Question: Using real, daily data, for several stocks, plot a time series of volatility using several models. (a) Divide the data into yearly intervals and estimate

Using real, daily data, for several stocks, plot a time series of volatility using several models.

(a) Divide the data into yearly intervals and estimate volatility during each  year.

(b) Use a fixed-length, moving window.

(c) Use an exponentially weighted estimate.

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