Finance Train LogoFinance Train
Learning LibraryTemplatesBlog
Data Science Bundle
Finance TrainFinance Train
Learning LibraryTemplatesBlog
Data Science Bundle
Lesson 5 of 8

Volatility: Exponentially Weighted Moving Average (EWMA)

The EWMA approach to volatility is an improvement over simple volatility because it assigns greater weight to more recent observations (in fact, the weights are proportional).

This video explains the EWMA approach.

This video is developed by David from Bionic Turtle.

Previous Lesson

Volatility: Moving Average Approaches

Next Lesson

Using GARCH (1,1) Approach to Estimate Volatility

Back to ebook

Volatility

8 lessons

Lessons

1
How to Calculate Historical Volatility
2
Approaches to Estimating Volatility
3
Using Excel's Goal Seek Function to Estimate Implied Volatility
4
Volatility: Moving Average Approaches
5
Volatility: Exponentially Weighted Moving Average (EWMA)
6
Using GARCH (1,1) Approach to Estimate Volatility
7
How to Forecast Volatility Using GARCH (1,1)
8
Calculate Historical Volatility Using EWMA
Finance Train

Learn data science and AI skills for finance through practical courses and tutorials.

Learn

  • Learning Library
  • Course Directory
  • Blog

Resources

  • Templates & Downloads
  • Tools
  • Tables
  • Calculators

Company

  • About
  • Contact
  • Privacy
  • Terms

© 2026 Finance Train. All rights reserved.