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Corn 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

1980 24.2 8.2 13.0 15.5 14.8 6.3 24.8 21.7 15.0 17.4 17.5 24.5 16.9
1981 16.2 16.7 12.2 13.2 16.8 15.2 22.3 21.1 15.0 13.8 10.6 21.2 16.2
1982 10.3 8.0 10.0 9.1 8.0 9.5 9.8 21.7 18.4 18.6 20.6 12.2 13.2
1983 12.8 16.8 17.2 15.1 16.4 9.6 19.1 28.3 25.2 20.0 15.1 14.5 17.5
1984 17.6 14.4 8.6 15.5 9.4 10.2 19.6 21.1 13.3 10.3 9.3 11.2 13.4
1985 7.0 7.7 6.8 6.0 5.6 8.8 14.5 14.6 18.9 17.9 13.2 7.0 10.7
1986 11.3 11.3 11.7 15.9 17.7 17.3 26.5 18.5 21.2 25.3 14.1 13.6 17.0
1987 20.8 23.7 17.0 18.7 30.5 35.9 23.8 24.4 19.4 21.1 12.1 14.3 21.8
1988 15.6 15.9 11.7 9.7 26.6 56.0 54.8 35.7 18.6 20.2 19.9 13.5 24.8
1989 22.3 13.6 17.1 16.8 13.3 23.0 33.1 12.7 17.5 17.9 12.3 6.1 18.1
1990 8.1 7.5 10.6 10.1 14.9 18.8 19.0 19.0 19.3 17.2 19.7 10.6 14.7
1991 10.8 8.8 14.5 13.7 13.2 21.4 321 32.1 12.2 14.2 12.9 11.2 16.4
1992 11.0 17.1 9.4 13.9 19.8 22.2 15.3 17.9 15.7 11.7 17.5 6.7 14.8
1993 9.1 5.7 8.2 13.5 13.5 14.6 24.4 14.9 16.8 17.3 19.9 9.6 13.9
1994 16.4 13.6 17.5 18.0 27.1 33.4 22.7 10.8 12.1 12.1 8.7 11.1 17.1
1995 7.9 7.5 7.8 9.9 15.3 24.6 17.4 12.7 17.3 12.6 13.7 12.0 13.2
1996 20.5 14.5 14.8 36.0 26.2 39.4 33.5 23.6 19.1 15.4 15.0 12.2 22.5
1997 13.4 15.7 23..6 21.0 19.6 17.8 32.6 33.9 16.9 25.1 20.5 15.1 21.3
1998 21.9 11.6 19.9 17.9 21.4 31.3 25.2 18.5 18.9 22.2 14.8 11.4 19.6
1999 16.4 16.8 20.5 17.3 17.9 19.1 39.9 30.4 16.0 13.4 14.9 13.9 19.7
2000 22.4 14.4 25.6 16.8 26..0 28.8 20.4 16.2 18.5 17.4 17.0 15.7 19.9
2001 17.9 12.1 19.2 20.8 21.3 16.6 41.6 19.1 17.3 15.0 21.4 11.2 19.4
2002 12.0 13.1 11.6 11.4 23.2 20.2 42.1 24.7 28.0 19.2 16.7 13.0 19.6
2003 20.2 11.4 18.5 12.5 22.6 19.7 16.6 25.4 22.8  28.6 25.2 18.3 20.1
2004 26.0 17.9 23.6 26.3 27.6 29.9 20.4 23.4 15.1 18.0 15.5 16.7 21.7
2005 20.1 20.9  22.6 20.1 25.0  33.8   42.2  22.4 16.0  10.45  9.51   19.5 21.9
2006 19.1 23.1 30.7 19.8 31.3 28.8 26.7 30.2 39.5 43.5 26.9 26.3 28.8
2007 38.1 27.9 23.0 36.8 42.0 38.1 30.1 27.3  39.2  31.4  22.6    32.4
Mean 16.8 14.1 16.0 16.8 20.4 23.2 26.8 22.7 19.4 18.8 16.1 13.8 18.8
High 38.1 27.9 30.7 36.8 42.0 56.0 54.8 35.7 39.5 43.5 26.9 26.3 56.0
Low 7.0 5.7 6.8 6.0 5.6 6.3 9.8 10.8 12.1 10.3 8.7 6.1 5.6



 
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