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PAKISTANI RUPEE MEM VOLATILITY GRAPH
?
Volatility Prediction for Wednesday, May 22:
1.22% (-0.01)
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Date Range:
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3m
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6m
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1y
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2y
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5y
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all
Volatility Summary Table
Closing Price (PKR)
:
Rs 98.48
Return
:
0.08%
1 Week Pred
:
1.26%
Avg Week Vol
:
1.22%
Avg Month Vol
:
1.28%
1 Month Pred
:
1.4%
Min Vol
:
1%
Max Vol
:
41.73%
6 Months Pred
:
2.13%
Avg Vol
:
6.12%
Vol of Vol
:
10.47%
1 Year Pred
:
2.77%
Models
Assets
Analysis on Pakistani Rupee
Asy. MEM
- High-Low Range Series
Asy. Power MEM
- High-Low Range Series
AGARCH
- Return Series
APARCH
- Return Series
EGARCH
- Return Series
GARCH
- Return Series
GAS-GARCH Student T
- Return Series
GJR-GARCH
- Return Series
Spline-GARCH
- Return Series
Zero Slope Spline-GARCH
- Return Series
MEM analysis on Currencies
Argentine Peso
Australian Dollar
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Croatian Kuna
Czech Koruna
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US Dollar to Hungarian Forint
US Dollar to Indian Rupee
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US Dollar to Kuwaiti Dinar
US Dollar to Malaysian Ringgit
US Dollar to Mauritian Rupee
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US Dollar to Moroccan Dirham
US Dollar to New Zealand Dollar
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US Dollar to Pakistani Rupee
US Dollar to Peruvian New Sol
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US Dollar to Polish Zloty
US Dollar to Romanian Leu
US Dollar to Russian Ruble
US Dollar to Singapore Dollar
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Documentation
Volatility Analysis
MEM