PAKISTANI RUPEE SPLINE-GARCH VOLATILITY GRAPH

Volatility Prediction for Friday, June 23, 2017: 0.48% (-0.04)
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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: -0.02% 1 Week Pred: 0.55%
Average Week Vol: 0.55% Average Month Vol: 0.76% 1 Month Pred: 0.72%
Min Vol: 0.45% Max Vol: 39.04% 6 Months Pred: 0.91%
Average Vol: 4.97% Vol of Vol: 8.66% 1 Year Pred: 0.94%