CAD - Canadian dollar Predictions and volatility data

Canadian dollar, Wednesday, March 10 2010, 16:15 EST (2010-03-10 21:15 UTC)

		Volatility, %				95% prediction interval
Currency	= CAD	1 Month	3 Months	1 Year	3 Years	1 Mo low	1 Mo high	3 Mo low	3 Mo high
Australian dollar	0.939786	7.17	7.77	9.39	13.02	0.9010	0.9889	0.8786	1.0321
Brazilian real	0.577885	8.62	9.13	10.57	16.60	0.5482	0.6109	0.5283	0.6373
British pound	1.533964	12.61	11.05	10.95	11.68	1.3448	1.5350	1.1240	1.4135
Chilean peso	0.001986	10.63	12.08	12.94	13.85	0.0018	0.0021	0.0017	0.0022
Chinese yuan renminbi	0.150264	9.14	8.90	11.25	12.41	0.1383	0.1547	0.1258	0.1528
Czech koruna	0.054507	9.95	10.11	11.32	13.69	0.0500	0.0564	0.0454	0.0559
Danish krone	0.187934	10.15	8.48	9.54	10.87	0.1715	0.1910	0.1528	0.1842
Euro	1.396492	9.74	8.40	9.37	11.42	1.2745	1.4158	1.1347	1.3614
Hong Kong dollar	0.132219	8.51	8.47	11.00	12.14	0.1220	0.1358	0.1113	0.1339
Hungarian forint	0.005235	11.79	11.00	14.24	15.25	0.0048	0.0055	0.0044	0.0056
Indian rupee	0.022595	8.92	8.11	9.95	12.18	0.0213	0.0236	0.0202	0.0242
Indonesian rupiah	0.000112	9.93	8.99	11.80	13.82	0.0001	0.0001	0.0001	0.0001
Israeli shekel	0.273733	8.93	7.72	10.72	14.00	0.2537	0.2816	0.2327	0.2790
Japanese yen	0.011337	13.92	13.52	15.37	18.27	0.0101	0.0119	0.0088	0.0117
Malaysian ringgit	0.308798	9.55	8.14	9.70	11.40	0.2912	0.3234	0.2768	0.3318
Mexican peso	0.081372	7.84	9.27	13.07	12.96	0.0767	0.0861	0.0735	0.0897
New Zealand dollar	0.724018	9.77	8.99	11.40	12.73	0.6771	0.7598	0.6370	0.7777
Norwegian krone	0.174294	11.57	9.71	11.13	13.09	0.1608	0.1820	0.1480	0.1834
Polish zloty	0.361124	12.14	12.34	14.60	14.96	0.3349	0.3888	0.3166	0.4101
Saudi riyal	0.273403	8.70	8.66	11.32	12.50	0.2519	0.2810	0.2291	0.2770
Singapore dollar	0.733450	7.96	7.34	9.08	10.70	0.6882	0.7554	0.6428	0.7554
South African rand	0.138544	9.15	11.50	13.92	16.25	0.1299	0.1483	0.1243	0.1562
South Korean won	0.000908	8.38	10.09	12.68	17.19	0.0009	0.0010	0.0008	0.0010
Swedish krona	0.143796	10.16	9.42	11.76	12.09	0.1347	0.1519	0.1276	0.1571
Swiss franc	0.956667	10.18	8.84	10.48	13.30	0.8763	0.9810	0.7899	0.9602
Taiwan new dollar	0.032241	8.42	8.38	10.38	11.77	0.0301	0.0334	0.0279	0.0334
Thai baht	0.031387	8.36	8.11	10.35	14.24	0.0294	0.0325	0.0274	0.0328
Turkish lira	0.667591	7.97	8.03	10.49	14.37	0.6156	0.6812	0.5581	0.6651
US dollar	1.025260	8.70	8.66	11.24	12.45	0.9447	1.0538	0.8595	1.0387

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