PAKISTANI RUPEE SPLINE-GARCH VOLATILITY GRAPH

Volatility Prediction for Monday, August 21, 2017: 5.33% (-0.02)
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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: 0.01% 1 Week Pred: 7.18%
Average Week Vol: 5.36% Average Month Vol: 5.06% 1 Month Pred: 10.97%
Min Vol: 0.64% Max Vol: 39.61% 6 Months Pred: 15.65%
Average Vol: 5.10% Vol of Vol: 8.92% 1 Year Pred: 16.34%