PAKISTANI RUPEE SPLINE-GARCH VOLATILITY GRAPH

Volatility Prediction for Friday, September 30, 2016: 2.54% (+1.60)
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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: 0.24% 1 Week Pred: 2.51%
Average Week Vol: 1.53% Average Month Vol: 1.64% 1 Month Pred: 2.41%
Min Vol: 0.55% Max Vol: 38.63% 6 Months Pred: 2.18%
Average Vol: 5.11% Vol of Vol: 8.77% 1 Year Pred: 2.12%