AUD - Australian dollar Predictions and volatility data

Australian dollar, Wednesday, July 28 2010, 16:15 EST DST (2010-07-28 20:15 UTC)

		Volatility, %				95% prediction interval
Currency	= AUD	1 Month	3 Months	1 Year	3 Years	1 Mo low	1 Mo high	3 Mo low	3 Mo high
Brazilian real	0.633636	12.73	11.05	9.89	15.81	0.5916	0.6729	0.5596	0.6993
British pound	1.744384	15.18	14.94	11.15	14.33	1.6189	1.8955	1.5409	2.0251
Canadian dollar	1.080092	9.68	10.94	8.76	13.17	1.0117	1.1319	0.9532	1.1578
Chilean peso	0.002145	14.55	15.19	13.32	17.39	0.0020	0.0023	0.0019	0.0025
Chinese yuan renminbi	0.165005	15.73	17.60	13.08	18.02	0.1501	0.1793	0.1391	0.1892
Czech koruna	0.058205	15.92	16.09	11.04	16.12	0.0543	0.0640	0.0524	0.0697
Danish krone	0.195103	15.70	15.24	10.29	13.92	0.1811	0.2120	0.1723	0.2264
Euro	1.453372	16.28	15.31	10.51	14.63	1.3463	1.5813	1.2793	1.6905
Hong Kong dollar	0.144071	15.27	16.93	12.68	17.85	0.1314	0.1559	0.1218	0.1639
Hungarian forint	0.005148	16.37	19.19	12.90	15.15	0.0047	0.0056	0.0044	0.0060
Indian rupee	0.023951	13.73	11.93	9.55	15.73	0.0220	0.0252	0.0203	0.0257
Indonesian rupiah	0.000124	15.13	14.80	11.06	16.76	0.0001	0.0001	0.0001	0.0001
Israeli shekel	0.293947	15.31	14.71	11.30	16.97	0.2711	0.3175	0.2548	0.3350
Japanese yen	0.012764	21.43	23.96	17.26	24.52	0.0114	0.0145	0.0106	0.0160
Malaysian ringgit	0.350295	13.04	12.40	9.57	15.62	0.3273	0.3742	0.3111	0.3923
Mexican peso	0.088222	9.60	9.94	9.37	13.76	0.0827	0.0923	0.0779	0.0943
New Zealand dollar	0.815680	5.97	7.24	7.01	8.92	0.7898	0.8533	0.7778	0.8893
Norwegian krone	0.182034	12.40	10.55	8.82	14.45	0.1719	0.1941	0.1657	0.2045
Polish zloty	0.362940	13.58	16.36	11.65	14.61	0.3381	0.3964	0.3247	0.4276
Saudi riyal	0.298304	15.55	17.40	12.95	18.21	0.2712	0.3232	0.2506	0.3396
Singapore dollar	0.819066	11.96	12.63	9.64	14.97	0.7674	0.8747	0.7320	0.9182
South African rand	0.152334	8.37	10.56	10.54	15.93	0.1447	0.1620	0.1403	0.1705
South Korean won	0.000944	11.87	13.74	10.50	18.21	0.0009	0.0010	0.0008	0.0010
Swedish krona	0.153318	12.36	11.53	8.95	13.07	0.1455	0.1650	0.1419	0.1764
Swiss franc	1.057186	17.33	15.46	10.84	17.13	0.9766	1.1539	0.9264	1.2367
Taiwan new dollar	0.034922	14.41	14.55	11.24	16.66	0.0321	0.0374	0.0298	0.0389
Thai baht	0.034689	15.04	17.07	12.34	18.40	0.0317	0.0376	0.0296	0.0397
Turkish lira	0.739499	12.39	11.50	8.75	14.44	0.6970	0.7896	0.6700	0.8317
US dollar	1.118640	15.55	17.40	12.95	18.13	1.0171	1.2122	0.9397	1.2735

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Page updated: 2010-07-28 19:10 EST DST (2010-07-28 23:10 UTC)