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Q-80. What is the correct formula for the Exponentially Weighted Moving Average (EWMA) approach to variance estimation?
A
σₙ² = λrₙ₋₁² + (1 - λ)σₙ₋₁²
B
σₙ² = (1 - λ)rₙ₋₁² + λσₙ₋₁²
C
σₙ² = λrₙ² + (1 - λ)σₙ₋₁²
D
σₙ² = (1 - λ)rₙ² + λσₙ₋₁²
