0 0 By aquant Blog November 23, 2020 Volatilities of major assets for week 16-20 of November Volatilities in FX exhibit mean reversion characteristics more than other assets. They can be used as inputs in some models , especially when they are at their historical highs or lows. aquant / About Author More posts by aquant Leave a comment Cancel reply Save my name, email, and website in this browser for the next time I comment. Send Comment