NEW ZEALAND DOLLAR SPLINE-GARCH VOLATILITY GRAPH?

Volatility Prediction for Monday, May 20: 10.60% (+0.57)
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Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Graph

Volatility Summary Table

Closing Price (NZD): $0.81 Return: -1.12% 1 Week Pred: 10.5%
Avg Week Vol: 10.07% Avg Month Vol: 9.62% 1 Month Pred: 10.18%
Min Vol: 4.34% Max Vol: 39.67% 6 Months Pred: 9.36%
Avg Vol: 11.54% Vol of Vol: 10.77% 1 Year Pred: 9.17%