0 0 By aquant Blog December 21, 2020 Volatilities of major assets for week 14/12-18/12 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