Question: How can we improve volatility forecasts in practice relative to simply computing volatility as standard deviation of historical returns? Pick all answers that apply. a

How can we improve volatility forecasts in practice relative to simply computing volatility as standard deviation of historical returns? Pick all answers that apply.
a) Compute variance instead of volatility
b) Use more high-frequency data
c) Discard most recent observations
d) Put more weight on recent observations

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