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hull.19.07 by btzoho  121 views
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Hull 19.07
beta (b) or lambda 0.900
1-lambda 0.100
sum of weights 1.000
Updated Volatility Estimate
Assumptions
Last Volatility0.60%
Last Variance0
Yesterday's price1.5000
Today's price1.4950
Last Return-0.3%
EWMA
Updated Variance 0.000034
Updated Volatility0.5789%
Hull_19_07
 
     
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