CAD - Canadian dollar Predictions and volatility data

Canadian dollar, Friday, February 3 2012, 16:15 EST (2012-02-03 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	1.067488	5.76	6.95	8.10	9.05	1.0356	1.1213	1.0251	1.1765
Brazilian real	0.576657	6.08	8.59	9.60	9.70	0.5578	0.6120	0.5536	0.6501
British pound	1.572735	5.57	5.91	7.68	9.73	1.5067	1.6212	1.4485	1.6444
Chilean peso	0.002073	9.17	8.21	9.59	11.70	0.0020	0.0022	0.0020	0.0024
Chinese yuan renminbi	0.157811	7.14	7.86	8.82	10.17	0.1496	0.1639	0.1425	0.1668
Czech koruna	0.052293	11.24	11.44	10.37	11.66	0.0489	0.0555	0.0463	0.0576
Danish krone	0.175904	7.02	6.66	8.35	9.66	0.1670	0.1816	0.1587	0.1836
Euro	1.310193	5.78	5.80	8.11	9.58	1.2491	1.3468	1.1909	1.3567
Hong Kong dollar	0.128318	6.82	7.46	8.47	9.85	0.1219	0.1330	0.1163	0.1352
Hungarian forint	0.004488	14.16	15.35	13.69	14.89	0.0042	0.0049	0.0040	0.0053
Indian rupee	0.020411	6.01	9.95	8.29	9.16	0.0197	0.0216	0.0194	0.0228
Indonesian rupiah	0.000111	12.51	11.25	10.06	10.46	0.0001	0.0001	0.0001	0.0001
Israeli shekel	0.268229	7.38	7.37	8.54	9.77	0.2569	0.2809	0.2495	0.2910
Japanese yen	0.013028	8.27	8.20	11.98	14.24	0.0123	0.0137	0.0118	0.0142
Malaysian ringgit	0.330352	6.17	6.66	7.75	8.89	0.3201	0.3463	0.3158	0.3619
Mexican peso	0.078027	5.97	7.73	7.96	9.76	0.0759	0.0825	0.0758	0.0875
New Zealand dollar	0.829880	6.98	7.36	8.73	10.29	0.8057	0.8800	0.8032	0.9358
Norwegian krone	0.171472	6.35	7.55	9.02	10.39	0.1633	0.1783	0.1566	0.1822
Polish zloty	0.312376	11.14	10.78	12.38	14.29	0.2948	0.3361	0.2852	0.3579
Saudi riyal	0.265462	7.07	7.66	8.80	10.19	0.2516	0.2753	0.2394	0.2797
Singapore dollar	0.799238	4.69	5.32	6.40	7.95	0.7783	0.8287	0.7680	0.8561
South African rand	0.130887	11.09	10.82	12.78	12.52	0.1239	0.1414	0.1207	0.1518
South Korean won	0.000891	6.51	7.06	8.11	10.91	0.0009	0.0009	0.0008	0.0010
Swedish krona	0.148176	7.27	7.46	9.21	10.69	0.1408	0.1543	0.1349	0.1580
Swiss franc	1.084319	7.43	7.96	15.22	12.53	1.0186	1.1450	0.9681	1.1855
Taiwan new dollar	0.033748	8.06	7.70	8.22	9.32	0.0323	0.0354	0.0313	0.0367
Thai baht	0.032217	5.69	6.16	7.40	9.27	0.0310	0.0333	0.0300	0.0341
Turkish lira	0.566500	7.68	8.05	9.60	9.93	0.5433	0.5986	0.5315	0.6285
US dollar	0.995483	7.07	7.66	8.80	10.16	0.9436	1.0324	0.8976	1.0489

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