% share of depreciated currencies | |||||
---|---|---|---|---|---|
Currency | 1 Day | 3 Months | 1 Year | 3 Years | Mean volatility |
Australian dollar | 58.6 | 79.3 | 48.3 | 86.2 | 11.80 |
Brazilian real | 93.1 | 100.0 | 100.0 | 10.3 | 15.97 |
British pound | 10.3 | 13.8 | 31.0 | 58.6 | 9.23 |
Canadian dollar | 72.4 | 82.8 | 62.1 | 93.1 | 9.08 |
Chilean peso | 100.0 | 51.7 | 13.8 | 6.9 | 16.15 |
Chinese yuan renminbi | 31.0 | 44.8 | 72.4 | 89.7 | 8.40 |
Czech koruna | 79.3 | 20.7 | 41.4 | 62.1 | 11.95 |
Danish krone | 17.2 | 24.1 | 24.1 | 41.4 | 9.08 |
Euro | 41.4 | 27.6 | 27.6 | 37.9 | 8.65 |
Hong Kong dollar | 55.2 | 86.2 | 86.2 | 79.3 | 8.68 |
Hungarian forint | 96.6 | 3.4 | 3.4 | 3.4 | 15.10 |
Indian rupee | 34.5 | 69.0 | 69.0 | 27.6 | 8.53 |
Indonesian rupiah | 6.9 | 75.9 | 79.3 | 65.5 | 8.90 |
Israeli shekel | 82.8 | 62.1 | 82.8 | 100.0 | 10.82 |
Japanese yen | 86.2 | 6.9 | 20.7 | 13.8 | 11.08 |
Malaysian ringgit | 27.6 | 65.5 | 58.6 | 44.8 | 8.41 |
Mexican peso | 75.9 | 96.6 | 89.7 | 48.3 | 10.87 |
New Zealand dollar | 69.0 | 58.6 | 34.5 | 55.2 | 10.27 |
Norwegian krone | 3.4 | 17.2 | 17.2 | 20.7 | 13.09 |
Polish zloty | 62.1 | 10.3 | 10.3 | 17.2 | 12.43 |
Saudi riyal | 44.8 | 93.1 | 93.1 | 72.4 | 8.74 |
Singapore dollar | 37.9 | 72.4 | 75.9 | 69.0 | 7.73 |
South African rand | 89.7 | 48.3 | 37.9 | 24.1 | 13.74 |
South Korean won | 65.5 | 55.2 | 44.8 | 34.5 | 8.42 |
Swedish krona | 13.8 | 37.9 | 6.9 | 51.7 | 10.76 |
Swiss franc | 51.7 | 31.0 | 51.7 | 82.8 | 8.80 |
Taiwan new dollar | 20.7 | 41.4 | 65.5 | 96.6 | 8.30 |
Thai baht | 24.1 | 34.5 | 55.2 | 31.0 | 8.84 |
Turkish lira | 0.0 | 0.0 | 0.0 | 0.0 | 23.76 |
US dollar | 48.3 | 89.7 | 96.6 | 75.9 | 8.73 |
Page updated: 2022-05-18 19:10 EST DST (2022-05-18 23:10 UTC)