PAKISTANI RUPEE SPLINE-GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, February 8, 2016: 7.37% (+1.15)
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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: PKR105 Return: 0.53% 1 Week Pred: 7.60%
Average Week Vol: 4.87% Average Month Vol: 3.39% 1 Month Pred: 8.30%
Min Vol: 0.65% Max Vol: 39.73% 6 Months Pred: 9.77%
Average Vol: 5.28% Vol of Vol: 9.04% 1 Year Pred: 10.09%