CAD - Canadian dollar Predictions and volatility data

Canadian dollar, Monday, May 12 2008, 16:15 EST DST (2008-05-12 20:15 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	0.950719	12.54	11.15	11.42	9.03	0.8948	1.0233	0.8630	1.0889
Brazilian real	0.599938	17.20	13.54	13.19	12.06	0.5542	0.6555	0.5260	0.7035
British pound	1.969506	13.70	10.91	9.65	8.43	1.8238	2.0790	1.6994	2.1320
Chilean peso	0.002143	16.76	14.77	11.67	9.13	0.0019	0.0022	0.0017	0.0022
Chinese yuan renminbi	0.143898	10.25	10.86	10.02	7.78	0.1354	0.1525	0.1292	0.1588
Czech koruna	0.062332	12.53	13.05	11.42	9.66	0.0579	0.0667	0.0547	0.0698
Danish krone	0.208941	11.28	11.91	10.14	8.53	0.1945	0.2210	0.1828	0.2279
Euro	1.555288	10.34	11.60	10.30	8.64	1.4490	1.6391	1.3600	1.6836
Hong Kong dollar	0.128992	10.52	10.31	9.83	7.67	0.1206	0.1356	0.1137	0.1393
Hungarian forint	0.006224	13.82	12.43	11.43	10.61	0.0058	0.0067	0.0055	0.0070
Indian rupee	0.023976	11.59	11.07	10.31	8.22	0.0216	0.0245	0.0189	0.0235
Indonesian rupiah	0.000109	9.62	10.42	10.59	9.47	0.0001	0.0001	0.0001	0.0001
Israeli shekel	0.291557	15.32	16.73	13.09	9.71	0.2708	0.3219	0.2607	0.3516
Japanese yen	0.009693	15.37	18.43	15.76	11.54	0.0087	0.0105	0.0079	0.0110
Malaysian ringgit	0.312996	9.26	10.26	9.49	7.59	0.2920	0.3263	0.2727	0.3305
Mexican peso	0.095722	11.72	10.51	9.10	8.46	0.0898	0.1013	0.0853	0.1050
New Zealand dollar	0.773564	12.70	11.77	12.79	10.73	0.7020	0.8094	0.6327	0.8097
Norwegian krone	0.198899	12.62	13.13	11.44	10.00	0.1854	0.2138	0.1764	0.2256
Polish zloty	0.459514	12.83	11.49	10.43	9.96	0.4321	0.4935	0.4157	0.5232
Saudi riyal	0.268027	10.39	10.42	9.98	7.73	0.2506	0.2819	0.2361	0.2895
Singapore dollar	0.734781	9.34	10.14	9.39	7.53	0.6920	0.7728	0.6583	0.7969
South African rand	0.131598	17.69	17.57	13.96	13.37	0.1196	0.1444	0.1113	0.1542
South Korean won	0.000963	13.74	13.44	10.70	8.68	0.0008	0.0010	0.0007	0.0009
Swedish krona	0.167704	11.50	11.85	10.49	9.21	0.1570	0.1787	0.1494	0.1870
Swiss franc	0.960935	14.68	16.47	12.71	9.98	0.8638	1.0214	0.7762	1.0377
Taiwan new dollar	0.032628	9.02	10.58	9.86	7.98	0.0305	0.0342	0.0288	0.0349
Thai baht	0.031307	10.59	13.01	16.42	12.10	0.0286	0.0333	0.0263	0.0343
Turkish new lira	0.799914	15.51	17.30	14.40	12.58	0.7319	0.8767	0.6870	0.9392
US dollar	1.005100	10.39	10.42	9.89	7.70	0.9400	1.0570	0.8857	1.0853

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