AUD - Australian dollar Predictions and volatility data

Australian dollar, Friday, May 9 2008, 16:15 EST DST (2008-05-09 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	0.627358	13.56	11.06	11.14	11.16	0.5833	0.6687	0.5498	0.6967
British pound	2.071619	12.47	11.63	10.75	7.86	1.9011	2.1720	1.7421	2.1943
Canadian dollar	1.056121	12.18	11.30	11.42	9.04	0.9804	1.1203	0.9194	1.1585
Chilean peso	0.002256	13.47	14.06	12.26	9.45	0.0020	0.0023	0.0017	0.0022
Chinese yuan renminbi	0.152038	8.89	11.57	12.16	9.05	0.1418	0.1606	0.1334	0.1656
Czech koruna	0.065385	8.85	12.71	12.24	8.98	0.0609	0.0693	0.0574	0.0719
Danish krone	0.220218	7.03	9.98	10.32	7.68	0.2067	0.2294	0.1944	0.2330
Euro	1.643782	6.81	10.42	10.64	7.94	1.5428	1.7163	1.4541	1.7488
Hong Kong dollar	0.136314	9.33	11.31	12.21	9.14	0.1262	0.1431	0.1171	0.1456
Hungarian forint	0.006505	8.22	9.89	9.54	8.54	0.0061	0.0068	0.0059	0.0070
Indian rupee	0.025612	10.98	12.22	11.36	8.80	0.0231	0.0263	0.0204	0.0256
Indonesian rupiah	0.000115	9.03	11.21	11.43	9.64	0.0001	0.0001	0.0001	0.0001
Israeli shekel	0.306084	13.01	16.16	13.49	9.80	0.2837	0.3339	0.2701	0.3583
Japanese yen	0.010322	13.96	18.42	18.38	12.30	0.0093	0.0113	0.0085	0.0119
Malaysian ringgit	0.332142	9.09	10.92	10.53	8.22	0.3091	0.3474	0.2882	0.3528
Mexican peso	0.100552	10.32	11.09	10.72	9.02	0.0935	0.1057	0.0873	0.1080
New Zealand dollar	0.815832	6.77	6.80	6.56	6.47	0.7600	0.8208	0.6926	0.7913
Norwegian krone	0.209483	8.41	10.30	10.55	8.97	0.1977	0.2211	0.1890	0.2294
Polish zloty	0.483365	9.68	10.10	9.90	8.50	0.4584	0.5135	0.4431	0.5394
Saudi riyal	0.283485	9.33	11.61	12.45	9.25	0.2623	0.2980	0.2434	0.3036
Singapore dollar	0.776303	8.41	10.59	10.56	7.73	0.7303	0.8177	0.6944	0.8444
South African rand	0.137824	16.00	16.88	13.09	12.01	0.1248	0.1488	0.1144	0.1552
South Korean won	0.001017	10.13	12.57	11.18	8.55	0.0009	0.0010	0.0007	0.0009
Swedish krona	0.176991	6.42	9.77	9.85	8.00	0.1674	0.1849	0.1596	0.1896
Swiss franc	1.020309	11.60	15.05	13.61	9.50	0.9278	1.0822	0.8459	1.1043
Taiwan new dollar	0.034648	9.86	12.59	12.07	8.74	0.0321	0.0367	0.0300	0.0377
Thai baht	0.033281	8.05	15.21	17.04	12.51	0.0303	0.0353	0.0276	0.0361
Turkish new lira	0.835478	14.56	17.18	12.30	11.38	0.7565	0.8952	0.6902	0.9238
US dollar	1.063070	9.33	11.61	12.28	9.18	0.9838	1.1170	0.9133	1.1379

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Page updated: 2008-05-09 19:10 EST DST (2008-05-09 23:10 UTC)