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Hi, I think I already got to find the optimal lambda, but there is one question that remains. If I change the number of days from 734 to 1509, the optimal lambda changes from 82,47% to 99,86%. Am I doing something wrong?? I send my excel file with both situations. Thanks, Nuno

Hi Sam, I'm doing a Master in Economics, and have a little paper to do about EWMA. Right now I'm "freezed" because, even after reading Chapter 5 of RiskMetrics to find de optimal lambda, I don't know how to compute it in Excel. I don't know if it is too much to ask if you can share your Excel...