Question: Explain the differences between GARCH(1,1) and EWMA for modelling volatility. Give examples when it would be more appropriate to use GARCH(1,1) and when to use

  1. Explain the differences between GARCH(1,1) and EWMA for modelling volatility. Give examples when it would be more appropriate to use GARCH(1,1) and when to use EWMA.

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