FX volatility: still far from 'high' by any measure
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Foreign exchange volatilities staged a healthy rebound from pre-Thanksgiving historical lows.
Though the break of key levels in spot appeared to have led the bounce, it is important to note that implied-historical spreads have widened again. Implied vols, which had declined in line with historical volatility, appeared at one point to have lost their predictive component.
Instead, increasingly range-bound spot rates mired historicals in a downtrend, which implieds, in the absence of evidence to
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