Interpretation conditional volatility plot

Hi,
I have plotten the log differences of exchange rates and in the same plot, I show the conditional volatility . The conditional volatility follows approximately the same path, but is much smaller. Is this correct? Because most figures that I have seen, is that the peaks are approximately the same size.
Thanks in advance!

답변 (0개)

이 질문은 마감되었습니다.

질문:

2019년 6월 9일

마감:

2021년 8월 20일

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