PAKISTANI RUPEE SPLINE-GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, May 2, 2016: 1.75% (-0.19)
  • COMPARE menu down arrow
  • SUB PLOTmenu down arrow
  • LINE STYLE menu down arrow
  • KEY POSITION menu down arrow
  • COPY GRAPH

Date Range: from to

Window: 6m · 1y · 2y · 5y · 10y · all

Pakistani Rupee Annualized Volatility Graph

Volatility Summary Table

Closing Price: PKR105 Return: -0.04% 1 Week Pred: 2.15%
Average Week Vol: 1.71% Average Month Vol: 1.68% 1 Month Pred: 3.13%
Min Vol: 0.70% Max Vol: 39.89% 6 Months Pred: 4.97%
Average Vol: 5.27% Vol of Vol: 9.05% 1 Year Pred: 5.39%