PAKISTANI RUPEE SPLINE-GARCH VOLATILITY GRAPH

Volatility Prediction for Tuesday, December 6, 2016: 0.97% (-0.02)
  • 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: -0.05% 1 Week Pred: 1.09%
Average Week Vol: 1.05% Average Month Vol: 0.99% 1 Month Pred: 1.45%
Min Vol: 0.67% Max Vol: 38.55% 6 Months Pred: 2.58%
Average Vol: 5.12% Vol of Vol: 8.80% 1 Year Pred: 3.16%