Question: The lambda of an exponentially weighted moving average (EWMA) model is estimated to be 0.9. Daily volatility is estimated to be 1.5%, and today's stock

The lambda of an exponentially weighted moving average (EWMA) model is estimated to be 0.9. Daily volatility is estimated to be 1.5%, and today's stock market return is 0.8%. What is the new estimate of the standard deviation?

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