Capital Market Journal

Capital Markets are the cornerstone foundation of economies

MAJOR POUND STERLING EXCHANGE RATES VOLATILITY STUDY

GBP/CHF, GBP/JPY AND GBP/USD GRAPHS OF HISTORICAL VOLATILITY CALCULATED WITH 30 DAYS STDV OF LOG RETURNS, THEN 3-MONTH, 6-MONTH AND 12-MONTH AVERAGE VOLATILITY. THE GRAPHS OF GBP/CHF, GBP/JPY AND GBP/USD SEE THE 3-MONTH AVERAGE VOLATILITY LINE DRIFTING UPWARD TO CROSS…