Table 3 Volatility of daily returns
From: The volatility of returns from commodity futures: evidence from India
Commodity futures | 1 month contract | 2 month contract | 3 month contract | |||
|---|---|---|---|---|---|---|
S.D(%) | Rolling s.d | S.D(%) | Rolling s.d | S.D(%) | Rolling s.d | |
Potato | 1.96 | Decreasing | 2.19 | Decreasing | 3.79 | Decreasing |
Crude oil | 1.86 | Constant | 1.71 | Marginal increase | 2.4 | Decreasing |
Mentha oil | 2.56 | Constant | 2.16 | Decreasing | 4.65 | Constant |
Gold | 1.06 | Marginal increase | 0.97 | Increasing | 1.01 | Increasing |