AUD - Australian dollar Predictions and volatility data

Australian dollar, Friday, February 3 2012, 16:15 EST (2012-02-03 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	0.540200	5.20	7.48	9.69	9.92	0.5177	0.5639	0.5020	0.5822
British pound	1.473304	6.31	7.95	9.82	10.43	1.3838	1.5172	1.2941	1.5179
Canadian dollar	0.936778	5.76	6.95	8.10	9.05	0.8914	0.9652	0.8490	0.9744
Chilean peso	0.001942	10.14	10.16	11.10	13.16	0.0018	0.0021	0.0018	0.0022
Chinese yuan renminbi	0.147833	9.07	11.57	12.28	13.17	0.1362	0.1544	0.1251	0.1556
Czech koruna	0.048987	10.33	10.90	10.65	11.02	0.0455	0.0514	0.0424	0.0524
Danish krone	0.164783	5.84	7.88	9.39	9.98	0.1545	0.1688	0.1436	0.1673
Euro	1.227360	6.42	7.97	9.68	10.31	1.1484	1.2591	1.0659	1.2501
Hong Kong dollar	0.120206	8.83	11.16	12.07	12.96	0.1109	0.1254	0.1021	0.1262
Hungarian forint	0.004205	11.99	15.01	12.61	13.17	0.0039	0.0046	0.0037	0.0049
Indian rupee	0.019121	6.25	11.41	10.18	10.42	0.0182	0.0202	0.0177	0.0212
Indonesian rupiah	0.000104	12.46	13.68	12.52	12.43	0.0001	0.0001	0.0001	0.0001
Israeli shekel	0.251271	7.75	9.73	10.17	11.21	0.2367	0.2630	0.2245	0.2696
Japanese yen	0.012205	9.09	11.09	14.27	16.41	0.0113	0.0129	0.0105	0.0131
Malaysian ringgit	0.309467	6.22	9.49	9.35	10.24	0.2949	0.3245	0.2844	0.3358
Mexican peso	0.073094	4.91	6.87	8.08	10.02	0.0709	0.0765	0.0700	0.0799
New Zealand dollar	0.777414	4.86	4.51	6.67	7.21	0.7598	0.8078	0.7544	0.8390
Norwegian krone	0.160631	7.47	8.48	9.14	9.41	0.1509	0.1661	0.1415	0.1670
Polish zloty	0.292627	8.73	10.43	11.48	12.47	0.2763	0.3106	0.2653	0.3249
Saudi riyal	0.248679	9.29	11.55	12.47	13.28	0.2287	0.2598	0.2097	0.2615
Singapore dollar	0.748709	4.74	6.82	7.67	9.44	0.7190	0.7738	0.6947	0.7890
South African rand	0.122612	9.28	8.90	10.59	10.69	0.1166	0.1301	0.1130	0.1367
South Korean won	0.000834	6.07	8.46	9.12	10.80	0.0008	0.0009	0.0008	0.0009
Swedish krona	0.138808	7.94	8.03	8.67	9.45	0.1305	0.1434	0.1224	0.1441
Swiss franc	1.015767	6.42	9.20	16.74	13.60	0.9421	1.0661	0.8765	1.0859
Taiwan new dollar	0.031615	9.87	11.06	11.10	11.49	0.0295	0.0334	0.0278	0.0343
Thai baht	0.030180	6.22	8.43	10.16	11.83	0.0284	0.0313	0.0268	0.0316
Turkish lira	0.530685	6.40	7.57	10.17	9.85	0.5066	0.5555	0.4894	0.5741
US dollar	0.932547	9.29	11.55	12.47	13.25	0.8577	0.9742	0.7865	0.9806

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Page updated: 2012-02-03 18:11 EST (2012-02-03 23:11 UTC)