BRL - Brazilian real Predictions and volatility data

Brazilian real, Monday, May 12 2008, 16:15 EST DST (2008-05-12 20:15 UTC)

		Volatility, %				95% prediction interval
Currency	= BRL	1 Month	3 Months	1 Year	3 Years	1 Mo low	1 Mo high	3 Mo low	3 Mo high
Australian dollar	1.584695	14.05	11.07	11.16	11.14	1.4806	1.7007	1.4111	1.7941
British pound	3.282850	11.39	10.81	12.58	12.33	3.0222	3.4519	2.7866	3.5081
Canadian dollar	1.666839	17.20	13.54	13.19	12.06	1.5229	1.8013	1.4140	1.8912
Chilean peso	0.003572	14.38	14.24	13.10	11.24	0.0032	0.0037	0.0027	0.0036
Chinese yuan renminbi	0.239855	12.91	11.74	13.21	11.60	0.2217	0.2563	0.2077	0.2669
Czech koruna	0.103897	16.68	14.95	13.79	12.68	0.0947	0.1127	0.0880	0.1188
Danish krone	0.348272	15.11	12.63	12.41	12.07	0.3191	0.3720	0.2952	0.3851
Euro	2.592414	14.66	12.99	12.70	12.28	2.3710	2.7666	2.1872	2.8571
Hong Kong dollar	0.215008	12.77	11.27	13.31	11.59	0.1975	0.2278	0.1824	0.2336
Hungarian forint	0.010374	13.90	11.67	10.98	12.01	0.0096	0.0111	0.0091	0.0116
Indian rupee	0.039964	13.81	11.92	12.53	11.56	0.0355	0.0410	0.0306	0.0394
Indonesian rupiah	0.000181	13.33	10.95	12.47	11.67	0.0002	0.0002	0.0002	0.0002
Israeli shekel	0.485979	15.50	16.59	14.06	12.08	0.4483	0.5348	0.4265	0.5790
Japanese yen	0.016157	19.56	19.88	19.43	15.07	0.0142	0.0178	0.0126	0.0187
Malaysian ringgit	0.521714	13.16	11.62	12.03	11.06	0.4775	0.5496	0.4373	0.5580
Mexican peso	0.159553	10.39	9.68	10.55	9.49	0.1492	0.1678	0.1406	0.1722
New Zealand dollar	1.289407	11.38	10.29	10.91	12.33	1.1758	1.3317	1.0580	1.3126
Norwegian krone	0.331532	15.95	12.88	12.52	12.95	0.3057	0.3581	0.2873	0.3778
Polish zloty	0.765936	16.01	12.26	11.64	11.86	0.7115	0.8288	0.6764	0.8809
Saudi riyal	0.446757	12.84	11.50	13.38	11.69	0.4101	0.4737	0.3785	0.4859
Singapore dollar	1.224762	12.81	11.45	12.26	11.04	1.1320	1.3016	1.0566	1.3457
South African rand	0.219352	16.10	16.08	12.99	13.36	0.1998	0.2374	0.1848	0.2493
South Korean won	0.001605	12.72	12.48	12.48	11.47	0.0014	0.0016	0.0012	0.0015
Swedish krona	0.279536	15.60	12.51	12.09	12.41	0.2577	0.3005	0.2415	0.3151
Swiss franc	1.601725	19.53	17.62	15.42	13.65	1.4131	1.7275	1.2492	1.7692
Taiwan new dollar	0.054386	13.42	11.92	13.09	11.43	0.0499	0.0577	0.0460	0.0593
Thai baht	0.052183	12.66	14.48	17.74	14.45	0.0470	0.0558	0.0426	0.0573
Turkish new lira	1.333328	12.43	14.68	11.18	11.00	1.2330	1.4273	1.1568	1.4906
US dollar	1.675340	12.84	11.50	13.37	11.65	1.5378	1.7762	1.4196	1.8223

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Page updated: 2008-05-12 19:10 EST DST (2008-05-12 23:10 UTC)