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Ewma model for forecasting volatility

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A company uses an EWMA model for forecasting volatility. It decides to change the parameter from 0.95 to 0.85. Explain the likely impact on the forecasts.

Reference no: EM13961090

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Ewma model for forecasting volatility : A company uses an EWMA model for forecasting volatility. It decides to change the parameter from 0.95 to 0.85. Explain the likely impact on the forecasts.
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