USD - US dollar Predictions and volatility data

US dollar, Monday, February 8 2010, 16:15 EST (2010-02-08 21:15 UTC)

		Volatility, %				95% prediction interval
Currency	= USD	1 Month	3 Months	1 Year	3 Years	1 Mo low	1 Mo high	3 Mo low	3 Mo high
Australian dollar	0.868342	10.17	11.09	14.68	17.51	0.8007	0.9186	0.7427	0.9423
Brazilian real	0.534462	10.50	10.49	13.05	18.67	0.4913	0.5596	0.4510	0.5650
British pound	1.562480	8.18	8.90	12.62	11.75	1.4588	1.6342	1.3666	1.6636
Canadian dollar	0.934248	8.25	9.29	11.58	12.40	0.8776	0.9809	0.8310	1.0076
Chilean peso	0.001844	12.08	10.30	10.44	10.35	0.0017	0.0019	0.0016	0.0019
Chinese yuan renminbi	0.146508	0.91	1.01	1.36	1.79	0.1456	0.1474	0.1448	0.1480
Czech koruna	0.052320	12.26	11.43	14.86	14.37	0.0478	0.0554	0.0437	0.0564
Danish krone	0.183963	9.30	8.93	10.56	10.63	0.1709	0.1908	0.1583	0.1915
Euro	1.369021	9.04	8.16	9.90	10.43	1.2763	1.4156	1.1847	1.4175
Hong Kong dollar	0.128799	1.05	1.05	1.29	1.49	0.1279	0.1295	0.1271	0.1300
Hungarian forint	0.005002	14.34	14.62	19.78	18.11	0.0045	0.0054	0.0040	0.0055
Indian rupee	0.021359	7.25	6.36	8.36	8.15	0.0203	0.0221	0.0194	0.0225
Indonesian rupiah	0.000106	8.04	6.56	8.57	9.75	0.0001	0.0001	0.0001	0.0001
Israeli shekel	0.267797	5.32	6.42	9.49	10.80	0.2573	0.2790	0.2500	0.2877
Japanese yen	0.011204	8.00	9.74	10.87	10.90	0.0108	0.0121	0.0108	0.0130
Malaysian ringgit	0.290642	7.04	5.51	6.39	5.80	0.2785	0.2994	0.2677	0.3035
Mexican peso	0.075983	9.06	10.46	12.92	13.33	0.0710	0.0803	0.0670	0.0830
New Zealand dollar	0.686908	12.86	13.20	15.85	16.51	0.6248	0.7334	0.5722	0.7552
Norwegian krone	0.167631	11.48	11.63	15.49	14.56	0.1535	0.1779	0.1413	0.1824
Polish zloty	0.333934	17.38	14.68	20.09	17.52	0.2980	0.3637	0.2693	0.3804
Saudi riyal	0.266667	0.00	0.00	0.00	0.81	0.2667	0.2667	0.2667	0.2667
Singapore dollar	0.703413	4.11	3.54	5.13	5.39	0.6820	0.7161	0.6613	0.7197
South African rand	0.129097	13.11	15.02	17.65	19.06	0.1160	0.1381	0.1046	0.1416
South Korean won	0.000854	9.53	8.71	12.93	16.62	0.0008	0.0009	0.0008	0.0009
Swedish krona	0.134867	12.34	12.15	16.71	14.47	0.1227	0.1436	0.1123	0.1475
Swiss franc	0.934317	9.30	9.19	10.78	11.05	0.8718	0.9750	0.8148	0.9891
Taiwan new dollar	0.031125	2.35	3.97	5.59	4.69	0.0304	0.0318	0.0298	0.0323
Thai baht	0.030139	2.80	2.29	3.26	9.38	0.0297	0.0307	0.0294	0.0311
Turkish lira	0.656638	8.53	10.13	12.33	16.44	0.6117	0.6886	0.5722	0.7024

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Page updated: 2010-02-08 18:10 EST (2010-02-08 23:10 UTC)