Question
Yesterdays variance of Tesla stock was 0.08. During the day, the assets price fell from $93 to $85. Using the exponentially weighted moving average (EWMA)
Yesterdays variance of Tesla stock was 0.08. During the day, the assets price fell from $93 to $85. Using the exponentially weighted moving average (EWMA) model with a parameter = 0.95, calculate the new volatility estimate.
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The Routledge Handbook Of Integrated Reporting
Authors: Charl De Villiers, Warren Maroun, Pei-Chi Hsiao
1st Edition
0367233851, 978-0367233853
