Volatility
Volatility Studies of Foreign Exchange Rates

theFinancials.com Market Library contains volatility analyses of Foreign Exchange Rates (FOREX).   There are hundreds of daily-updated Classic, VaR, and GARCH foreign exchange volatility charts and Euro currency interest rate charts.

theFinancials.com volatility studies are driven by a 10-year database containing spot, volatility of spot, and future rates on more than 100 exchange rates and all major short-term and forward Euro currency interest rates.  The database is processed everyday by an econometric software package that calculates and stores volatility information.  Classic/Standard Deviation Volatility is calculated for 20, 50 and 200-day periods, Exponentially Weighted Moving Average (EWMA) volatility is calculated using a .94 decay factor and Generalised Autoregressive Conditional Heteroskedasticity (GARCH) volaility, a state-of-the-art volatility measure, is also calculated daily.

The Market Reports are an ever-expanding group of reports that analyze volatility and the foreign exchange and interest rate markets.  Examples include: Top 10 FX Volatilities, Major Foreign Exchange Cross Rates, Today's Top 10 FX Rate Moves and Today's Top 10 Euro Currency Moves.  These reports are presented in a powerful format that enables users to view thumbnail and full-size charts as well as download 1-year data series directly in Microsoft Excel and text formats.

Market Watch is a service allows users to place "watches" on foreign exchange rates and Euro currency interest rates. When a rate falls below or exceeds the limits set by the user they receive alerts in the form of an email that details the rate that triggered the alert and links to corresponding charts in the Chart Library.  The site is updated every day and you will be notified within hours after the London market closes if your limits have been met.

The Market Reports, Market Watch and Chart Library resources are driven by user demand. If there is something you need that is not addressed by theFinancials.com Currency Library feel free to contact us at fx at theFinancials.com.

At the theFinancials.com Currency Library, you'll discover an easy to use, information packed web site. Click here to learn more about volatility.