Currency Volatility
Currency volatility measures the frequency and extent of changes in a currency's value. It is measured by calculating the dispersion of exchange rate changes around the mean, expressed in terms of daily, weekly, monthly or annual standard deviations.
The larger the number, the greater the volatility over a period of time. Currency volatility can be measured using both historical exchange rates (historical volatility) or obtained from options prices based upon option pricing model (implied volatility).
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