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6:25-34; Lk. Note, in the standard formula we take all returns with the same weight 1(N-1) The chart below shows 30 day historical volatility calculated by the EWMA method and the ordinary historical volatility calculated as a standard deviation of stock returns. Even though they might seem and sound a little bit too good to be true and unbelievable, they cannot be exercised to directly acquiremon stock.
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