MA/EWMA volatility in STATA

[Leon Harberger]

May someone help me how to perform Moving Average/Exponentially Weighted Moving Average Volatility Forecast on some portfolio in Stata?

There are no straightforward instructions nor function. I searched all over the internet but I could not find anything. Thanks

[Carlo Lazzaro]

Leon:
googling with the string -MA/EWMA volatility in STATA- (by the way, the correct spelling is Stata) gives back some entries of possible interest for your research purposes:
Among them, I would point you to: http://www.stata.com/statalist/archi.../msg00917.html.