PAKISTANI RUPEE SPLINE-GARCH VOLATILITY GRAPH

Volatility Prediction for Thursday, March 5, 2015: 2.15% (-0.01)
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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: -0.05% 1 Week Pred: 2.72%
Average Week Vol: 2.24% Average Month Vol: 2.67% 1 Month Pred: 3.92%
Min Vol: 0.54% Max Vol: 37.47% 6 Months Pred: 5.31%
Average Vol: 5.25% Vol of Vol: 8.77% 1 Year Pred: 5.50%