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...t for time t, which is one day basically I know how to compute ex post CV and J, and RV and have done in another loop but need to forecast for half of my sample data to compare to ex-post estimates of RV. but I don't know how to compute the weekly and monthly estimates _t-5 and _t-22 weekly continouos volatility is given as: log(CV_t-5) = 1/5 * ? _i=1 to 5 log(C_t-i) and similar for monthly CV and weekly and Monthly J which I think is: cw = apply(embed((log(cv)), 5), 1, sum, na.rm=T) cw = 1/5*(cw) correct me if I am wrong please. I think also the daily lagged CV is: lcv =...