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24.3 For the period 19992004, using daily data, compute the following: a. An EWMA estimate, with b=0.95, of IBM's volatility using all data. b. An

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24.3 For the period 19992004, using daily data, compute the following: a. An EWMA estimate, with b=0.95, of IBM's volatility using all data. b. An EWMA estimate, with b=0.95, of IBM's volatility, at each date using only the previous 60 days of data. Plot both estimates. How different are they

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