USD - US dollar Predictions and volatility data

US dollar, Friday, February 3 2012, 16:15 EST (2012-02-03 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	1.072332	9.29	11.55	12.47	13.25	1.0255	1.1647	1.0167	1.2675
Brazilian real	0.579274	8.68	12.39	12.61	11.91	0.5566	0.6331	0.5577	0.6970
British pound	1.579871	5.93	6.52	7.29	9.84	1.5244	1.6438	1.4887	1.6965
Canadian dollar	1.004537	7.07	7.66	8.80	10.16	0.9681	1.0592	0.9520	1.1124
Chilean peso	0.002082	6.98	8.04	9.01	9.20	0.0021	0.0023	0.0021	0.0025
Chinese yuan renminbi	0.158527	1.55	2.00	1.91	1.74	0.1570	0.1604	0.1561	0.1619
Czech koruna	0.052531	13.87	14.35	12.67	13.39	0.0491	0.0574	0.0472	0.0619
Danish krone	0.176702	9.30	8.61	9.86	10.19	0.1675	0.1862	0.1609	0.1933
Euro	1.316138	8.51	8.37	9.69	9.85	1.2501	1.3837	1.2028	1.4341
Hong Kong dollar	0.128901	1.29	1.25	1.37	1.35	0.1280	0.1300	0.1275	0.1309
Hungarian forint	0.004509	16.91	18.20	17.03	18.21	0.0043	0.0053	0.0045	0.0064
Indian rupee	0.020504	6.83	10.37	7.39	7.59	0.0204	0.0224	0.0214	0.0251
Indonesian rupiah	0.000111	8.45	7.37	5.73	6.52	0.0001	0.0001	0.0001	0.0001
Israeli shekel	0.269446	5.35	6.11	8.45	8.25	0.2628	0.2836	0.2623	0.2993
Japanese yen	0.013088	6.26	4.88	8.13	9.33	0.0127	0.0137	0.0125	0.0142
Malaysian ringgit	0.331851	6.24	6.47	6.70	6.75	0.3261	0.3513	0.3302	0.3755
Mexican peso	0.078381	8.22	11.27	11.71	11.38	0.0768	0.0865	0.0795	0.0978
New Zealand dollar	0.833646	9.18	11.44	12.43	13.52	0.8083	0.9171	0.8231	1.0244
Norwegian krone	0.172250	10.09	10.92	12.17	13.36	0.1623	0.1843	0.1563	0.1947
Polish zloty	0.313793	14.67	14.11	16.00	17.74	0.2992	0.3551	0.3032	0.4078
Saudi riyal	0.266667	0.00	0.00	0.00	0.00	0.2667	0.2667	0.2667	0.2667
Singapore dollar	0.802865	5.64	6.02	6.94	5.82	0.7867	0.8447	0.7902	0.8938
South African rand	0.131481	14.53	15.09	16.72	15.68	0.1222	0.1459	0.1182	0.1606
South Korean won	0.000895	5.68	7.49	8.07	10.80	0.0009	0.0009	0.0009	0.0010
Swedish krona	0.148848	9.50	10.14	12.31	13.76	0.1405	0.1588	0.1354	0.1673
Swiss franc	1.089239	9.21	9.34	14.49	11.67	1.0285	1.1670	0.9936	1.2365
Taiwan new dollar	0.033902	3.21	3.37	4.40	4.95	0.0336	0.0350	0.0338	0.0363
Thai baht	0.032363	5.50	5.38	4.62	3.81	0.0316	0.0335	0.0313	0.0347
Turkish lira	0.569071	8.78	9.81	10.75	11.15	0.5533	0.6190	0.5617	0.6821

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