ICE United States Dollar Index 4PM London Close

US Dollar to Australian Dollar

US Dollar to Brazilian Real

US Dollar to British Pound

US Dollar to Canadian Dollar

US Dollar to Chilean Peso

US Dollar to Chinese Renminbi

US Dollar to Colombian Peso

US Dollar to Croatian Kuna

US Dollar to Czech Koruna

US Dollar to Danish Krone

US Dollar to Euro

US Dollar to Hong Kong Dollar

US Dollar to Hungarian Forint

US Dollar to Indian Rupee

US Dollar to Indonesian Rupiah

US Dollar to Israeli Shekel

US Dollar to Japanese Yen

US Dollar to Malaysian Ringgit

US Dollar to Mauritian Rupee

US Dollar to Mexican Peso

US Dollar to Moroccan Dirham

US Dollar to New Zealand Dollar

US Dollar to Norwegian Krone

US Dollar to Pakistani Rupee

US Dollar to Peruvian New Sol

US Dollar to Philippine Peso

US Dollar to Polish Zloty

US Dollar to Russian Ruble

US Dollar to Singapore Dollar

US Dollar to South African Rand

US Dollar to South Korean Won

US Dollar to Swedish Krona

US Dollar to Swiss Franc

US Dollar to Taiwanese Dollar

US Dollar to Thai Baht

US Dollar to Turkish New Lira

How volatility evolves over time

How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's volatility

How returns affect tomorrow's illiquidity

Spline Coefficients

Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Exchange Rates GARCH-DCC-NL Correlation Analysis