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 |
|
|
1988 |
35.8 |
17.3 |
15.7 |
23.4 |
19.2 |
17.4 |
15.7 |
14.1 |
13.1 |
13.5 |
14.0 |
9.8 |
17.4 |
|
1989 |
11.7 |
13.4 |
12.5 |
12.2 |
11.3 |
14.1 |
9.7 |
12.8 |
7.8 |
30.0 |
11.4 |
10.4 |
13.1 |
|
1990 |
19.2 |
12.3 |
11.4 |
10.8 |
11.0 |
13.4 |
13.6 |
25.7 |
15.9 |
23.7 |
15.8 |
9.6 |
15.2 |
|
1991 |
21.4 |
17.1 |
14.1 |
16.1 |
13.5 |
10.6 |
11.4 |
15.8 |
7.6 |
11.0 |
16.3 |
14.5 |
14.1 |
|
1992 |
11.9 |
10.9 |
7.9 |
13.5 |
9.1 |
8.4 |
12.0 |
7.7 |
12.6 |
11.6 |
8.7 |
7.9 |
10.2 |
|
1993 |
7.1 |
13.9 |
10.5 |
9.7 |
9.6 |
8.4 |
9.4 |
5.0 |
8.2 |
5.1 |
7.9 |
6.8 |
8.5 |
|
1994 |
6.3 |
12.7 |
12.0 |
14.2 |
9.2 |
11.4 |
6.3 |
9.9 |
10.5 |
10.9 |
12.6 |
10.9 |
10.6 |
|
1995 |
7.7 |
7.9 |
8.1 |
6.3 |
12.6 |
8.0 |
10.4 |
5.9 |
6.7 |
8.6 |
7.4 |
11.5 |
8.4 |
|
1996 |
13.6 |
12.4 |
16.3 |
11..5 |
11.5 |
6.6 |
17.8 |
10.2 |
8.4 |
8.0 |
7.8 |
13.9 |
11.5 |
|
1997 |
12.8 |
14.1 |
17.9 |
19.3 |
15.9 |
16.1 |
13.3 |
18.7 |
15.0 |
37.3 |
16.9 |
36.2 |
19.5 |
|
1998 |
19.9 |
8.5 |
11.9 |
12.9 |
12.5 |
19.4 |
16.2 |
39.5 |
38.9 |
22.3 |
18.5 |
19.2 |
20.2 |
|
1999 |
23.9 |
19.4 |
21.2 |
13.2 |
16.3 |
14.2 |
11.5 |
16.4 |
15.5 |
22.4 |
13.7 |
14.1 |
16.8 |
|
2000 |
26.6 |
20.0 |
31.0 |
33.9 |
20.8 |
14.4 |
12.9 |
10.9 |
15.5 |
23.1 |
16.6 |
26.8 |
21.0 |
|
2001 |
18.0 |
17.4 |
28.9 |
27.9 |
15.6 |
11.9 |
18.0 |
18.0 |
39.8 |
21.1 |
17.3 |
16.1 |
20.8 |
|
2002 |
18.4 |
20.3 |
14.6 |
16.3 |
19.6 |
20.4 |
41.2 |
28.7 |
26.0 |
37.2 |
22.6 |
19.4 |
23.7 |
|
2003 |
21.1 |
17.6 |
28.2 |
18.8 |
15.3 |
14.2 |
14.6 |
10.7 |
12.2 |
8.9 |
9.9 |
8.8 |
15.0 |
|
2004 |
11.7 |
7.5 |
14.5 |
11.8 |
11.4 |
9.0 |
9.7 |
12.6 |
10.2 |
11.1 |
9.4 |
7.0 |
10.5 |
| 2005 |
9.1 |
10.5 |
9.6 |
15.6 |
10.1 |
9.5 |
8.7 |
9.6 |
9.0 |
14.0 |
5.9 |
6.4 |
9.8 |
|
2006 |
10.3 |
9.3 |
7.6 |
8.6 |
13.9 |
14.5 |
14.8 |
7.1 |
7.7 |
5.5 |
8.4 |
6.9 |
9.6 |
| 2007 |
7.1 |
15.6 |
12.2 |
7.5 |
6.8 |
13.7 |
15.9 |
20.3 |
13.7 |
13.1 |
22.9 |
9.8 |
|
|
Mean |
15.7 |
13.9 |
15.3 |
15.2 |
13.3 |
12.7 |
14.1 |
14.7 |
14.8 |
17.1 |
12.7 |
13.5 |
14.4 |
|
High |
35.8 |
20.3 |
31.0 |
33.9 |
20.8 |
20.4 |
41.2 |
39.5 |
39.8 |
37.3 |
22.6 |
36.2 |
41.2 |
|
Low |
6.3 |
7.5 |
7.9 |
6.3 |
6.8 |
6.6 |
6.3 |
5.0 |
6.7 |
5.1 |
7.4 |
6.4 |
5.0 |
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