GBP - British pound Predictions and volatility data

British pound, Wednesday, July 28 2010, 16:15 EST DST (2010-07-28 20:15 UTC)

		Volatility, %				95% prediction interval
Currency	= GBP	1 Month	3 Months	1 Year	3 Years	1 Mo low	1 Mo high	3 Mo low	3 Mo high
Australian dollar	0.573268	15.18	14.94	11.15	14.33	0.5267	0.6168	0.4915	0.6459
Brazilian real	0.363244	9.34	12.82	11.45	17.63	0.3379	0.3842	0.3172	0.3962
Canadian dollar	0.619182	12.83	12.69	11.39	12.15	0.5703	0.6567	0.5290	0.6754
Chilean peso	0.001229	8.75	10.38	12.13	14.28	0.0012	0.0013	0.0011	0.0014
Chinese yuan renminbi	0.094592	8.45	10.30	10.23	12.10	0.0888	0.0992	0.0838	0.1016
Czech koruna	0.033367	10.65	13.61	11.27	13.09	0.0317	0.0363	0.0312	0.0395
Danish krone	0.111846	8.49	9.52	8.50	9.80	0.1065	0.1178	0.1028	0.1226
Euro	0.833172	8.83	9.88	8.71	10.32	0.7915	0.8789	0.7633	0.9152
Hong Kong dollar	0.082591	8.41	9.82	10.00	12.04	0.0772	0.0860	0.0724	0.0872
Hungarian forint	0.002951	16.16	20.50	14.39	15.52	0.0027	0.0032	0.0024	0.0034
Indian rupee	0.013730	8.12	10.68	9.85	12.12	0.0127	0.0142	0.0116	0.0140
Indonesian rupiah	0.000071	7.86	10.47	10.47	13.08	0.0001	0.0001	0.0001	0.0001
Israeli shekel	0.168510	9.57	10.22	10.48	13.00	0.1577	0.1771	0.1487	0.1817
Japanese yen	0.007317	11.45	15.64	13.95	17.59	0.0068	0.0079	0.0064	0.0084
Malaysian ringgit	0.200813	8.77	12.06	10.01	11.49	0.1879	0.2114	0.1772	0.2173
Mexican peso	0.050575	12.73	12.82	11.02	14.28	0.0463	0.0533	0.0424	0.0541
New Zealand dollar	0.467604	12.20	12.32	11.02	13.16	0.4370	0.5005	0.4159	0.5262
Norwegian krone	0.104354	7.14	11.45	10.03	12.56	0.0986	0.1100	0.0942	0.1139
Polish zloty	0.208062	11.67	18.86	13.96	14.43	0.1918	0.2273	0.1815	0.2436
Saudi riyal	0.171008	8.16	10.15	10.20	12.27	0.1597	0.1781	0.1492	0.1802
Singapore dollar	0.469545	7.92	9.14	8.56	10.23	0.4445	0.4902	0.4238	0.5021
South African rand	0.087328	10.99	13.70	13.05	17.25	0.0812	0.0938	0.0768	0.0986
South Korean won	0.000541	10.96	16.71	12.03	17.61	0.0005	0.0006	0.0005	0.0006
Swedish krona	0.087893	8.29	10.57	9.98	11.83	0.0836	0.0934	0.0812	0.0983
Swiss franc	0.606051	10.02	10.11	8.87	12.17	0.5731	0.6403	0.5498	0.6661
Taiwan new dollar	0.020020	8.40	9.54	9.36	11.27	0.0187	0.0208	0.0174	0.0209
Thai baht	0.019886	7.84	9.99	9.90	13.53	0.0187	0.0207	0.0176	0.0211
Turkish lira	0.423931	7.16	10.01	9.42	15.04	0.4019	0.4449	0.3853	0.4595
US dollar	0.641281	8.16	10.15	10.20	12.24	0.5989	0.6678	0.5596	0.6759

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