EWMA St.Dev.
This code calculates the Exponentially Weighted Moving Average Standard Deviation
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Exponentially weighted moving average (EWMA) standard deviation applies different weights to different returns. More recent returns have greater weight on the variance. The exponentially weighted moving average (EWMA) introduces lambda, called the smoothing parameter. Lambda must be less than one.
Cite As
Lorenzo Brancali (2026). EWMA St.Dev. (https://se.mathworks.com/matlabcentral/fileexchange/35539-ewma-st-dev), MATLAB Central File Exchange. Retrieved .
General Information
- Version 1.0.0.0 (1.24 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
| Version | Published | Release Notes | Action |
|---|---|---|---|
| 1.0.0.0 |
