Finicade
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📜 SIDE QUEST · DEEP DIVE · ◆◆◆◆ · ~11 min

Inside RiskMetrics: λ = 0.94

Deep dive: one decay factor to rule them all.

"Unroll the recursion, weigh the past, and see why JP Morgan picked 0.94."

geometric weightshalf-lifedecay factorforecast error
🚀 You're jumping ahead. This builds on Volatility That Moves: EWMA & GARCH — but play it now and you'll still earn full XP. If it feels steep, those make a gentler on-ramp.

A short lesson, then a quiz. ❤️×3 — a wrong answer costs a heart; finish with at least one left and the level is yours. Lose all three and you'll have to try again. Replay any time — XP and cleared levels are never lost.