AUD - Australian dollar Predictions and volatility data

Australian dollar, Wednesday, March 10 2010, 16:15 EST (2010-03-10 21:15 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	0.614911	9.05	9.67	10.13	15.82	0.5800	0.6477	0.5535	0.6700
British pound	1.632247	10.58	10.49	10.22	13.74	1.4261	1.6073	1.1744	1.4447
Canadian dollar	1.064072	7.17	7.77	9.39	13.02	1.0107	1.1092	0.9673	1.1364
Chilean peso	0.002113	12.88	13.23	14.63	16.90	0.0019	0.0023	0.0018	0.0023
Chinese yuan renminbi	0.159892	10.47	10.75	13.84	17.41	0.1445	0.1652	0.1284	0.1619
Czech koruna	0.058000	7.68	8.33	9.81	15.55	0.0535	0.0591	0.0485	0.0575
Danish krone	0.199975	8.61	7.64	9.25	13.28	0.1822	0.2009	0.1610	0.1906
Euro	1.485968	8.18	7.69	9.51	14.03	1.3528	1.4906	1.1923	1.4105
Hong Kong dollar	0.140691	9.83	10.36	13.65	17.30	0.1274	0.1450	0.1135	0.1420
Hungarian forint	0.005570	9.37	9.30	11.47	14.14	0.0051	0.0058	0.0047	0.0057
Indian rupee	0.024043	8.53	8.66	10.81	15.60	0.0225	0.0251	0.0211	0.0254
Indonesian rupiah	0.000119	10.25	8.85	12.93	16.51	0.0001	0.0001	0.0001	0.0001
Israeli shekel	0.291271	7.92	8.67	11.93	16.76	0.2673	0.2981	0.2413	0.2915
Japanese yen	0.012063	14.64	14.09	17.60	23.64	0.0106	0.0126	0.0091	0.0123
Malaysian ringgit	0.328584	9.50	8.18	10.81	15.34	0.3075	0.3429	0.2887	0.3486
Mexican peso	0.086585	8.40	9.93	12.50	13.69	0.0812	0.0913	0.0769	0.0943
New Zealand dollar	0.770407	4.99	5.91	7.75	8.72	0.7335	0.7876	0.6955	0.7869
Norwegian krone	0.185461	9.12	8.39	9.83	14.34	0.1718	0.1907	0.1575	0.1887
Polish zloty	0.384262	8.76	9.98	12.05	13.96	0.3608	0.4058	0.3426	0.4201
Saudi riyal	0.290920	10.11	10.61	13.93	17.63	0.2629	0.3001	0.2336	0.2938
Singapore dollar	0.780443	7.98	7.82	10.72	14.68	0.7249	0.8022	0.6668	0.7948
South African rand	0.147421	9.34	10.83	11.98	15.96	0.1383	0.1564	0.1317	0.1629
South Korean won	0.000966	7.61	8.46	12.51	17.87	0.0009	0.0010	0.0009	0.0010
Swedish krona	0.153009	7.99	7.30	10.17	12.83	0.1444	0.1591	0.1367	0.1618
Swiss franc	1.017962	8.87	8.26	11.01	16.68	0.9286	1.0341	0.8273	0.9968
Taiwan new dollar	0.034307	9.18	9.74	12.26	16.30	0.0315	0.0355	0.0287	0.0353
Thai baht	0.033398	10.10	9.63	12.65	18.34	0.0307	0.0348	0.0281	0.0348
Turkish lira	0.710365	6.55	7.70	9.53	14.47	0.6537	0.7159	0.5864	0.6864
US dollar	1.090950	10.11	10.61	13.86	17.55	0.9861	1.1255	0.8762	1.1016

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Page updated: 2010-03-10 18:10 EST (2010-03-10 23:10 UTC)