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Historical Volatility
Wheat Historical Volatility
|
Jan |
Feb |
Mar |
Apr |
May |
Jun |
Jul |
Aug |
Sep |
Oct |
Nov |
Dec |
Yearly |
|
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1980 | 29.8 | 15.8 | 20.5 | 34.5 | 31.4 | 21.0 | 30.9 | 12.8 | 16.0 | 20.2 | 21.8 | 34.7 |
24.1 |
| 1981 | 36.1 | 26.7 | 18.7 | 19.6 | 16.0 | 17.4 | 18.9 | 18.6 | 12.8 | 13.0 | 13.6 | 26.7 |
19.8 |
| 1982 | 18.9 | 14.6 | 18.6 | 17.5 | 14.3 | 16.1 | 18.1 | 18.0 | 17.8 | 20.8 | 17.8 | 13.8 |
17.2 |
| 1983 | 17.0 | 25.2 | 19.7 | 16.1 | 14.5 | 13.5 | 19.7 | 32.1 | 19.1 | 15.4 | 15.3 | 11.5 |
18.3 |
| 1984 | 17.9 | 14.4 | 20.0 | 18.5 | 20.3 | 11.6 | 11.9 | 19.2 | 16.7 | 10.1 | 10.1 | 11.5 |
15.2 |
| 1985 | 11.6 | 13.3 | 13.0 | 17.6 | 10.1 | 10.7 | 13.7 | 22.6 | 19.3 | 17.0 | 17.1 | 13.7 |
15.0 |
| 1986 | 21.5 | 19.9 | 19.6 | 38.7 | 39.0 | 18.5 | 23.1 | 18.6 | 18.7 | 25.1 | 22.0 | 12.2 |
23.1 |
| 1987 | 16.2 | 23.5 | 15.3 | 18.7 | 31.5 | 24.3 | 19.4 | 15.6 | 15.4 | 19.7 | 19.4 | 14.5 |
19.4 |
| 1988 | 20.1 | 14.6 | 16.4 | 14.9 | 26.7 | 62.5 | 48.1 | 20.1 | 19.0 | 18.7 | 15.8 | 13.4 |
24.2 |
| 1989 | 15.5 | 11.7 | 19.4 | 24.3 | 12.5 | 19.2 | 18.3 | 9.9 | 15.4 | 10.1 | 8.1 | 10.1 |
14.3 |
| 1990 | 9.0 | 11.4 | 12.2 | 15.5 | 13.9 | 13.7 | 14.7 | 21.7 | 19.4 | 19.6 | 24.8 | 12.7 |
15.9 |
| 1991 | 17.5 | 16.7 | 21.2 | 18.8 | 14.0 | 24.5 | 26.5 | 33.9 | 11.6 | 17.5 | 21.4 | 20.5 |
20.3 |
| 1992 | 16.6 | 30.0 | 17.9 | 21.3 | 25.0 | 18.7 | 18.4 | 17.7 | 15.6 | 16.9 | 14.8 | 13.5 |
18.9 |
| 1993 | 17.9 | 18.1 | 20.4 | 19.5 | 14.6 | 16.6 | 28.2 | 18.5 | 11.6 | 17.8 | 21.0 | 11.0 |
17.9 |
| 1994 | 19.6 | 15.5 | 14.7 | 21.6 | 24.3 | 20.5 | 16.8 | 15.4 | 21.8 | 18.5 | 16.7 | 14.9 |
18.3 |
| 1995 | 17.9 | 17.2 | 19.9 | 16.1 | 21.9 | 29.1 | 31.8 | 29.6 | 18.3 | 18.1 | 18.5 | 13.8 |
21.0 |
| 1996 | 26.4 | 21.2 | 20.0 | 50.0 | 32.8 | 32.3 | 28.0 | 19.9 | 21.9 | 20.9 | 27.0 | 19.0 |
26.6 |
| 1997 | 18.6 | 20.3 | 21.3 | 37.3 | 26.4 | 21.6 | 22.1 | 18.4 | 14.5 | 20.9 | 17.3 | 17.6 |
21.3 |
| 1998 | 22.8 | 18.5 | 18.4 | 16.9 | 20.3 | 28.9 | 17.5 | 22.1 | 22.3 | 28.9 | 19.4 | 17.8 |
21.2 |
| 1999 | 22.7 | 20.7 | 33.4 | 23.8 | 20.9 | 19.9 | 27.2 | 24.7 | 26.7 | 18.8 | 230 | 18.7 |
23.4 |
| 2000 | 16.9 | 23.0 | 24.6 | 19.0 | 22.7 | 26.6 | 16.8 | 22.4 | 21.7 | 19.2 | 18.9 | 18.4 |
20.8 |
| 2001 | 18.6 | 18.5 | 24.9 | 21.2 | 21.6 | 22.0 | 26.8 | 19.8 | 23.2 | 21.1 | 15.9 | 19.8 |
22.0 |
| 2002 | 20.4 | 15.6 | 22.0 | 16.6 | 22.2 | 27.7 | 24.4 | 22.6 | 41.1 | 41.7 | 28.8 | 25.6 |
25.8 |
| 2003 | 27.9 | 23.8 | 23.6 | 24.5 | 37.4 | 30.0 | 27.2 | 23.8 | 22.9 | 34.6 | 40.1 | 28.0 |
26.8 |
| 2004 | 27.2 | 28.9 | 37.1 | 30.1 | 34.2 | 22.3 | 24.4 | 27.2 | 29.2 | 21.0 | 22.1 | 19.6 |
26.9 |
| 2005 | 21.3 | 32.8 | 30.1 | 21.4 | 33.2 | 25.0 | 28.4 | 20.0 | 20.3 | 18.01 | 13.33 | 21.0 |
23.7 |
| 2006 | 22.4 | 25.4 | 26.1 | 21.7 | 32.9 | 27.8 | 43.2 | 29.3 | 33.4 | 45.8 | 26.0 | 29.9 |
30.4 |
| 2007 | 38.0 | 25.2 | 21.3 | 37.5 | 32.3 | 40.0 | 30.4 | 26.4 | 38.6 | 38.2 | 30.1 | 34.3 |
32.7 |
| 2008 | 35.1 | 73.4 | 72.8 | 44.8 | 30.0 | 52.3 | 31.4 | 63.5 | 50.8 | 60.4 | 50.6 | 41.6 |
50.6 |
| 2009 | 55.3 | 28.9 | 51.6 | 36.0 | 25.9 | 35.8 | 37.3 | 28.8 | 44.3 | 44.4 |
38.8 |
||
| Mean | 22.5 | 22.2 | 23.9 | 24.3 | 24.1 | 25.2 | 24.7 | 23.3 | 22.7 | 23.7 | 21.6 | 19.6 |
|
| High | 55.3 | 73.4 | 72.8 | 50.0 | 39.0 | 62.5 | 48.1 | 63.5 | 50.8 | 60.4 | 50.6 | 41.6 |
|
| Low | 9.0 | 11.7 | 12.2 | 14.9 | 10.1 | 10.7 | 11.9 | 9.9 | 11.6 | 10.1 | 8.1 | 10.1 |
|
