GBP - British pound Predictions and volatility data

British pound, Friday, March 12 2010, 16:15 EST (2010-03-12 21:15 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	0.604063	11.73	10.66	10.25	13.74	0.5985	0.6780	0.6359	0.7893
Brazilian real	0.373773	13.10	12.01	11.85	17.44	0.3669	0.4225	0.3865	0.4937
Canadian dollar	0.647078	13.07	11.05	10.95	11.68	0.6381	0.7296	0.6756	0.8522
Chilean peso	0.001270	12.36	13.87	14.16	13.90	0.0012	0.0014	0.0012	0.0016
Chinese yuan renminbi	0.096568	11.01	9.52	11.84	11.67	0.0923	0.1045	0.0912	0.1130
Czech koruna	0.035541	9.08	10.76	11.11	12.50	0.0343	0.0386	0.0345	0.0423
Danish krone	0.121890	8.05	7.79	8.86	9.35	0.1176	0.1293	0.1163	0.1369
Euro	0.906801	8.40	7.98	8.96	9.86	0.8732	0.9620	0.8609	1.0182
Hong Kong dollar	0.084966	10.67	9.28	11.69	11.66	0.0809	0.0913	0.0792	0.0977
Hungarian forint	0.003411	9.59	10.99	13.57	14.40	0.0033	0.0037	0.0032	0.0040
Indian rupee	0.014498	9.90	9.08	10.64	11.79	0.0140	0.0157	0.0140	0.0170
Indonesian rupiah	0.000072	11.78	10.03	12.89	12.92	0.0001	0.0001	0.0001	0.0001
Israeli shekel	0.177306	8.36	7.93	11.35	12.90	0.1711	0.1902	0.1704	0.2047
Japanese yen	0.007284	13.91	12.60	14.95	16.98	0.0068	0.0080	0.0065	0.0086
Malaysian ringgit	0.199322	10.58	9.60	10.68	10.97	0.1923	0.2164	0.1929	0.2366
Mexican peso	0.052540	10.66	10.72	13.58	13.89	0.0504	0.0576	0.0505	0.0636
New Zealand dollar	0.462406	13.45	11.29	11.66	12.82	0.4394	0.5049	0.4332	0.5513
Norwegian krone	0.112910	8.47	8.78	11.11	12.22	0.1088	0.1212	0.1081	0.1305
Polish zloty	0.232835	11.91	12.38	13.92	13.42	0.2218	0.2567	0.2209	0.2844
Saudi riyal	0.175781	10.85	9.38	11.93	11.86	0.1671	0.1890	0.1634	0.2021
Singapore dollar	0.472766	9.03	7.78	9.70	9.87	0.4572	0.5059	0.4559	0.5433
South African rand	0.089254	12.45	12.40	14.09	17.05	0.0852	0.0989	0.0853	0.1104
South Korean won	0.000584	9.75	10.25	13.39	16.93	0.0006	0.0006	0.0006	0.0007
Swedish krona	0.093311	7.17	9.06	11.54	11.50	0.0906	0.1008	0.0914	0.1099
Swiss franc	0.621919	7.99	7.79	9.70	11.84	0.6037	0.6655	0.6051	0.7163
Taiwan new dollar	0.020776	10.41	8.80	10.91	10.94	0.0199	0.0224	0.0198	0.0242
Thai baht	0.020238	11.11	9.21	11.08	13.80	0.0194	0.0219	0.0193	0.0238
Turkish lira	0.431625	10.68	8.77	10.85	15.10	0.4119	0.4625	0.4038	0.4935
US dollar	0.659178	10.85	9.38	11.90	11.83	0.6268	0.7087	0.6127	0.7579

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Page updated: 2010-03-12 18:10 EST (2010-03-12 23:10 UTC)