JPY - Japanese yen Predictions and volatility data

Japanese yen, Friday, February 3 2012, 16:15 EST (2012-02-03 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	81.935173	9.09	11.09	14.27	16.41	77.6836	88.6173	75.9109	95.3583
Brazilian real	44.261368	8.72	11.81	14.90	15.82	42.1119	48.2185	41.5383	52.5180
British pound	120.715429	6.76	6.76	10.30	13.21	114.9438	125.8985	110.4067	129.2624
Canadian dollar	76.755103	8.27	8.20	11.98	14.24	72.8480	81.2182	70.3048	84.8788
Chilean peso	0.159078	8.26	8.54	12.41	13.50	0.1544	0.1727	0.1562	0.1896
Chinese yuan renminbi	12.112763	5.97	4.83	7.99	9.27	11.6324	12.4984	11.2279	12.7148
Czech koruna	4.013784	13.57	13.79	13.76	15.90	3.7258	4.3600	3.5467	4.6567
Danish krone	13.501506	9.00	8.09	11.37	12.35	12.7130	14.1735	12.0759	14.5789
Euro	100.563965	8.90	8.19	11.44	12.27	94.6699	105.5780	89.9036	108.5950
Hong Kong dollar	9.849096	5.81	4.65	8.12	9.22	9.4599	10.1560	9.1287	10.3235
Hungarian forint	0.344514	16.54	18.01	18.19	20.60	0.3281	0.4014	0.3381	0.4794
Indian rupee	1.566687	7.97	11.33	11.15	12.39	1.5281	1.7167	1.5650	1.9145
Indonesian rupiah	0.008513	11.36	9.18	9.82	11.82	0.0080	0.0090	0.0077	0.0094
Israeli shekel	20.587931	7.48	7.21	11.59	12.59	19.7172	21.8007	19.2737	22.9365
Malaysian ringgit	25.356209	8.40	7.69	10.56	12.14	24.3020	26.9083	23.8127	28.4080
Mexican peso	5.988964	8.82	11.10	14.10	15.61	5.6898	6.4800	5.5769	6.9857
New Zealand dollar	63.697553	7.91	10.89	14.09	16.29	60.7120	68.8472	59.7310	74.2661
Norwegian krone	13.161359	10.41	10.55	13.82	15.89	12.2681	14.0122	11.5967	14.5990
Polish zloty	23.976453	13.76	13.58	17.43	20.39	22.1566	26.2928	21.0894	28.3671
Saudi riyal	20.375573	6.26	4.88	8.13	9.33	19.5236	21.0163	18.7823	21.3386
Singapore dollar	61.345601	6.59	6.68	9.93	10.51	59.0297	64.5030	57.8175	67.4154
South African rand	10.046215	13.19	14.36	18.18	18.67	9.3054	11.0829	8.9193	12.0733
South Korean won	0.068352	7.55	8.04	11.49	15.08	0.0650	0.0721	0.0627	0.0751
Swedish krona	11.373242	9.82	9.82	13.97	16.16	10.6266	12.0837	10.0646	12.5733
Swiss franc	83.227024	8.61	8.62	14.02	12.43	78.4303	88.3825	75.1302	92.4014
Taiwan new dollar	2.590361	6.18	5.49	9.16	10.59	2.4966	2.7036	2.4393	2.8001
Thai baht	2.472828	5.73	5.48	8.50	9.43	2.3788	2.5650	2.3091	2.6310
Turkish lira	43.481804	7.77	9.18	12.93	15.08	41.3359	46.3372	40.1619	48.9472
US dollar	76.408400	6.26	4.88	8.13	9.33	73.2137	78.8113	70.4335	80.0199

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Page updated: 2012-02-03 18:11 EST (2012-02-03 23:11 UTC)