PAKISTANI RUPEE SPLINE-GARCH VOLATILITY GRAPH

Volatility Prediction for Tuesday, October 28, 2014: 2.10% (-0.18)
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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: PKR103 Return: -0.05% 1 Week Pred: 2.55%
Average Week Vol: 2.36% Average Month Vol: 2.31% 1 Month Pred: 3.74%
Min Vol: 0.71% Max Vol: 39.08% 6 Months Pred: 6.17%
Average Vol: 5.44% Vol of Vol: 9.16% 1 Year Pred: 6.83%