PAKISTANI RUPEE SPLINE-GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, March 30, 2015: 2.15% (+0.17)
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Date Range: from to

Window: 3m · 6m · 1y · 2y · 5y · all

Pakistani Rupee Annualized Volatility Graph

Volatility Summary Table

Closing Price: PKR102 Return: -0.12% 1 Week Pred: 2.48%
Average Week Vol: 2.03% Average Month Vol: 1.94% 1 Month Pred: 3.22%
Min Vol: 0.54% Max Vol: 37.31% 6 Months Pred: 4.09%
Average Vol: 5.23% Vol of Vol: 8.72% 1 Year Pred: 4.20%