PAKISTANI RUPEE SPLINE-GARCH VOLATILITY GRAPH

Volatility Prediction for Tuesday, July 28, 2015: 0.81% (-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: 3m · 6m · 1y · 2y · 5y · all

Pakistani Rupee Annualized Volatility Graph

Volatility Summary Table

Closing Price: PKR102 Return: 0.00% 1 Week Pred: 0.88%
Average Week Vol: 0.86% Average Month Vol: 0.94% 1 Month Pred: 1.05%
Min Vol: 0.57% Max Vol: 37.85% 6 Months Pred: 1.25%
Average Vol: 5.19% Vol of Vol: 8.74% 1 Year Pred: 1.28%