$\theta$

EEWMA

$\beta$

0.3

0.5

0.7

1

1.3

1.5

1.7

2

3

${\lambda }_1=0.1$

0.6

24.46

67.72

235.92

465.84

117.24

63.15

40.97

25.88

11.58

${\lambda }_2=0.03$

0.8

14.41

35.96

119.96

498.04

95.31

46.77

29.16

18.21

8.00

${\rho }_M=2.799$

1

9.92

23.55

75.35

499.85

75.92

35.29

21.76

13.47

5.94

1.5

5.26

11.82

34.95

477.27

44.20

19.90

12.27

7.64

3.46

2

3.44

7.49

21.29

452.02

28.44

12.94

8.04

5.06

2.39

3

1.93

4.06

11.03

420.27

15.00

7.00

4.43

2.86

1.50

4

1.30

2.67

7.03

401.44

9.51

4.53

2.93

1.95

1.18

${\lambda }_1=0.1$

0.6

24.28

61.01

204.70

449.66

105.72

57.98

38.08

24.63

11.45

${\lambda }_2=0.05$

0.8

14.93

34.09

105.62

496.22

87.86

44.09

28.06

17.90

8.16

${\rho }_M=2.798$

1

10.56

23.12

67.20

502.59

70.84

34.01

21.51

13.61

6.20

1.5

5.86

12.23

32.68

466.49

42.56

20.04

12.65

8.03

3.73

2

3.90

8.02

32.68

430.27

28.21

13.39

8.52

5.46

2.59

3

2.19

4.54

20.69

384.81

15.48

7.51

4.85

3.15

1.59

4

1.44

3.03

11.31

360.36

10.10

4.99

3.24

2.13

1.22