb

Mar

Apr

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

Yearly
Average
1990 15.3

11.0

 23.1 12.3 14.0 11.5 13.2 33.4 19.1 21.1 15.9 15.2

17.1
1991 31.5 13.9 8.8 7.8 9.6 10.9 6.9 9.5 10.0 5.9 8.1 11.5

11.2
1992 10.2 6.9 7.4 8.2 4.7 6.1 7.4 13.5 10.0 8.4 6.9 6.1

8.0
1993 5.0 8.9 6.5 10.9 15.2 11.2 13.6 24.2 24.7 10.3 12.7 8.9

12.7
1994 13.1 11.4 12.5 9.5 13.1 12.0 6.9 7.6 7.0 6.1 4.5 5.3

9.1
1995 11.3 4.1 9.5 8.0 6.8 6.2 5.9 4.2 4.9 2.9 7.6 3.8

6.3
1996 8.1 10.6 6.9 6.6 3.9 4.0 4.2 3.6 3.4 4.8 5.5 4.1

5.5
1997 15.6 10.8 12.4 6.5 9.2 7.8 16.1 11.9 8.9 29.0 21.4 15.8

13.8
1998 21.1 15.1 11.6 12.3 9.0 16.6 7.7 12.2 14.6 12.3 10.3 8.7

12.6
1999 10.5 8.2 10.7 7.6 12.3 8.8 11.3 8.0 37.9 35.4 18.6 16.4

15.5
2000 9.9 37.5 13.9 12.0 9.1 19.1 7.2 10.1 9.7 15.1 9.1 9.9

13.5
2001 7.7 13.4 14.8 10.3 24.0 17.1 9.2 11.1 28.7 20.0 9.9 11.8

14.8
2002 11.4 17.6 12.1 11.4 11.4 14.9 18.6 17.6 11.5 10.0 12.5 14.6

13.6
2003 14.1 24.2 19.2 14.7 15.6 19.5 14.7 15.8 13.1 19.3 15.1 7.6

16.1
2004 22.5 19.6 15.6 20.6 17.8 16.4 16.4 15.3 10.9 12.8 11.7 16.7

16.4
2005 10.7 10.5 12.6 10.0 8.0 9.9 8.6 12.2 11.5 14.2 12.4 18.1

11.6
2006 19.5 24.6 16.7 24.0 34.4 37.3 26.8 17.4 22.9 24.6 16.3 13.8

23.2
2007 18.5  20.0 16.3 12.0 14.8 14.2 13.1 17.1  11.3  16.1 27.4  16.1

16.1
2008 17.7  17.7  30.7  22.1 21.4 24.8 19.9          

 21.9
Mean 14.4 15.0 13.8 11.9 13.4 13.5 11.5 13.6 14.4 14.9 12.5 11.4

 
High 31.5 37.5 30.7 24.0 34.4 37.3 26.8 33.4 37.9 35.4 21.4 18.1  
Low 5.0 4.1 6.5 6.5 3.9 4.0 4.2 3.6 3.4 2.9 4.5 3.8  
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