ILS - Israeli shekel Predictions and volatility data

Israeli shekel, Thursday, March 11 2010, 16:15 EST (2010-03-11 21:15 UTC)

		Volatility, %				95% prediction interval
Currency	= ILS	1 Month	3 Months	1 Year	3 Years	1 Mo low	1 Mo high	3 Mo low	3 Mo high
Australian dollar	3.408645	8.39	8.76	11.96	16.75	3.2959	3.6837	3.3066	4.0093
Brazilian real	2.106024	7.82	9.02	12.04	18.38	2.0336	2.2709	2.0336	2.4620
British pound	5.603086	8.01	7.83	11.34	12.89	5.2156	5.7867	4.8268	5.7788
Canadian dollar	3.629565	9.35	7.76	10.72	14.00	3.5116	3.9056	3.5162	4.2275
Chilean peso	0.007216	10.74	10.63	12.25	13.33	0.0069	0.0078	0.0067	0.0084
Chinese yuan renminbi	0.545746	5.21	5.20	9.18	10.80	0.5233	0.5640	0.5045	0.5744
Czech koruna	0.199135	6.72	8.68	11.40	14.08	0.1884	0.2088	0.1801	0.2150
Danish krone	0.684105	5.95	6.38	9.91	11.64	0.6479	0.7054	0.6133	0.7106
Euro	5.089021	5.85	6.20	9.44	11.31	4.8244	5.2373	4.5675	5.2657
Hong Kong dollar	0.480031	4.98	5.00	9.20	10.92	0.4607	0.4958	0.4446	0.5048
Hungarian forint	0.019080	8.55	10.48	15.26	16.42	0.0178	0.0203	0.0169	0.0213
Indian rupee	0.081839	5.16	5.52	9.62	11.57	0.0793	0.0857	0.0781	0.0893
Indonesian rupiah	0.000406	6.71	6.30	10.86	12.80	0.0004	0.0004	0.0004	0.0005
Japanese yen	0.041113	10.91	10.53	13.97	15.73	0.0381	0.0436	0.0355	0.0449
Malaysian ringgit	1.122659	5.17	5.22	8.86	10.39	1.0923	1.1757	1.0834	1.2307
Mexican peso	0.295663	5.84	7.70	12.93	14.48	0.2845	0.3148	0.2809	0.3347
New Zealand dollar	2.609442	9.93	9.31	13.16	15.70	2.4560	2.7798	2.3534	2.9163
Norwegian krone	0.635029	8.56	8.64	12.25	13.86	0.5997	0.6712	0.5745	0.6982
Polish zloty	1.304538	11.37	12.26	15.50	16.25	1.2203	1.4172	1.1740	1.5212
Saudi riyal	0.993397	4.98	5.05	9.15	10.81	0.9528	1.0252	0.9181	1.0424
Singapore dollar	2.664750	4.18	3.97	8.23	9.81	2.5850	2.7521	2.5311	2.8211
South African rand	0.501213	9.97	11.70	14.04	17.75	0.4741	0.5434	0.4624	0.5858
South Korean won	0.003288	6.32	8.38	12.34	17.27	0.0032	0.0035	0.0031	0.0037
Swedish krona	0.523033	7.52	8.58	13.33	13.94	0.4984	0.5578	0.4861	0.5907
Swiss franc	3.482281	5.99	6.69	10.83	12.80	3.3032	3.6138	3.1465	3.6764
Taiwan new dollar	0.117300	4.15	4.70	8.60	10.36	0.1136	0.1215	0.1112	0.1249
Thai baht	0.114002	5.38	4.95	8.75	13.02	0.1103	0.1186	0.1081	0.1227
Turkish lira	2.428781	6.39	6.16	10.64	16.13	2.3013	2.5146	2.1855	2.5481
US dollar	3.725240	4.98	5.05	9.15	10.81	3.5729	3.8447	3.4431	3.9092

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Page updated: 2010-03-11 18:10 EST (2010-03-11 23:10 UTC)