Question: What is the value of VaR (Historical Simulation) for Devon Energy from June 11, 2019 to January 14, 2020? (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
2019-06-10,26.1200008392334
2019-06-11,26.100000381469727
2019-06-12,25.479999542236328
2019-06-13,26.1200008392334
2019-06-14,25.770000457763672
2019-06-17,26.399999618530277
2019-06-18,26.899999618530277
2019-06-19,26.90999984741211
2019-06-20,28.06999969482422
2019-06-21,28.239999771118164
2019-06-24,27.920000076293945
2019-06-25,27.920000076293945
2019-06-26,28.729999542236328
2019-06-27,28.299999237060547
2019-06-28,28.520000457763672
2019-07-01,28.899999618530277
2019-07-02,27.540000915527344
2019-07-03,27.520000457763672
2019-07-05,27.899999618530277
2019-07-08,27.940000534057617
2019-07-09,28.07999992370605
2019-07-10,28.84000015258789
2019-07-11,28.65999984741211
2019-07-12,28.649999618530277
2019-07-15,27.649999618530277
2019-07-16,26.799999237060547
2019-07-17,25.93000030517578
2019-07-18,25.700000762939453
2019-07-19,26.34000015258789
2019-07-22,26.40999984741211
2019-07-23,26.209999084472656
2019-07-24,26.51000022888184
2019-07-25,25.56999969482422
2019-07-26,25.540000915527344
2019-07-29,25.520000457763672
2019-07-30,26.8799991607666
2019-07-31,27.0
2019-08-01,25.15999984741211
2019-08-02,25.030000686645508
2019-08-05,24.059999465942383
2019-08-06,24.21999931335449
2019-08-07,24.15999984741211
2019-08-08,24.440000534057617
2019-08-09,24.049999237060547
2019-08-12,23.51000022888184
2019-08-13,23.6200008392334
2019-08-14,22.030000686645508
2019-08-15,21.6200008392334
2019-08-16,22.540000915527344
2019-08-19,23.270000457763672
2019-08-20,23.36000061035156
2019-08-21,23.3799991607666
2019-08-22,23.030000686645508
2019-08-23,21.68000030517578
2019-08-26,21.56999969482422
2019-08-27,21.34000015258789
2019-08-28,21.920000076293945
2019-08-29,22.540000915527344
2019-08-30,21.989999771118164
2019-09-03,22.09000015258789
2019-09-04,22.84000015258789
2019-09-05,23.5
2019-09-06,23.350000381469727
2019-09-09,24.6299991607666
2019-09-10,24.559999465942383
2019-09-11,24.96999931335449
2019-09-12,24.559999465942383
2019-09-13,25.06999969482422
2019-09-16,28.1200008392334
2019-09-17,26.68000030517578
2019-09-18,26.5
2019-09-19,25.959999084472656
2019-09-20,26.11000061035156
2019-09-23,25.82999992370605
2019-09-24,24.71999931335449
2019-09-25,24.709999084472656
2019-09-26,24.40999984741211
2019-09-27,24.25
2019-09-30,24.059999465942383
2019-10-01,23.13999938964844
2019-10-02,22.030000686645508
2019-10-03,22.670000076293945
2019-10-04,22.600000381469727
2019-10-07,21.88999938964844
2019-10-08,20.90999984741211
2019-10-09,21.06999969482422
2019-10-10,20.82999992370605
2019-10-11,21.26000022888184
2019-10-14,20.950000762939453
2019-10-15,20.96999931335449
2019-10-16,20.649999618530277
2019-10-17,20.3799991607666
2019-10-18,19.799999237060547
2019-10-21,20.239999771118164
2019-10-22,20.670000076293945
2019-10-23,21.299999237060547
2019-10-24,21.459999084472656
2019-10-25,21.46999931335449
2019-10-28,21.049999237060547
2019-10-29,21.399999618530277
2019-10-30,20.25
2019-10-31,20.280000686645508
2019-11-01,21.170000076293945
2019-11-04,22.56999969482422
2019-11-05,22.979999542236328
2019-11-06,22.07999992370605
2019-11-07,22.68000030517578
2019-11-08,22.90999984741211
2019-11-11,22.530000686645508
2019-11-12,22.3700008392334
2019-11-13,21.6200008392334
2019-11-14,21.84000015258789
2019-11-15,22.559999465942383
2019-11-18,21.959999084472656
2019-11-19,21.489999771118164
2019-11-20,21.950000762939453
2019-11-21,22.770000457763672
2019-11-22,22.770000457763672
2019-11-25,22.739999771118164
2019-11-26,22.26000022888184
2019-11-27,22.51000022888184
2019-11-29,21.88999938964844
2019-12-02,21.82999992370605
2019-12-03,21.40999984741211
2019-12-04,22.38999938964844
2019-12-05,22.06999969482422
2019-12-06,23.13999938964844
2019-12-09,23.149999618530277
2019-12-10,23.420000076293945
2019-12-11,23.420000076293945
2019-12-12,23.989999771118164
2019-12-13,23.479999542236328
2019-12-16,23.850000381469727
2019-12-17,24.170000076293945
2019-12-18,24.700000762939453
2019-12-19,25.11000061035156
2019-12-20,25.46999931335449
2019-12-23,26.229999542236328
2019-12-24,26.540000915527344
2019-12-26,26.36000061035156
2019-12-27,25.729999542236328
2019-12-30,25.530000686645508
2019-12-31,25.96999931335449
2020-01-02,25.790000915527344
2020-01-03,26.100000381469727
2020-01-06,26.40999984741211
2020-01-07,26.489999771118164
2020-01-08,25.549999237060547
2020-01-09,25.850000381469727
2020-01-10,25.100000381469727
2020-01-13,25.36000061035156
2020-01-14,26.229999542236328

Indicator data:
Answer: 0.0439