PAKISTANI RUPEE SPLINE-GARCH VOLATILITY GRAPH

Volatility Prediction for Tuesday, July 26, 2016: 1.05% (+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: 0.05% 1 Week Pred: 1.28%
Average Week Vol: 1.04% Average Month Vol: 1.26% 1 Month Pred: 1.84%
Min Vol: 0.55% Max Vol: 38.78% 6 Months Pred: 2.83%
Average Vol: 5.17% Vol of Vol: 8.84% 1 Year Pred: 3.04%