CHF - Swiss franc Predictions and volatility data

Swiss franc, Friday, May 16 2008, 16:15 EST DST (2008-05-16 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	0.999134	10.96	15.14	13.68	9.53	0.9562	1.1133	0.9645	1.2551
Brazilian real	0.638803	19.08	17.44	15.31	13.65	0.5986	0.7297	0.5959	0.8398
British pound	2.050849	14.40	13.60	9.37	6.53	1.9087	2.2018	1.8099	2.3180
Canadian dollar	1.049253	14.22	16.24	12.70	9.98	0.9831	1.1594	0.9581	1.2750
Chilean peso	0.002250	15.39	14.80	10.57	9.15	0.0021	0.0024	0.0020	0.0026
Chinese yuan renminbi	0.150297	11.05	12.77	8.53	7.72	0.1425	0.1613	0.1387	0.1718
Czech koruna	0.065191	8.08	8.92	7.07	5.68	0.0629	0.0690	0.0621	0.0728
Danish krone	0.218863	5.83	6.70	4.91	3.51	0.2134	0.2282	0.2118	0.2377
Euro	1.629000	6.95	6.88	5.33	3.88	1.5826	1.7028	1.5648	1.7764
Hong Kong dollar	0.134722	11.79	12.55	8.63	7.81	0.1269	0.1439	0.1218	0.1515
Hungarian forint	0.006592	9.30	12.93	10.68	8.71	0.0063	0.0072	0.0063	0.0078
Indian rupee	0.024660	13.86	14.40	9.99	8.35	0.0224	0.0259	0.0201	0.0260
Indonesian rupiah	0.000113	11.83	13.63	10.49	9.85	0.0001	0.0001	0.0001	0.0001
Israeli shekel	0.311949	15.84	16.00	11.01	8.85	0.2929	0.3450	0.2864	0.3803
Japanese yen	0.010067	7.91	7.84	8.09	6.92	0.0097	0.0106	0.0094	0.0111
Malaysian ringgit	0.324431	12.58	13.51	9.36	8.04	0.3027	0.3466	0.2871	0.3631
Mexican peso	0.100762	13.84	14.82	10.59	9.88	0.0942	0.1095	0.0906	0.1175
New Zealand dollar	0.809466	14.52	16.63	15.16	11.38	0.7381	0.8811	0.6867	0.9330
Norwegian krone	0.207460	7.97	9.59	8.71	6.96	0.1995	0.2205	0.1965	0.2338
Polish zloty	0.481325	7.68	9.15	7.93	7.57	0.4674	0.5138	0.4681	0.5515
Saudi riyal	0.279896	12.03	13.10	8.87	7.77	0.2630	0.2995	0.2521	0.3157
Singapore dollar	0.766290	9.86	11.28	7.86	6.73	0.7301	0.8157	0.7111	0.8617
South African rand	0.140282	19.26	25.06	17.51	14.39	0.1259	0.1594	0.1177	0.1772
South Korean won	0.001011	13.04	17.07	10.93	8.72	0.0009	0.0011	0.0008	0.0011
Swedish krona	0.175053	6.09	7.81	6.93	5.45	0.1699	0.1839	0.1682	0.1931
Taiwan new dollar	0.034291	11.25	13.55	9.09	7.70	0.0324	0.0368	0.0313	0.0392
Thai baht	0.032528	12.15	17.47	16.23	12.25	0.0297	0.0354	0.0277	0.0375
Turkish new lira	0.852627	16.78	25.38	18.81	14.88	0.7659	0.9669	0.7164	1.0727
US dollar	1.049610	12.03	13.10	8.93	7.93	0.9860	1.1231	0.9451	1.1841

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Page updated: 2008-05-16 19:10 EST DST (2008-05-16 23:10 UTC)