PAKISTANI RUPEE SPLINE-GARCH VOLATILITY GRAPH

Volatility Prediction for Wednesday, December 13, 2017: 23.62% (+5.25)
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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: PKR109 Return: 1.80% 1 Week Pred: 23.83%
Average Week Vol: 14.89% Average Month Vol: 9.68% 1 Month Pred: 24.44%
Min Vol: 0.68% Max Vol: 39.45% 6 Months Pred: 25.54%
Average Vol: 5.11% Vol of Vol: 8.88% 1 Year Pred: 25.73%