THB - Thai baht Predictions and volatility data

Thai baht, Monday, May 12 2008, 16:15 EST DST (2008-05-12 20:15 UTC)

		Volatility, %				95% prediction interval
Currency	= THB	1 Month	3 Months	1 Year	3 Years	1 Mo low	1 Mo high	3 Mo low	3 Mo high
Australian dollar	30.368048	8.79	14.37	17.03	12.53	28.6743	33.4354	28.1799	36.7698
Brazilian real	19.163334	12.66	14.48	17.74	14.45	17.8803	21.2268	17.3548	23.3600
British pound	62.910346	8.58	13.43	14.80	11.29	58.6852	67.5508	55.8315	71.2377
Canadian dollar	31.942195	10.59	13.01	16.42	12.10	29.9571	34.9095	29.0332	37.8424
Chilean peso	0.068461	11.72	16.56	15.77	11.63	0.0623	0.0737	0.0573	0.0767
Chinese yuan renminbi	4.596430	3.89	12.02	13.79	10.11	4.3897	4.9175	4.3025	5.2376
Czech koruna	1.991014	11.99	15.45	15.86	12.28	1.8604	2.1953	1.8040	2.4030
Danish krone	6.674046	8.82	14.01	15.12	11.52	6.2544	7.2308	6.0217	7.7418
Euro	49.679302	7.75	13.91	15.32	11.68	46.6024	53.6810	44.8547	57.3030
Hong Kong dollar	4.120275	3.71	11.79	13.86	10.13	3.9101	4.3744	3.7810	4.5921
Hungarian forint	0.198798	11.27	13.66	15.95	13.01	0.1871	0.2187	0.1830	0.2398
Indian rupee	0.765846	7.21	11.57	13.93	10.42	0.7073	0.8015	0.6530	0.8110
Indonesian rupiah	0.003477	4.65	11.55	14.82	11.48	0.0033	0.0037	0.0032	0.0039
Israeli shekel	9.312980	10.55	16.01	16.18	11.58	8.8819	10.4581	8.9602	11.8907
Japanese yen	0.309620	11.64	19.18	17.93	12.72	0.2828	0.3407	0.2654	0.3665
Malaysian ringgit	9.997789	6.19	12.48	14.29	10.32	9.3832	10.6431	8.9524	11.1356
Mexican peso	3.057570	5.95	12.02	14.83	11.34	2.8962	3.2830	2.8135	3.4959
New Zealand dollar	24.709346	9.84	13.79	17.74	13.65	22.6314	26.5092	20.9872	27.6008
Norwegian krone	6.353256	12.18	15.55	16.48	13.17	5.9336	7.0261	5.7609	7.7200
Polish zloty	14.677892	11.42	13.98	15.44	12.68	13.9103	16.2603	13.7931	18.0751
Saudi riyal	8.561360	3.61	11.90	14.08	10.24	8.1210	9.0938	7.8504	9.5500
Singapore dollar	23.470528	5.22	11.85	13.86	9.94	22.2974	25.0960	21.6906	26.6203
South African rand	4.203515	14.22	18.12	18.69	15.88	3.8397	4.6668	3.6256	5.0830
South Korean won	0.030756	7.94	14.31	14.69	10.75	0.0279	0.0322	0.0252	0.0321
Swedish krona	5.356841	9.07	14.00	15.66	12.38	5.0414	5.8457	4.9044	6.3379
Swiss franc	30.694386	12.51	17.67	16.30	12.28	28.0815	33.5409	26.3062	35.7842
Taiwan new dollar	1.042211	5.76	11.66	13.86	10.22	0.9852	1.1103	0.9497	1.1683
Turkish new lira	25.551010	12.13	18.18	19.29	15.08	23.4337	28.3251	22.2281	30.8677
US dollar	32.105100	3.61	11.90	13.95	10.19	30.4332	34.0612	29.3701	35.6964

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Page updated: 2008-05-12 19:10 EST DST (2008-05-12 23:10 UTC)