PAKISTANI RUPEE SPLINE-GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, April 27, 2015: 2.18% (-0.08)
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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: 0.11% 1 Week Pred: 0.00%
Average Week Vol: 2.64% Average Month Vol: 2.18% 1 Month Pred: 0.00%
Min Vol: 0.54% Max Vol: 38.20% 6 Months Pred: 0.00%
Average Vol: 5.28% Vol of Vol: 8.89% 1 Year Pred: 0.00%