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A company uses an EWMA model for forecasting volatility. It decides to change the parameter from

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A company uses an EWMA model for forecasting volatility. It decides to change the parameter from… 1 answer below » 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. Feb 03 2016 08:31 PM


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