% share of depreciated currencies | |||||
---|---|---|---|---|---|
Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
Australian dollar | 10.3 | 31.0 | 10.3 | 31.0 | 9.82 |
Brazilian real | 17.2 | 44.8 | 6.9 | 13.8 | 13.02 |
British pound | 31.0 | 72.4 | 79.3 | 93.1 | 8.16 |
Canadian dollar | 17.2 | 37.9 | 27.6 | 27.6 | 8.01 |
Chilean peso | 55.2 | 31.0 | 27.6 | 24.1 | 14.58 |
Chinese yuan renminbi | 51.7 | 20.7 | 48.3 | 41.4 | 8.62 |
Czech koruna | 37.9 | 89.7 | 55.2 | 79.3 | 8.98 |
Danish krone | 24.1 | 82.8 | 62.1 | 82.8 | 8.57 |
Euro | 41.4 | 86.2 | 65.5 | 89.7 | 8.31 |
Hong Kong dollar | 58.6 | 6.9 | 44.8 | 58.6 | 8.21 |
Hungarian forint | 48.3 | 75.9 | 34.5 | 65.5 | 10.87 |
Indian rupee | 31.0 | 31.0 | 24.1 | 17.2 | 8.61 |
Indonesian rupiah | 82.8 | 3.4 | 17.2 | 6.9 | 9.25 |
Israeli shekel | 75.9 | 17.2 | 75.9 | 44.8 | 12.37 |
Japanese yen | 93.1 | 62.1 | 86.2 | 3.4 | 11.36 |
Malaysian ringgit | 79.3 | 58.6 | 96.6 | 62.1 | 9.40 |
Mexican peso | 51.7 | 69.0 | 3.4 | 72.4 | 12.16 |
New Zealand dollar | 3.4 | 48.3 | 17.2 | 34.5 | 9.55 |
Norwegian krone | 6.9 | 79.3 | 58.6 | 37.9 | 10.76 |
Polish zloty | 27.6 | 65.5 | 69.0 | 96.6 | 9.74 |
Saudi riyal | 55.2 | 10.3 | 37.9 | 51.7 | 8.31 |
Singapore dollar | 69.0 | 55.2 | 72.4 | 86.2 | 7.34 |
South African rand | 96.6 | 37.9 | 51.7 | 10.3 | 11.40 |
South Korean won | 89.7 | 51.7 | 20.7 | 20.7 | 9.88 |
Swedish krona | 13.8 | 100.0 | 100.0 | 69.0 | 10.83 |
Swiss franc | 65.5 | 93.1 | 89.7 | 100.0 | 9.75 |
Taiwan new dollar | 93.1 | 96.6 | 82.8 | 48.3 | 14.76 |
Thai baht | 37.9 | 27.6 | 93.1 | 75.9 | 9.36 |
Turkish lira | 72.4 | 0.0 | 0.0 | 0.0 | 10.28 |
US dollar | 62.1 | 13.8 | 41.4 | 55.2 | 8.29 |
Page updated: 2025-05-15 19:11 EST DST (2025-05-15 23:11 UTC)