PAKISTANI RUPEE SPLINE-GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, March 27, 2017: 0.72% (-0.15)
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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: -0.01% 1 Week Pred: 0.80%
Average Week Vol: 0.82% Average Month Vol: 0.64% 1 Month Pred: 1.00%
Min Vol: 0.48% Max Vol: 38.97% 6 Months Pred: 1.25%
Average Vol: 5.01% Vol of Vol: 8.69% 1 Year Pred: 1.29%