RiskMetrics applied to covariance

[jacintha]

Hi all,

I'm rather new to Eviews and Im figuring out how to apply RiskMetrics/exponential smooting to past covariance between two assets. However, I dont seem to get what kind of covariance-data I should import in Eviews at which the ex.smoothing should be applied. Should this be covariance based on an expanding historical window?
LOTS of thanks in advance!