JPY - Japanese yen Predictions and volatility data

Japanese yen, Friday, May 16 2008, 16:15 EST DST (2008-05-16 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	99.250847	13.19	18.47	18.42	12.33	91.8947	111.2828	88.9426	123.9106
Brazilian real	63.456658	19.18	19.80	19.36	15.07	57.9543	72.4326	55.6804	81.9310
British pound	203.724943	14.69	15.58	12.51	9.16	187.2169	220.4807	175.3780	232.8065
Canadian dollar	104.229562	14.58	18.33	15.75	11.55	95.5479	115.0790	90.3421	124.6801
Chilean peso	0.223504	14.00	15.74	12.92	10.15	0.2050	0.2414	0.1914	0.2538
Chinese yuan renminbi	14.930086	10.42	12.96	9.69	7.91	14.1300	16.0337	13.7121	17.0679
Czech koruna	6.475846	12.50	12.19	11.08	8.85	6.0779	6.9681	5.8384	7.3979
Danish krone	21.741216	9.80	11.16	10.54	8.06	20.5287	23.1560	19.7550	24.3370
Euro	161.819756	9.98	10.56	10.56	8.18	152.8148	172.1123	146.9520	180.5634
Hong Kong dollar	13.382835	10.95	12.91	9.70	8.02	12.5862	14.3089	12.0756	15.0801
Hungarian forint	0.654873	13.33	16.86	15.91	11.97	0.6119	0.7298	0.5974	0.8105
Indian rupee	2.449692	13.65	15.81	12.19	9.14	2.2093	2.5907	1.9879	2.6192
Indonesian rupiah	0.011215	11.78	14.85	12.96	10.47	0.0104	0.0120	0.0097	0.0126
Israeli shekel	30.988088	16.01	16.86	13.74	10.02	29.1951	34.8879	29.0126	39.4991
Malaysian ringgit	32.228002	12.19	14.53	11.92	8.85	29.7254	34.4572	27.7706	35.8675
Mexican peso	10.009408	13.29	15.71	13.15	10.57	9.2730	10.8940	8.8145	11.6515
New Zealand dollar	80.409819	16.87	19.56	19.79	14.10	71.5604	88.7172	64.9490	94.2396
Norwegian krone	20.608419	12.18	14.39	14.13	10.94	19.1676	22.3942	18.3000	23.9597
Polish zloty	47.813287	12.29	13.43	13.26	10.64	44.9485	52.1702	43.6586	56.5127
Saudi riyal	27.804000	11.21	13.33	9.86	8.12	26.0084	29.6642	24.7365	31.0650
Singapore dollar	76.120841	10.23	12.46	10.56	7.58	71.6110	81.3187	68.6966	85.6175
South African rand	13.935166	21.18	28.11	21.47	16.61	12.2679	16.0782	11.2866	18.0310
South Korean won	0.100389	13.23	19.03	13.24	9.38	0.0890	0.1059	0.0781	0.1055
Swedish krona	17.389238	10.00	12.13	12.32	9.59	16.3547	18.6564	15.7261	19.7546
Swiss franc	99.336897	7.91	7.84	8.09	6.92	94.3692	103.3739	90.2325	105.6620
Taiwan new dollar	3.406351	11.21	14.51	10.66	7.93	3.1857	3.6610	3.0432	3.8721
Thai baht	3.231260	11.13	18.95	17.89	12.70	2.9236	3.5120	2.6885	3.6935
Turkish new lira	84.697367	17.71	27.47	22.94	16.72	74.9582	97.2519	69.2480	108.7090
US dollar	104.265000	11.21	13.33	9.91	8.12	97.5211	111.2486	92.7426	116.5052

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Page updated: 2008-05-16 19:10 EST DST (2008-05-16 23:10 UTC)