PAKISTANI RUPEE SPLINE-GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, August 31, 2015: 7.54% (-1.86)
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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: PKR104 Return: -0.15% 1 Week Pred: 7.99%
Average Week Vol: 13.70% Average Month Vol: 7.30% 1 Month Pred: 9.33%
Min Vol: 0.58% Max Vol: 39.21% 6 Months Pred: 12.10%
Average Vol: 5.33% Vol of Vol: 9.04% 1 Year Pred: 12.72%