JPY - Japanese yen Predictions and volatility data

Japanese yen, Thursday, March 11 2010, 16:15 EST (2010-03-11 21:15 UTC)

		Volatility, %				95% prediction interval
Currency	= JPY	1 Month	3 Months	1 Year	3 Years	1 Mo low	1 Mo high	3 Mo low	3 Mo high
Australian dollar	82.910018	14.28	14.02	17.60	23.63	78.4873	93.5419	78.6134	106.5346
Brazilian real	51.225768	14.56	14.61	17.22	24.39	48.3594	57.7422	48.2268	65.5660
British pound	136.286408	13.61	12.59	14.94	16.97	124.2391	145.3983	114.0699	149.7862
Canadian dollar	88.283546	13.91	13.49	15.37	18.26	83.9340	98.8417	84.1528	111.6987
Chilean peso	0.175515	11.84	13.37	14.96	16.29	0.1667	0.1943	0.1656	0.2161
Chinese yuan renminbi	13.274426	8.97	8.92	10.44	10.85	12.6223	14.0660	12.2236	14.7455
Czech koruna	4.843653	14.25	13.53	16.48	17.78	4.4684	5.2921	4.2334	5.6749
Danish krone	16.639800	11.25	10.93	12.65	14.35	15.4940	17.7007	14.6168	18.4082
Euro	123.782573	11.20	10.78	12.36	14.28	115.3054	131.4832	108.7376	136.5031
Hong Kong dollar	11.676005	9.00	8.98	10.29	10.77	11.1058	12.3731	10.7600	12.9747
Hungarian forint	0.464085	13.43	14.97	20.87	22.30	0.4250	0.5131	0.4017	0.5566
Indian rupee	1.990608	10.69	11.63	13.32	14.67	1.8938	2.1703	1.8689	2.3662
Indonesian rupiah	0.009875	12.44	12.26	14.18	15.89	0.0094	0.0109	0.0093	0.0120
Israeli shekel	24.323453	10.91	10.53	13.97	15.73	22.9210	26.2427	22.1775	28.0359
Malaysian ringgit	27.306938	11.82	11.67	12.79	13.03	25.8768	29.7269	25.3733	32.2635
Mexican peso	7.191554	10.73	12.64	17.15	19.71	6.7770	7.9124	6.6392	8.6822
New Zealand dollar	63.470650	15.25	15.17	18.37	22.08	58.3218	70.2800	55.4242	76.5592
Norwegian krone	15.446103	13.29	13.72	16.88	18.53	14.2969	16.9088	13.6235	18.2180
Polish zloty	31.730880	16.02	17.00	21.45	21.94	29.0049	35.7194	27.6555	39.6658
Saudi riyal	24.162853	9.03	8.90	10.43	10.88	22.9539	25.5826	22.1884	26.7723
Singapore dollar	64.815912	8.78	9.15	10.75	12.17	61.8707	69.0376	60.4323	73.0662
South African rand	12.191229	15.56	16.34	19.93	24.69	11.2471	13.7112	10.8536	15.2965
South Korean won	0.079966	12.80	13.26	17.17	22.01	0.0749	0.0884	0.0730	0.0972
Swedish krona	12.721969	11.95	13.41	17.82	18.46	11.8856	14.0185	11.5185	15.3302
Swiss franc	84.701104	11.18	10.78	12.36	12.27	79.3082	90.4245	75.5601	94.8340
Taiwan new dollar	2.853143	9.64	10.49	11.83	12.00	2.7079	3.0597	2.6355	3.2565
Thai baht	2.772920	9.02	8.98	10.35	14.18	2.6547	2.9585	2.6061	3.1441
Turkish lira	59.076340	13.82	12.86	16.40	23.20	54.3426	64.0714	51.0432	67.8923
US dollar	90.610700	9.03	8.90	10.41	10.88	86.0811	95.9320	83.2140	100.3921

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