GBP - British pound Predictions and volatility data

British pound, Monday, May 12 2008, 16:15 EST DST (2008-05-12 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	0.482719	12.77	11.58	10.75	7.86	0.4593	0.5253	0.4528	0.5713
Brazilian real	0.304613	11.39	10.81	12.58	12.33	0.2894	0.3305	0.2841	0.3577
Canadian dollar	0.507742	13.70	10.91	9.65	8.43	0.4805	0.5477	0.4675	0.5866
Chilean peso	0.001088	13.68	12.77	9.18	8.20	0.0010	0.0012	0.0009	0.0012
Chinese yuan renminbi	0.073063	8.59	8.76	6.69	6.65	0.0704	0.0772	0.0694	0.0813
Czech koruna	0.031648	14.16	11.81	8.71	6.84	0.0301	0.0343	0.0295	0.0371
Danish krone	0.106088	11.04	9.72	6.51	5.10	0.1014	0.1126	0.0990	0.1186
Euro	0.789684	10.81	9.78	6.84	5.39	0.7542	0.8375	0.7351	0.8815
Hong Kong dollar	0.065494	8.28	8.24	6.58	6.63	0.0628	0.0686	0.0610	0.0711
Hungarian forint	0.003160	11.99	11.12	9.20	8.30	0.0030	0.0034	0.0029	0.0036
Indian rupee	0.012174	9.81	9.54	7.39	6.94	0.0113	0.0125	0.0103	0.0123
Indonesian rupiah	0.000055	9.01	8.70	7.91	8.39	0.0001	0.0001	0.0001	0.0001
Israeli shekel	0.148036	13.02	14.59	10.63	8.32	0.1403	0.1624	0.1383	0.1782
Japanese yen	0.004922	15.21	15.86	12.51	9.17	0.0045	0.0053	0.0043	0.0057
Malaysian ringgit	0.158921	10.30	9.09	6.77	6.58	0.1509	0.1667	0.1449	0.1723
Mexican peso	0.048602	7.62	8.76	7.25	8.20	0.0467	0.0512	0.0458	0.0536
New Zealand dollar	0.392771	11.74	11.57	12.31	9.59	0.3624	0.4153	0.3365	0.4259
Norwegian krone	0.100989	14.59	12.39	9.33	7.85	0.0953	0.1095	0.0927	0.1179
Polish zloty	0.233314	12.79	10.50	8.06	7.62	0.2232	0.2516	0.2204	0.2712
Saudi riyal	0.136088	8.54	8.44	6.77	6.59	0.1303	0.1427	0.1266	0.1481
Singapore dollar	0.373079	9.46	8.58	6.23	5.78	0.3583	0.3931	0.3505	0.4116
South African rand	0.066818	11.06	16.93	13.69	12.64	0.0621	0.0729	0.0595	0.0784
South Korean won	0.000489	10.21	10.91	7.72	7.13	0.0004	0.0005	0.0004	0.0005
Swedish krona	0.085150	12.05	10.09	7.61	6.41	0.0812	0.0910	0.0794	0.0967
Swiss franc	0.487907	14.78	13.93	9.37	6.55	0.4537	0.5248	0.4302	0.5536
Taiwan new dollar	0.016567	9.73	8.89	6.77	6.48	0.0158	0.0174	0.0153	0.0181
Thai baht	0.015896	8.58	13.43	14.80	11.29	0.0148	0.0170	0.0140	0.0178
Turkish new lira	0.406150	12.42	17.08	14.40	12.62	0.3767	0.4455	0.3603	0.4818
US dollar	0.510331	8.54	8.44	6.72	6.70	0.4887	0.5351	0.4747	0.5554

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Page updated: 2008-05-12 19:10 EST DST (2008-05-12 23:10 UTC)