EWMA Volatility
Calculate EWMA Volatility instantly with the exact formula and a worked example. Free online calculator — no signup.
EWMA Volatility
λ (decay)
Last r
σ²_(t−1)
σ²_t
0.0001
σ²_t
0,0001
σ_t
0,01
More about: EWMA Volatility
What it calculates
The “EWMA Volatility” calculator computes σ²_t from 3 parameters: λ (decay), last r, σ²_(t−1).
Used by investors to estimate returns, project savings, and analyze a portfolio.
Example calculation
With parameters λ (decay) = 0.94, Last r = 0.01, σ²_(t−1) = 0.0001 the result is 0.0001 (σ²_t = λ·σ²_{t−1} + (1−λ)·r²).
How to use
- Enter the parameter values — every field above is adjustable with a slider.
- The result and related metrics are calculated automatically as you type.
- Use the additional metrics shown (if any) where needed.
- Copy the result or bookmark the page.