AUD - Australian dollar Predictions and volatility data

Australian dollar, Friday, July 3 2009, 16:15 EST DST (2009-07-03 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	0.642715	12.33	10.87	23.36	15.53	0.5904	0.7054	0.5577	0.7590
British pound	2.047581	10.87	11.05	19.20	13.13	1.8945	2.2170	1.7917	2.3524
Canadian dollar	1.079797	12.38	10.76	17.53	12.81	0.9797	1.1445	0.8900	1.1650
Chilean peso	0.002320	18.86	15.36	23.55	16.02	0.0021	0.0026	0.0020	0.0029
Chinese yuan renminbi	0.183375	17.49	16.04	25.41	16.66	0.1628	0.2039	0.1480	0.2186
Czech koruna	0.067854	12.48	11.15	22.49	15.22	0.0624	0.0744	0.0589	0.0799
Danish krone	0.235482	12.59	11.32	19.08	12.90	0.2155	0.2540	0.2003	0.2663
Euro	1.754063	12.38	11.44	20.30	13.63	1.6016	1.8959	1.4860	1.9902
Hong Kong dollar	0.161665	16.68	15.75	25.22	16.60	0.1439	0.1793	0.1310	0.1919
Hungarian forint	0.006436	13.27	14.46	20.56	13.86	0.0059	0.0071	0.0056	0.0077
Indian rupee	0.026192	13.89	13.72	22.68	15.25	0.0236	0.0286	0.0217	0.0303
Indonesian rupiah	0.000123	18.68	16.24	24.33	16.02	0.0001	0.0001	0.0001	0.0002
Israeli shekel	0.322901	15.29	14.21	23.63	16.36	0.2928	0.3587	0.2739	0.3893
Japanese yen	0.013056	18.78	19.67	33.85	22.70	0.0114	0.0150	0.0103	0.0166
Malaysian ringgit	0.355293	14.82	12.80	22.86	14.97	0.3198	0.3879	0.2929	0.4092
Mexican peso	0.094644	15.41	15.75	19.10	13.29	0.0854	0.1035	0.0785	0.1095
New Zealand dollar	0.791332	6.73	8.77	11.88	8.81	0.7482	0.8307	0.7146	0.8567
Norwegian krone	0.195597	13.56	11.58	20.79	14.20	0.1768	0.2107	0.1613	0.2187
Polish zloty	0.402905	13.17	15.11	20.10	13.49	0.3661	0.4405	0.3399	0.4682
Saudi riyal	0.334219	17.93	16.07	25.76	16.92	0.2962	0.3722	0.2688	0.3993
Singapore dollar	0.862224	14.51	12.53	21.61	14.23	0.7823	0.9422	0.7246	0.9999
South African rand	0.158400	13.00	14.13	21.51	16.04	0.1465	0.1764	0.1410	0.1946
South Korean won	0.000990	16.38	16.10	27.34	17.49	0.0009	0.0011	0.0008	0.0012
Swedish krona	0.160998	13.48	13.03	18.28	12.56	0.1456	0.1728	0.1329	0.1787
Swiss franc	1.152807	15.56	13.63	23.91	16.35	1.0350	1.2680	0.9489	1.3488
Taiwan new dollar	0.038106	15.76	14.36	23.65	15.71	0.0341	0.0418	0.0310	0.0443
Thai baht	0.036754	15.80	14.76	24.35	18.40	0.0330	0.0408	0.0305	0.0439
Turkish new lira	0.816942	11.03	11.30	19.89	14.76	0.7501	0.8815	0.7005	0.9264
US dollar	1.253320	17.11	15.80	25.63	16.84	1.1134	1.3926	1.0125	1.4918

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Page updated: 2009-07-04 01:08 EST DST (2009-07-04 05:08 UTC)