In month since the change of guard at RBI, rupee's volatility picks up

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In month since the change of guard at RBI, rupee's volatility picks up - Business Standard

Quick Summary:

The dollar-rupee pair's 1-month daily realized volatility touched a near-six-month high late in December while implied volatility, a gauge of future expectations, rose to 3.

The rupee was slightly weaker at 85.88 against the U.S.dollar on Friday, after slipping to an all-time low of 85.9325 in the previous session.

The 1-month realized volatility had sunk to an over-20-year low in the middle of 2024.