Return the array of volatilities sqrt(v), the same length as returns:
v[t] = lam * v[t-1] + (1 - lam) * returns[t-1]**2v[0] = var(returns), population varianceInput
returns = [ 0.01 -0.02 0.015 -0.005]
lam = 0.94
Output
[0.01369306 0.0135 0.01397551 0.01403909]