PAKISTANI RUPEE SPLINE-GARCH VOLATILITY GRAPH

Volatility Prediction for Tuesday, May 24, 2016: 1.13% (0.00)
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Date Range: from to

Window: 6m · 1y · 2y · 5y · 10y · all

Pakistani Rupee Annualized Volatility Graph

Volatility Summary Table

Closing Price: PKR105 Return: -0.03% 1 Week Pred: 1.48%
Average Week Vol: 1.15% Average Month Vol: 1.34% 1 Month Pred: 2.30%
Min Vol: 0.70% Max Vol: 39.88% 6 Months Pred: 3.82%
Average Vol: 5.27% Vol of Vol: 9.05% 1 Year Pred: 4.18%