The article analyzes different models used to forecast exchange rates for the UK, Japan, and the Euro Zone in relation to the US, focusing on the period before and after the 2008 financial crisis. The study compares six economic-based models and three statistical models, finding that interest rate models perform better in predicting exchange rates during the crisis, while models based on price differentials show more promise in the long term, with varying results across countries. These findings help identify which models are more effective in predicting foreign exchange rate volatility.