PAKISTANI RUPEE SPLINE-GARCH VOLATILITY GRAPH

Volatility Prediction for Friday, February 24, 2017: 0.69% (-0.03)
  • COMPARE menu down arrow
  • SUB PLOTmenu down arrow
  • LINE STYLE menu down arrow
  • KEY POSITION menu down arrow
  • COPY GRAPH

Date Range: from to

Window: 6m · 1y · 2y · 5y · 10y · all

Pakistani Rupee Annualized Volatility Graph

Volatility Summary Table

Closing Price: PKR105 Return: 0.00% 1 Week Pred: 0.90%
Average Week Vol: 0.79% Average Month Vol: 0.98% 1 Month Pred: 1.43%
Min Vol: 0.65% Max Vol: 38.96% 6 Months Pred: 2.84%
Average Vol: 5.04% Vol of Vol: 8.79% 1 Year Pred: 3.48%