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The exponentially smoothed volatility estimate EWMA 0; = 107-1+ (1 - 1)r-1 is calculated with smoothing parameters lambda=.94. Will lambda=.96 have a smoother volatility than

The exponentially smoothed volatility estimate EWMA 0; = 107-1+ (1 - 1)r-1 is calculated with smoothing parameters lambda=.94. Will lambda=.96 have a smoother volatility than the value of.94? True False

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