PAKISTANI RUPEE SPLINE-GARCH VOLATILITY GRAPH

Volatility Prediction for Thursday, January 19, 2017: 0.98% (-0.05)
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Date Range: from to

Window: 6m · 1y · 2y · 5y · 10y · all

Pakistani Rupee Annualized Volatility Graph

Volatility Summary Table

Closing Price: PKR105 Return: 0.04% 1 Week Pred: 1.16%
Average Week Vol: 0.96% Average Month Vol: 1.96% 1 Month Pred: 1.55%
Min Vol: 0.57% Max Vol: 38.89% 6 Months Pred: 2.04%
Average Vol: 5.04% Vol of Vol: 8.71% 1 Year Pred: 2.11%