Question: could you please answer this question? The exponentially smoothed volatility estimate EWMA of = 107_, + (1 - A),-, is calculated with smoothing parameters lambda=.94.

could you please answer this question?

The exponentially smoothed volatility estimate EWMA of = 107_, + (1 - A),-, is calculated with smoothing parameters lambda=.94. A. Is the process stable? What is the long run volatility forecast? B. Will volatility predictions be higher after negative returns than after similar positive returns

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