On train.
I just at a glance about predicting volatility on fx market. Don't quiet understand, but they compare implied vols using black scholes model with future vols for the remaining life of the options using isd. One of the conclussions is that its almost similar. What this means to me? Vols can be predicted. It simply that.
But can that be applied for rupiah? Rupiah's vols mainly caused By sentiments and fundamentals. And according to some research, offshore players play some important roles on determining rupiah level.
blog again later.
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