PAKISTANI RUPEE SPLINE-GARCH VOLATILITY GRAPH

Volatility Prediction for Thursday, May 28, 2015: 1.19% (+0.02)
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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: 0.04% 1 Week Pred: 1.47%
Average Week Vol: 1.18% Average Month Vol: 1.19% 1 Month Pred: 2.16%
Min Vol: 0.58% Max Vol: 38.40% 6 Months Pred: 3.33%
Average Vol: 5.28% Vol of Vol: 8.91% 1 Year Pred: 3.57%