JPY - Japanese yen Predictions and volatility data

Japanese yen, Wednesday, July 28 2010, 16:15 EST DST (2010-07-28 20:15 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	78.344865	21.43	23.96	17.26	24.52	68.8121	87.4329	61.7894	93.5545
Brazilian real	49.642127	14.43	21.12	16.64	24.94	44.3453	54.1365	40.1579	56.7335
British pound	136.663491	11.45	15.64	13.95	17.59	125.8530	147.2297	117.8906	154.6989
Canadian dollar	84.619626	17.52	19.66	15.93	19.09	75.1815	92.1057	67.4982	95.9436
Chilean peso	0.168017	10.73	13.39	13.23	16.73	0.1558	0.1797	0.1466	0.1877
Chinese yuan renminbi	12.927277	8.47	9.08	8.95	11.15	12.1322	13.4254	11.3943	13.5794
Czech koruna	4.560031	12.99	21.14	15.83	18.79	4.2177	5.1052	4.0726	5.6692
Danish krone	15.285310	12.00	15.96	12.34	15.09	14.1480	16.5038	13.3643	17.4502
Euro	113.864225	11.85	16.43	12.29	15.03	105.3065	122.9694	99.3766	129.9941
Hong Kong dollar	11.287230	8.89	9.46	9.10	11.09	10.5647	11.7333	9.8919	11.8632
Hungarian forint	0.403336	20.86	29.59	20.65	23.80	0.3511	0.4607	0.3160	0.5060
Indian rupee	1.876444	12.34	16.92	12.85	15.34	1.6972	1.9936	1.5376	2.0321
Indonesian rupiah	0.009726	9.32	14.17	12.03	16.06	0.0090	0.0103	0.0084	0.0106
Israeli shekel	23.029202	10.97	14.47	12.56	15.98	21.1937	24.5078	19.6818	25.3135
Malaysian ringgit	27.443838	11.91	18.02	13.12	13.97	24.9685	29.4348	22.9401	30.5059
Mexican peso	6.911757	17.07	21.23	15.76	20.56	6.0890	7.4868	5.3872	7.7058
New Zealand dollar	63.904347	19.81	21.08	16.86	22.70	56.8974	70.9523	51.8798	76.0427
Norwegian krone	14.261396	14.90	22.32	16.37	19.50	12.7364	15.6321	11.5670	16.4938
Polish zloty	28.434507	18.35	29.53	20.82	23.49	24.7690	32.2067	22.1988	34.9824
Saudi riyal	23.370587	8.45	9.45	9.11	11.18	21.8042	24.1762	20.2634	24.2322
Singapore dollar	64.169650	11.28	13.74	10.52	12.79	59.3124	67.9427	55.2307	69.8822
South African rand	11.934583	16.76	22.50	18.57	25.27	10.6084	13.2330	9.6427	14.1413
South Korean won	0.073956	14.84	22.85	15.64	22.97	0.0653	0.0801	0.0581	0.0827
Swedish krona	12.011707	14.08	20.67	16.29	19.36	10.8723	13.2147	10.0804	14.1331
Swiss franc	82.825078	8.73	13.40	11.33	12.92	77.3435	87.8984	73.1423	91.2844
Taiwan new dollar	2.735996	9.71	13.07	10.62	12.57	2.5151	2.8575	2.3045	2.8747
Thai baht	2.717687	8.62	9.38	9.01	13.90	2.5435	2.8201	2.3785	2.8441
Turkish lira	57.935942	11.45	19.01	15.20	23.49	52.5790	62.6055	48.3723	65.4463
US dollar	87.639700	8.45	9.45	9.11	11.18	81.7657	90.6608	75.9879	90.8707

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