PAKISTANI RUPEE SPLINE-GARCH VOLATILITY GRAPH

Volatility Prediction for Tuesday, July 7, 2015: 0.92% (-0.13)
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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: 0.00% 1 Week Pred: 1.10%
Average Week Vol: 0.96% Average Month Vol: 0.97% 1 Month Pred: 1.55%
Min Vol: 0.60% Max Vol: 38.34% 6 Months Pred: 2.34%
Average Vol: 5.26% Vol of Vol: 8.89% 1 Year Pred: 2.50%