Question: From December 22, 2020 to August 05, 2021, what is Baker Hughes's VaR (Historical Simulation)? (1-day VaR; loss expressed as a positive number; default confidence 95%) Using unadjusted prices, write down the indicator formula, collect the raw data, calculate the answer, and keep four decimal places. Please list the raw data and key calculation process.
Formula: VaR_c = -Q_{1-c}(r); Q_p is the p-th quantile
Data:
date,close
2020-12-21,21.25
2020-12-22,21.190000534057617
2020-12-23,21.1299991607666
2020-12-24,21.01000022888184
2020-12-28,20.8799991607666
2020-12-29,20.75
2020-12-30,21.209999084472656
2020-12-31,20.850000381469727
2021-01-04,21.020000457763672
2021-01-05,21.26000022888184
2021-01-06,22.15999984741211
2021-01-07,22.670000076293945
2021-01-08,22.46999931335449
2021-01-11,22.649999618530277
2021-01-12,23.040000915527344
2021-01-13,23.0
2021-01-14,23.709999084472656
2021-01-15,22.8700008392334
2021-01-19,22.8700008392334
2021-01-20,22.88999938964844
2021-01-21,22.549999237060547
2021-01-22,22.170000076293945
2021-01-25,21.049999237060547
2021-01-26,20.61000061035156
2021-01-27,20.40999984741211
2021-01-28,20.600000381469727
2021-01-29,20.09000015258789
2021-02-01,20.309999465942383
2021-02-02,20.38999938964844
2021-02-03,21.399999618530277
2021-02-04,22.36000061035156
2021-02-05,22.07999992370605
2021-02-08,22.549999237060547
2021-02-09,22.270000457763672
2021-02-10,23.01000022888184
2021-02-11,22.530000686645508
2021-02-12,22.700000762939453
2021-02-16,23.229999542236328
2021-02-17,23.549999237060547
2021-02-18,23.07999992370605
2021-02-19,23.399999618530277
2021-02-22,24.1299991607666
2021-02-23,23.90999984741211
2021-02-24,25.149999618530277
2021-02-25,24.729999542236328
2021-02-26,24.479999542236328
2021-03-01,24.979999542236328
2021-03-02,24.3700008392334
2021-03-03,24.459999084472656
2021-03-04,24.030000686645508
2021-03-05,24.350000381469727
2021-03-08,24.32999992370605
2021-03-09,23.950000762939453
2021-03-10,24.3799991607666
2021-03-11,24.15999984741211
2021-03-12,24.3700008392334
2021-03-15,24.21999931335449
2021-03-16,23.020000457763672
2021-03-17,23.979999542236328
2021-03-18,22.979999542236328
2021-03-19,22.6200008392334
2021-03-22,22.309999465942383
2021-03-23,21.690000534057617
2021-03-24,22.06999969482422
2021-03-25,21.530000686645508
2021-03-26,22.34000015258789
2021-03-29,22.15999984741211
2021-03-30,21.729999542236328
2021-03-31,21.61000061035156
2021-04-01,21.729999542236328
2021-04-05,21.40999984741211
2021-04-06,21.25
2021-04-07,21.43000030517578
2021-04-08,20.709999084472656
2021-04-09,20.11000061035156
2021-04-12,20.09000015258789
2021-04-13,19.8799991607666
2021-04-14,20.350000381469727
2021-04-15,19.899999618530277
2021-04-16,20.100000381469727
2021-04-19,20.030000686645508
2021-04-20,19.51000022888184
2021-04-21,19.549999237060547
2021-04-22,19.81999969482422
2021-04-23,20.01000022888184
2021-04-26,20.13999938964844
2021-04-27,19.920000076293945
2021-04-28,20.25
2021-04-29,20.540000915527344
2021-04-30,20.07999992370605
2021-05-03,21.690000534057617
2021-05-04,21.56999969482422
2021-05-05,22.600000381469727
2021-05-06,23.06999969482422
2021-05-07,24.6299991607666
2021-05-10,24.6299991607666
2021-05-11,24.809999465942383
2021-05-12,23.96999931335449
2021-05-13,24.350000381469727
2021-05-14,25.100000381469727
2021-05-17,26.309999465942383
2021-05-18,25.809999465942383
2021-05-19,25.229999542236328
2021-05-20,25.38999938964844
2021-05-21,25.540000915527344
2021-05-24,25.149999618530277
2021-05-25,24.13999938964844
2021-05-26,24.170000076293945
2021-05-27,24.34000015258789
2021-05-28,24.399999618530277
2021-06-01,25.520000457763672
2021-06-02,26.270000457763672
2021-06-03,25.86000061035156
2021-06-04,26.020000457763672
2021-06-07,25.940000534057617
2021-06-08,25.950000762939453
2021-06-09,25.809999465942383
2021-06-10,25.51000022888184
2021-06-11,25.90999984741211
2021-06-14,24.739999771118164
2021-06-15,24.950000762939453
2021-06-16,24.700000762939453
2021-06-17,23.979999542236328
2021-06-18,22.670000076293945
2021-06-21,23.84000015258789
2021-06-22,23.88999938964844
2021-06-23,23.32999992370605
2021-06-24,23.549999237060547
2021-06-25,23.549999237060547
2021-06-28,22.649999618530277
2021-06-29,22.68000030517578
2021-06-30,22.8700008392334
2021-07-01,23.540000915527344
2021-07-02,23.549999237060547
2021-07-06,22.40999984741211
2021-07-07,22.26000022888184
2021-07-08,21.96999931335449
2021-07-09,22.729999542236328
2021-07-12,23.020000457763672
2021-07-13,22.3700008392334
2021-07-14,21.670000076293945
2021-07-15,21.21999931335449
2021-07-16,20.600000381469727
2021-07-19,19.649999618530277
2021-07-20,20.040000915527344
2021-07-21,20.229999542236328
2021-07-22,19.8799991607666
2021-07-23,20.209999084472656
2021-07-26,20.88999938964844
2021-07-27,20.670000076293945
2021-07-28,21.0
2021-07-29,21.18000030517578
2021-07-30,21.239999771118164
2021-08-02,20.86000061035156
2021-08-03,21.309999465942383
2021-08-04,20.6299991607666
2021-08-05,20.86000061035156

Indicator data:
Answer: 0.0387