CHF - Swiss franc Predictions and volatility data

Swiss franc, Friday, February 3 2012, 16:15 EST (2012-02-03 21:15 UTC)

		Volatility, %				95% prediction interval
Currency	= CHF	1 Month	3 Months	1 Year	3 Years	1 Mo low	1 Mo high	3 Mo low	3 Mo high
Australian dollar	0.984478	6.42	9.20	16.74	13.60	0.9371	1.0605	0.9182	1.1376
Brazilian real	0.531815	7.33	9.85	16.96	13.64	0.5058	0.5763	0.4968	0.6229
British pound	1.450435	5.57	6.61	13.77	11.60	1.3751	1.5185	1.3161	1.5628
Canadian dollar	0.922238	7.43	7.96	15.22	12.53	0.8726	0.9809	0.8414	1.0304
Chilean peso	0.001911	9.98	9.30	15.76	13.63	0.0018	0.0021	0.0018	0.0022
Chinese yuan renminbi	0.145539	8.82	9.16	14.42	11.56	0.1360	0.1539	0.1284	0.1591
Czech koruna	0.048227	6.99	9.05	14.98	12.65	0.0455	0.0512	0.0435	0.0535
Danish krone	0.162225	1.57	3.98	13.46	9.53	0.1554	0.1671	0.1494	0.1694
Euro	1.208309	3.56	4.67	13.65	9.82	1.1512	1.2517	1.1019	1.2738
Hong Kong dollar	0.118340	8.55	9.04	14.41	11.48	0.1107	0.1251	0.1046	0.1292
Hungarian forint	0.004139	9.41	12.61	18.57	16.58	0.0039	0.0045	0.0038	0.0049
Indian rupee	0.018824	7.19	11.08	14.87	11.67	0.0179	0.0203	0.0176	0.0219
Indonesian rupiah	0.000102	12.55	11.97	15.37	12.50	0.0001	0.0001	0.0001	0.0001
Israeli shekel	0.247371	6.82	7.18	15.00	12.11	0.2351	0.2627	0.2279	0.2761
Japanese yen	0.012015	8.61	8.62	14.02	12.43	0.0113	0.0127	0.0108	0.0133
Malaysian ringgit	0.304663	7.74	9.06	15.02	11.88	0.2895	0.3269	0.2824	0.3486
Mexican peso	0.071959	5.88	8.93	16.31	13.78	0.0689	0.0776	0.0682	0.0838
New Zealand dollar	0.765347	7.33	9.23	16.30	13.70	0.7309	0.8287	0.7218	0.8973
Norwegian krone	0.158138	5.65	6.74	15.68	12.68	0.1496	0.1666	0.1434	0.1726
Polish zloty	0.288085	7.29	8.47	17.36	16.04	0.2735	0.3104	0.2672	0.3327
Saudi riyal	0.244819	9.21	9.34	14.49	11.68	0.2283	0.2590	0.2150	0.2676
Singapore dollar	0.737088	5.90	7.07	13.77	10.42	0.7054	0.7813	0.6893	0.8229
South African rand	0.120709	9.51	10.67	19.04	15.59	0.1136	0.1319	0.1105	0.1433
South Korean won	0.000821	6.18	8.87	14.92	13.81	0.0008	0.0009	0.0007	0.0009
Swedish krona	0.136653	5.25	6.53	15.84	12.85	0.1294	0.1438	0.1239	0.1488
Taiwan new dollar	0.031124	9.61	9.30	14.64	11.36	0.0293	0.0333	0.0282	0.0352
Thai baht	0.029712	6.13	7.53	14.09	11.17	0.0282	0.0313	0.0271	0.0326
Turkish lira	0.522448	6.49	7.84	16.37	13.28	0.4976	0.5596	0.4863	0.5959
US dollar	0.918072	9.21	9.34	14.49	11.67	0.8560	0.9713	0.8063	1.0035

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