所以这一题的正确答案是？解析没看懂问题如下图：
选项：
A. 
B. 
C. 
D. 
解释：
Historic returns are auste anthe Vcalculation procere is the same. Current perioreturns are auste anthe Vcalculation is more complicate Current perioreturns are auste anthe Vcalculation is the same. The volatility-weighting methoausts historic returns for current volatility. Specifically, return time t is multiplie(current volatility estimate/volatility estimate time t). However, the actuprocere for calculating Vusing a historicsimulation methois unchange it is only the inputteta thchanges. 请问如果题目改成任何非参数法，是不是求var的过程都是same?
为什么不选？
