Interpretation conditional volatility plot
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Hi,
I have plotten the log differences of exchange rates and in the same plot, I show the conditional volatility 
. The conditional volatility follows approximately the same path, but is much smaller. Is this correct? Because most figures that I have seen, is that the peaks are approximately the same size.
. The conditional volatility follows approximately the same path, but is much smaller. Is this correct? Because most figures that I have seen, is that the peaks are approximately the same size. Thanks in advance!
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on 9 Jun 2019
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on 20 Aug 2021
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