PAKISTANI RUPEE SPLINE-GARCH VOLATILITY GRAPH

Volatility Prediction for Tuesday, October 17, 2017: 6.44% (-0.45)
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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: -0.12% 1 Week Pred: 8.15%
Average Week Vol: 6.25% Average Month Vol: 5.46% 1 Month Pred: 11.85%
Min Vol: 0.63% Max Vol: 39.46% 6 Months Pred: 16.47%
Average Vol: 5.04% Vol of Vol: 8.87% 1 Year Pred: 17.16%