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hull.19.03 by btzoho  154 views
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Hull 19.3
LogSimple
ReturnReturn
beta (b) or lambda 0.940 0.940
1-lambda 0.060 0.060
sum of weights 1.0000 1.0000
Updated Volatility Estimate
Assumptions
Last Volatility1.50%1.50%
Last Variance00
Yesterday's price30.0030.00
Today's price30.5030.50
Last Return1.65%1.67%
EWMA
Updated Variance 0.0002279 0.0002282
Updated Volatility1.5096%1.5105%
Hull
 
     
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