Which of the Following Is True

Multiple Choice

Which of the following is true

A) EWMA is a particular case of GARCH (1,1) where the reversion rate is zero
B) EWMA has a lower reversion rate than GARCH (1,1) , but it is not zero
C) EWMA has a higher reversion rate than GARCH (1,1)
D) Sometimes EWMA has a higher reversion rate than GARCH (1,1) and sometimes it has a lower reversion rate than GARCH (1,1) .