NZD - New Zealand dollar Predictions and volatility data

New Zealand dollar, Friday, May 16 2008, 16:15 EST DST (2008-05-16 20:15 UTC)

		Volatility, %				95% prediction interval
Currency	= NZD	1 Month	3 Months	1 Year	3 Years	1 Mo low	1 Mo high	3 Mo low	3 Mo high
Australian dollar	1.234313	7.19	6.86	6.58	6.49	1.2188	1.3189	1.2494	1.4323
Brazilian real	0.789166	11.96	10.36	10.79	12.34	0.7630	0.8659	0.7728	0.9622
British pound	2.533583	12.09	11.60	12.38	9.62	2.3736	2.7245	2.2735	2.8868
Canadian dollar	1.296229	13.74	12.06	12.89	10.77	1.2192	1.4136	1.1847	1.5307
Chilean peso	0.002780	13.50	14.83	13.77	11.03	0.0026	0.0030	0.0024	0.0032
Chinese yuan renminbi	0.185675	11.39	12.05	13.68	10.76	0.1756	0.2023	0.1717	0.2196
Czech koruna	0.080536	10.81	13.18	13.57	10.78	0.0760	0.0877	0.0741	0.0951
Danish krone	0.270380	10.30	11.48	11.96	9.73	0.2563	0.2916	0.2500	0.3125
Euro	2.012438	10.32	11.86	12.22	9.92	1.9041	2.1717	1.8528	2.3267
Hong Kong dollar	0.166433	11.96	11.82	13.79	10.85	0.1563	0.1804	0.1509	0.1935
Hungarian forint	0.008144	8.75	8.72	10.12	9.84	0.0080	0.0089	0.0081	0.0098
Indian rupee	0.030465	11.96	12.06	12.61	10.43	0.0279	0.0321	0.0256	0.0326
Indonesian rupiah	0.000139	11.43	11.51	12.70	11.28	0.0001	0.0001	0.0001	0.0002
Israeli shekel	0.385377	11.34	16.14	14.38	11.25	0.3691	0.4332	0.3749	0.4946
Japanese yen	0.012436	16.87	19.56	19.79	14.10	0.0112	0.0139	0.0105	0.0153
Malaysian ringgit	0.400797	8.96	10.57	11.88	10.01	0.3777	0.4259	0.3619	0.4455
Mexican peso	0.124480	11.09	11.09	11.88	10.73	0.1184	0.1349	0.1163	0.1457
Norwegian krone	0.256292	10.66	11.85	11.85	10.79	0.2436	0.2777	0.2391	0.3001
Polish zloty	0.594620	10.44	10.75	11.09	9.99	0.5690	0.6437	0.5634	0.6976
Saudi riyal	0.345779	12.05	12.00	13.99	10.93	0.3236	0.3743	0.3109	0.3999
Singapore dollar	0.946661	8.85	10.65	11.97	9.58	0.8995	1.0145	0.8765	1.0795
South African rand	0.173302	12.46	15.16	13.30	13.15	0.1630	0.1906	0.1593	0.2089
South Korean won	0.001248	10.89	12.77	12.62	10.36	0.0011	0.0013	0.0010	0.0013
Swedish krona	0.216258	10.16	10.91	11.29	9.92	0.2054	0.2325	0.2005	0.2484
Swiss franc	1.235383	14.52	16.63	15.16	11.38	1.1328	1.3521	1.0655	1.4478
Taiwan new dollar	0.042362	10.56	11.50	13.30	10.54	0.0400	0.0457	0.0387	0.0489
Thai baht	0.040185	10.49	13.72	17.63	13.66	0.0371	0.0435	0.0349	0.0461
Turkish new lira	1.053321	9.38	14.40	11.86	12.39	1.0020	1.1483	0.9887	1.2518
US dollar	1.296670	12.05	12.00	13.82	10.85	1.2140	1.4030	1.1664	1.4986

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