PAKISTANI RUPEE SPLINE-GARCH VOLATILITY GRAPH

Volatility Prediction for Friday, January 30, 2015: 3.16% (+0.37)
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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: PKR101 Return: 0.20% 1 Week Pred: 3.54%
Average Week Vol: 3.12% Average Month Vol: 3.14% 1 Month Pred: 4.51%
Min Vol: 0.54% Max Vol: 37.78% 6 Months Pred: 6.05%
Average Vol: 5.26% Vol of Vol: 8.84% 1 Year Pred: 6.32%