PAKISTANI RUPEE SPLINE-GARCH VOLATILITY GRAPH

Volatility Prediction for Wednesday, April 26, 2017: 0.90% (+0.42)
  • 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: -0.08% 1 Week Pred: 0.94%
Average Week Vol: 0.65% Average Month Vol: 0.88% 1 Month Pred: 1.03%
Min Vol: 0.48% Max Vol: 38.89% 6 Months Pred: 1.15%
Average Vol: 4.98% Vol of Vol: 8.66% 1 Year Pred: 1.17%