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Rice Historical Volatility




Volatility is measurement of the change in price over a given period. It is often expressed as a percentage and computed as the annualized standard deviation of the percentage change in daily price.

 

Jan

Feb

Mar

Apr

May

Jun

Jul

Aug

Sep

Oct

Nov

Dec

Yearly
Average

1986                 10.1 8.9 5.4 9.1 8.4
1987 8.2 15.5 10.2 9.8 10.4 10.1 14.0 48.6 42.1 48.5 39.1 35.6 24.3
1988 28.4 29.0 37.9 41.5 48.6 47.9 27.4 30.1 20.1 16.5 11.8 8.6 29.0
1989 14.5 6.0 8.2 18.7 12.0 17.9 16.1 20.4 19.1 17.2 15.6 15.2 15.1
1990 21.3 12.7 16.5 11.6 27.5 14.3 12.2 12.5 26.1 16.7 13.7 14.9 16.7
1991 19.1 15.4 10.4 7.35 15.4 22.6 15.6 10.1 10.0 16.1 11.2 6.5 13.3
1992 6.8 13.8 11.8 11.5 9.9 9.7 7.3 14.5 8.6 8.5 6.7 7.4 9.7
1993 14.9 20.5 24.4 23.8 14.1 27.0 29.9 20.9 30.1 21.2 21.9 15.7 21.5
1994 26.8 24.9 27.0 33.1 39.7 38.6 33.6 33.9 24.2 19.6 21.9 23.8 28.9
1995 26.4 17.7 14.7 10.9 26.5 30.8 19.9 20.9 30.1 23.2 21.9 15.7 21.5
1996 20.9 15.3 19.4 25.3 18.2 12.8 14.4 18.1 13.4 8.7 10.3 10.8 15.6
1997 13.1 22.3 18.4 19.1 17.4 15.8 24.6 12.4 15.3 15.9 13.4 10.5 16.5
1998 15.6 9.5 16.1 14.3 18.2 20.0 20.0 21.5 17.9 10.6 14.6 15.3 16.1
1999 20.1 17.9 31.3 27.1 23.2 23.7 25.5 26.4 20.4 17.7 25.3 19.7 23.2
2000 22.4 16.7 24.1 17.3 17.6 27.4 25.2 42.9 30.7 20.4 13.6 12.5 22.6
2001 22.2 20.7 25.4 21.5 28.4 66.8 17.3 26.7 26.3 20.9 28.4 35.2 28.3
2002 26.1 21.2 19.8 19.9 26.7 37.0 36.4 38.3 25.1 22.9 20.5 22.5 26.4
2003 25.2 28.8 23.9 41.5 34.8 29.7 41.4 29.8 17.5 30.2 33.1 20.3 29.7
2004 28.4 26.3 32.7 23.8 30.8 38.1 28.9 34.1 26.8 22.0 22.2

24.7

28.2
2005 21.9 29.6 23.5 24.9 19.9 20.2 21.3 24.2 22.7 19.7 16.3 18.2 21.9
2006 18.5 16.2 24.8 10.8 21.6 26.5 16.1 35.3 16.7 17.5 11.2 9.8 18.8
2007 13.8 19.0 24.6 12.5 21.9 21.6 18.0 13.9  13.5 12.2 20.8   17.4
Mean 19.8 19.0 21.2 20.3 23.0 26.6 22.1 25.5 21.1 20.0 18.9 17.3 21.2
High 28.4 29.6 37.9 41.5 48.6 66.8 41.4 48.6 42.1 48.5 39.1 35.6 66.8
Low 6.8 6.0 8.2 7.5 9.9 9.7 7.3 10.1 8.6 8.5 5.4 6.5 5.4



 
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