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initial covariance is 0.8 x 0.013 x 0.015 = 0.000156 Using EWMA the covariance is updated to 0.94 x 0.000156 + 0.06 x o = 0.00014664 The proportional change in the price of gold is —2/300 = —0.00667. Using the EWMA model the variance is updated to 0.94 x 0.0132 + 0.06 x 0.006672 = 0.00016153 XLSTAT-QUALITY. XLSTAT is a data analysis system and statistical software for Microsoft Excel. XLSTAT extends Excel to an efficient and easily accessible statistics tool that covers most of the functions needed for the analysis and modeling of data.

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