| |
|
|
|
|
|
| |
Hull 19.07 |
|
| |
|
|
|
|
|
| |
beta (b) or lambda |
|
0.900 |
|
| |
|
1-lambda |
|
0.100 |
|
| |
|
sum of weights |
|
1.000 |
|
| |
|
|
|
|
|
| |
Updated Volatility Estimate |
|
| |
Assumptions |
|
| |
|
Last Volatility |
0.60% |
|
| |
|
Last Variance |
0 |
|
| |
|
Yesterday's price |
1.5000 |
|
| |
|
Today's price |
1.4950 |
|
| |
|
Last Return |
-0.3% |
|
| |
EWMA |
|
| |
|
Updated Variance |
0.000034 |
|
| |
|
Updated Volatility |
0.5789% |
|
| |
|
|
|
|
|
|