Question: Explain the exponentially weighted moving average (EWMA) model for estimating volatility from historical data. Explain how to apply the GARCH methodology to derive and forecast

Explain the exponentially weighted moving average (EWMA) model for estimating volatility from historical data. Explain how to apply the GARCH methodology to derive and forecast an asset's volatility. Demonstrate how to apply the two methods to estimate volatility of a chosen stock and critically discuss your results.?

Explain what the parameters are describe how each parameter influences the result

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