The current estimate of daily volatility is 1 percent. The latest return is 2 percent. Using the

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The current estimate of daily volatility is 1 percent. The latest return is 2 percent. Using the EWMA model with A = 0.94, compute the updated estimate of volatility.

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Question Posted: May 03, 2016 02:17 AM

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The current estimate of daily volatility is 1 percent. The latest return is 2 percent. Using the

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The updated volatility can be compute...View the full answer

Value at Risk The New Benchmark for Managing Financial Risk

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