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♻️FX Implied Volatility / Spot

Writer: Rosbel DuránRosbel Durán
Oct 5, 2021

  • 1-year daily returns of J.P. Morgan G10 FX vol index, basket of AUD, NZD, CAD vs. JPY. Percent changes

  • R^2=0.23



 
 

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Investing and trading involve risk. This includes the possible loss of principal and fluctuations in value. There is no assurance that objectives will be met. Do not risk capital that you cannot afford to lose.  

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