Showing your working, what is the estimate of(t+1)^

Fund manager, Q-Group, wants to be able to make return volatility predictions. They use the Exponentially Weighted Moving Average (EVVMA) technique to model the daily volatility of the rate of return on a security as: where rt is the centred daily rate of return on the security (the daily rate of return after subtracting the average daily rate of return over the sample). =0.5, rt = 5%, and | =20.