Financial Risk Manager Part 1
Get started today
Ultimate access to all questions.
Q-84. The current estimate of daily volatility is 1.5%. The closing price of an asset yesterday was $30.00. The closing price of the asset today is $30.50. Using the EWMA (Exponentially Weighted Moving Average) model (with λ = 0.94), the updated estimate of volatility is:
Q-84. The current estimate of daily volatility is 1.5%. The closing price of an asset yesterday was $30.00. The closing price of the asset today is $30.50. Using the EWMA (Exponentially Weighted Moving Average) model (with λ = 0.94), the updated estimate of volatility is:
Exam-Like
Last updated: December 31, 2025 at 14:03A
1.5105%
B
1.5085%
C
Comments
Loading comments...