I'm not quite sure what the form for the rolling recursive variance should look like. I have that the recursive average is $m_t = \alpha x_t +(1-a)m_{t-1}$. Then would the rolling recursive variance be $V_t = \alpha (x_t-m_t)^2 +(1-\alpha)V_{t-1}^2$ or $V_t = \alpha (x_t-m_t)^2 +(1-\alpha)V_{t-1}$?
2026-03-29 01:33:59.1774748039
Variance of exponential moving average
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