Question: What was KLA Corporation's Expected Shortfall (Parametric) during the period October 11, 2024 to August 04, 2025? (1-day ES; assumes normality; 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: ES_c = \phi(\Phi^{-1}(c)) / (1 - c) * \sigma(r) - \mu(r)
Data:
date,close
2024-10-10,797.97998046875
2024-10-11,803.72998046875
2024-10-14,829.6500244140625
2024-10-15,707.719970703125
2024-10-16,682.5900268554688
2024-10-17,670.25
2024-10-18,678.52001953125
2024-10-21,673.6099853515625
2024-10-22,670.0800170898438
2024-10-23,664.6300048828125
2024-10-24,666.1599731445312
2024-10-25,673.0700073242188
2024-10-28,674.3499755859375
2024-10-29,696.22998046875
2024-10-30,691.7999877929688
2024-10-31,666.22998046875
2024-11-01,669.3800048828125
2024-11-04,663.3699951171875
2024-11-05,670.3300170898438
2024-11-06,669.6599731445312
2024-11-07,686.1500244140625
2024-11-08,687.4099731445312
2024-11-11,666.030029296875
2024-11-12,664.780029296875
2024-11-13,644.5499877929688
2024-11-14,645.0
2024-11-15,614.4600219726562
2024-11-18,620.260009765625
2024-11-19,615.6599731445312
2024-11-20,616.8300170898438
2024-11-21,633.1599731445312
2024-11-22,639.5499877929688
2024-11-25,644.6699829101562
2024-11-26,631.469970703125
2024-11-27,632.1400146484375
2024-11-29,647.030029296875
2024-12-02,666.030029296875
2024-12-03,665.719970703125
2024-12-04,666.219970703125
2024-12-05,642.6099853515625
2024-12-06,648.3400268554688
2024-12-09,652.3699951171875
2024-12-10,641.8699951171875
2024-12-11,648.8400268554688
2024-12-12,646.5999755859375
2024-12-13,653.760009765625
2024-12-16,656.1300048828125
2024-12-17,654.8800048828125
2024-12-18,630.77001953125
2024-12-19,622.1799926757812
2024-12-20,629.3699951171875
2024-12-23,647.989990234375
2024-12-24,650.530029296875
2024-12-26,648.5499877929688
2024-12-27,644.8099975585938
2024-12-30,633.6400146484375
2024-12-31,630.1199951171875
2025-01-02,636.6199951171875
2025-01-03,657.010009765625
2025-01-06,690.2999877929688
2025-01-07,689.2999877929688
2025-01-08,686.2000122070312
2025-01-10,683.0599975585938
2025-01-13,690.989990234375
2025-01-14,701.260009765625
2025-01-15,716.25
2025-01-16,747.260009765625
2025-01-17,757.469970703125
2025-01-21,767.239990234375
2025-01-22,771.9099731445312
2025-01-23,760.9500122070312
2025-01-24,749.8200073242188
2025-01-27,702.7100219726562
2025-01-28,702.9199829101562
2025-01-29,712.969970703125
2025-01-30,742.4299926757812
2025-01-31,738.239990234375
2025-02-03,740.2100219726562
2025-02-04,749.3200073242188
2025-02-05,759.1500244140625
2025-02-06,761.8200073242188
2025-02-07,747.7000122070312
2025-02-10,751.4600219726562
2025-02-11,758.6199951171875
2025-02-12,750.5499877929688
2025-02-13,764.280029296875
2025-02-14,750.739990234375
2025-02-18,758.25
2025-02-19,774.75
2025-02-20,777.6300048828125
2025-02-21,754.2999877929688
2025-02-24,737.5700073242188
2025-02-25,724.969970703125
2025-02-26,738.52001953125
2025-02-27,699.1599731445312
2025-02-28,708.8400268554688
2025-03-03,691.1500244140625
2025-03-04,699.0
2025-03-05,715.8099975585938
2025-03-06,692.1300048828125
2025-03-07,711.2899780273438
2025-03-10,678.3599853515625
2025-03-11,664.219970703125
2025-03-12,680.3900146484375
2025-03-13,681.5
2025-03-14,713.0
2025-03-17,718.2899780273438
2025-03-18,710.0
2025-03-19,719.6099853515625
2025-03-20,716.4600219726562
2025-03-21,706.489990234375
2025-03-24,727.72998046875
2025-03-25,721.8499755859375
2025-03-26,705.5399780273438
2025-03-27,700.0
2025-03-28,673.5999755859375
2025-03-31,679.7999877929688
2025-04-01,682.4600219726562
2025-04-02,686.1900024414062
2025-04-03,620.8200073242188
2025-04-04,576.530029296875
2025-04-07,604.6199951171875
2025-04-08,599.510009765625
2025-04-09,703.3099975585938
2025-04-10,656.760009765625
2025-04-11,670.219970703125
2025-04-14,669.969970703125
2025-04-15,676.2100219726562
2025-04-16,642.1900024414062
2025-04-17,634.4299926757812
2025-04-21,620.7999877929688
2025-04-22,636.3599853515625
2025-04-23,657.1099853515625
2025-04-24,689.4199829101562
2025-04-25,694.6099853515625
2025-04-28,693.719970703125
2025-04-29,687.9500122070312
2025-04-30,702.6900024414062
2025-05-01,676.3099975585938
2025-05-02,698.1599731445312
2025-05-05,693.2899780273438
2025-05-06,679.4199829101562
2025-05-07,694.3499755859375
2025-05-08,703.3300170898438
2025-05-09,701.2000122070312
2025-05-12,760.469970703125
2025-05-13,795.9000244140625
2025-05-14,805.0
2025-05-15,806.0
2025-05-16,791.1699829101562
2025-05-19,787.010009765625
2025-05-20,790.2899780273438
2025-05-21,778.9400024414062
2025-05-22,767.510009765625
2025-05-23,757.1699829101562
2025-05-27,789.0599975585938
2025-05-28,777.5
2025-05-29,773.969970703125
2025-05-30,756.8800048828125
2025-06-02,762.4400024414062
2025-06-03,775.7899780273438
2025-06-04,782.0900268554688
2025-06-05,791.8900146484375
2025-06-06,808.0
2025-06-09,829.2899780273438
2025-06-10,856.5900268554688
2025-06-11,872.0
2025-06-12,875.0
2025-06-13,867.6699829101562
2025-06-16,892.3800048828125
2025-06-17,893.0
2025-06-18,871.1599731445312
2025-06-20,850.0
2025-06-23,856.280029296875
2025-06-24,889.030029296875
2025-06-25,893.4600219726562
2025-06-26,902.9400024414062
2025-06-27,889.8699951171875
2025-06-30,895.739990234375
2025-07-01,898.8499755859375
2025-07-02,921.0999755859376
2025-07-03,924.5800170898438
2025-07-07,912.6199951171876
2025-07-08,919.219970703125
2025-07-09,923.1799926757812
2025-07-10,928.6199951171876
2025-07-11,924.5800170898438
2025-07-14,921.8400268554688
2025-07-15,936.530029296875
2025-07-16,933.489990234375
2025-07-17,937.0800170898438
2025-07-18,931.1199951171876
2025-07-21,937.760009765625
2025-07-22,892.219970703125
2025-07-23,897.0900268554688
2025-07-24,904.1799926757812
2025-07-25,902.0900268554688
2025-07-28,923.1500244140624
2025-07-29,916.0900268554688
2025-07-30,924.989990234375
2025-07-31,879.030029296875
2025-08-01,886.6400146484375
2025-08-04,915.6199951171876

Indicator data:
Answer: 0.0577