Dashboard consolidating EWMA (Exponentialy Weighted Moving Average) volatilities across the main assets.
This dashboard monitors EWMA (Exponentially Weighted Moving Average) volatility for major global macro assets using daily return data. Volatility is estimated with multiple EWMA decay factors (lambda values) to capture both fast-moving and slow-moving risk regimes. The monitor updates on trading days and standardizes results to make cross-asset volatility comparable over time. Use it to track shifts in market risk, stress events and relative volatility across equities, FX, rates and commodities. The goal is a clear, quantitative view of global risk conditions for allocation and hedging decisions.
