PAKISTANI RUPEE SPLINE-GARCH VOLATILITY GRAPH

Volatility Prediction for Wednesday, June 29, 2016: 1.30% (-0.14)
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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: -0.04% 1 Week Pred: 1.52%
Average Week Vol: 1.27% Average Month Vol: 2.26% 1 Month Pred: 2.13%
Min Vol: 0.72% Max Vol: 40.02% 6 Months Pred: 3.49%
Average Vol: 5.27% Vol of Vol: 9.07% 1 Year Pred: 3.90%