Although the most commonly used link and probability distributions are available as built-in functions, the GENMOD procedure enables you to define your own link functions and response probability ...

The exponentially weighted moving average (EWMA) estimator is widely used to forecast the conditional volatility of short-horizon ... We illustrate the new estimator by forecasting the value-at-risk ...

The variable name variable identifies the variance function to the procedure. The expression is used to define the functional dependence on the mean, and it can be any arithmetic expression supported ...

Is there an easier way to do this? Yes, there is! Excel has a variance function, "VAR," which calculates the variance of a set of numbers directly, eliminating the need for all those intermediary ...

A stock's historical variance measures the difference between ... We calculate the average using Excel's "Average" function. The result, 1.32%, is in cell C65. (The exact Excel formula we use ...