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EWMA versus GARCH(1,1) volatility

[postlink] http://forex-tutorial-video.blogspot.com/2011/12/ewma-versus-garch11-volatility.html[/postlink] http://www.youtube.com/watch?v=j-h_HXDjju8endofvid [starttext]This is a side-by-side comparison of EWMA and GARCH(1,1) to show their similarities (i.e., both are conditional estimates that give greater weight to more recent returns) and isolate on the key difference (GARCH adds mean reversion). [endtext]
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