CHF - Swiss franc Predictions and volatility data

Swiss franc, Wednesday, July 28 2010, 16:15 EST DST (2010-07-28 20:15 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	0.945908	17.33	15.46	10.84	17.13	0.8651	1.0222	0.8044	1.0738
Brazilian real	0.599361	11.74	13.88	10.73	19.71	0.5543	0.6370	0.5179	0.6588
British pound	1.650025	10.02	10.11	8.87	12.17	1.5606	1.7436	1.4978	1.8148
Canadian dollar	1.021667	13.89	12.90	10.52	13.66	0.9397	1.0838	0.8703	1.1142
Chilean peso	0.002029	10.27	10.68	11.42	14.57	0.0019	0.0022	0.0018	0.0023
Chinese yuan renminbi	0.156079	8.13	9.83	8.86	11.23	0.1467	0.1625	0.1383	0.1652
Czech koruna	0.055056	11.79	14.15	9.40	11.62	0.0519	0.0594	0.0501	0.0634
Danish krone	0.184549	10.11	9.71	5.32	6.42	0.1757	0.1934	0.1693	0.1999
Euro	1.374755	11.01	10.36	5.95	6.96	1.3033	1.4467	1.2514	1.4995
Hong Kong dollar	0.136278	8.36	9.43	8.60	11.07	0.1281	0.1417	0.1205	0.1436
Hungarian forint	0.004870	17.49	21.37	13.22	15.92	0.0044	0.0053	0.0040	0.0056
Indian rupee	0.022656	10.99	10.64	8.28	12.40	0.0209	0.0235	0.0192	0.0234
Indonesian rupiah	0.000117	8.97	10.51	9.06	13.73	0.0001	0.0001	0.0001	0.0001
Israeli shekel	0.278046	11.01	10.60	9.33	12.83	0.2601	0.2927	0.2452	0.3010
Japanese yen	0.012074	8.73	13.40	11.33	12.92	0.0114	0.0129	0.0109	0.0136
Malaysian ringgit	0.331347	9.69	11.86	9.13	11.04	0.3104	0.3490	0.2935	0.3596
Mexican peso	0.083450	13.76	13.08	10.26	16.28	0.0764	0.0881	0.0702	0.0897
New Zealand dollar	0.771558	15.71	13.22	10.85	15.70	0.7154	0.8329	0.6774	0.8815
Norwegian krone	0.172187	11.20	13.69	9.09	12.32	0.1609	0.1833	0.1526	0.1912
Polish zloty	0.343308	15.26	20.31	12.99	15.61	0.3136	0.3776	0.2944	0.4061
Saudi riyal	0.282168	8.32	9.67	8.87	11.44	0.2647	0.2933	0.2485	0.2969
Singapore dollar	0.774761	9.06	8.74	7.16	9.28	0.7349	0.8085	0.7024	0.8287
South African rand	0.144094	14.51	14.47	12.45	19.23	0.1330	0.1558	0.1253	0.1649
South Korean won	0.000893	12.96	17.40	11.77	18.95	0.0008	0.0010	0.0007	0.0010
Swedish krona	0.145025	10.86	11.99	8.55	11.44	0.1373	0.1548	0.1328	0.1634
Taiwan new dollar	0.033033	8.72	9.38	8.27	10.82	0.0310	0.0342	0.0290	0.0345
Thai baht	0.032812	8.06	9.61	8.44	12.96	0.0309	0.0342	0.0292	0.0348
Turkish lira	0.699498	8.49	11.06	8.88	17.70	0.6608	0.7367	0.6318	0.7626
US dollar	1.058130	8.32	9.67	8.87	11.40	0.9925	1.0999	0.9321	1.1134

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Page updated: 2010-07-28 19:10 EST DST (2010-07-28 23:10 UTC)