Consider the monthly simple returns, including dividends, of IBM stock, Hewlett-Packard (HPQ) stock, and the S&P composite index from January 1962 to December 2008 for 564 observations. The returns are in the file m-ibmhpqsp6208.txt. Transform into log returns in percentages. Use the exponentially weighted moving-average method to obtain a multivariate volatility series for the three return series. What is the estimated \(\lambda\) ? Plot the three volatility series.