PAKISTANI RUPEE SPLINE-GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, December 22, 2014: 2.59% (-0.35)
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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: PKR100 Return: -0.05% 1 Week Pred: 3.00%
Average Week Vol: 3.74% Average Month Vol: 3.17% 1 Month Pred: 4.06%
Min Vol: 0.55% Max Vol: 38.04% 6 Months Pred: 5.95%
Average Vol: 5.33% Vol of Vol: 8.93% 1 Year Pred: 6.33%