Graph - Standard Deviation - Compounded Return - EWMA Model - Accounting Assignment Help

Assignment Details:

Task:

A)Make one graph including the following four lines:
i) The 30-day rolling standard deviation of the ASX200 daily continuously compounded return.
ii) The daily volatility estimate of the ASX200 daily continuously compounded return using the EWMA model with lamda being 0.8.
iii) The daily volatility estimate of the ASX200 daily continuously compounded return using the EWMA model with lamda being 0.94.
iv) The Australian VIX. 

Your graph should cover the period from 2 January 2018 to 31 December 2018. Include a proper legend, chart title, and axis titles in your graph.
B) Compare and comment on your plots for a.ii) and a.iii).
C) Provide an interpretation of what the VIX number means. Be as specific as possible.

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