Interpretation conditional volatility plot

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.
Thanks in advance!

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Questa domanda è chiusa.

Richiesto:

il 9 Giu 2019

Chiuso:

il 20 Ago 2021

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