Spreadsheet: harry_arora__12159__Volatility PJM
Sheet: Summer '98

Contract | 1998-07-01 00:00:00 | 1998-08-01 00:00:00 |  | Summer |  | Log | 20 Day | Annualized
 |  |  |  | Package |  | Normal | STD | Volatility (266 days)
1998-01-19 00:00:00 | 32.0499984741211 | 32.0499984741211
1998-01-20 00:00:00 | 32.34999923706054 | 32.34999923706054
1998-01-21 00:00:00 | 32.99999847412109 | 32.99999847412109
1998-01-22 00:00:00 | 33.15 | 33.15
1998-01-23 00:00:00 | 34.15000152587891 | 34.15000152587891
1998-01-26 00:00:00 | 35.60000152587891 | 35.60000152587891
1998-01-27 00:00:00 | 34.60000228881836 | 34.60000228881836
1998-01-28 00:00:00 | 34.05000228881836 | 34.05000228881836
1998-01-29 00:00:00 | 34.30000228881836 | 33.95000228881836
1998-01-30 00:00:00 | 33.30000305175781 | 33.30000076293945
1998-02-02 00:00:00 | 33.70000305175781 | 33.69999923706055
1998-02-03 00:00:00 | 33.75000457763672 | 33.75000076293945
1998-02-04 00:00:00 | 34.25000381469727 | 34.25
1998-02-05 00:00:00 | 35.25000381469727 | 35.25
1998-02-06 00:00:00 | 35.95000381469727 | 35.95
1998-02-09 00:00:00 | 35.70000381469727 | 35.7
1998-02-10 00:00:00 | 35.85000457763672 | 35.85000076293945
1998-02-11 00:00:00 | 36.85000610351562 | 36.85000228881836
1998-02-12 00:00:00 | 38.50000610351562 | 38.50000228881836
1998-02-13 00:00:00 | 39.75000762939453 | 39.75000381469727
1998-02-17 00:00:00 | 40.00000762939453 | 40.00000381469727
1998-02-18 00:00:00 | 41.00000762939453 | 41.00000381469727
1998-02-19 00:00:00 | 38.75000762939453 | 38.75000381469727
1998-02-20 00:00:00 | 36.50000762939453 | 36.50000381469727
1998-02-23 00:00:00 | 34.50000762939453 | 34.50000381469727
1998-02-24 00:00:00 | 35.60000762939453 | 35.60000381469727
1998-02-25 00:00:00 | 36.75000610351562 | 36.75000228881836
1998-02-26 00:00:00 | 37.60000762939453 | 37.60000381469727
1998-02-27 00:00:00 | 38.00000610351562 | 38.00000228881836
1998-03-02 00:00:00 | 39.50000762939453 | 39.50000381469727
1998-03-03 00:00:00 | 41.25000762939453 | 41.25000381469727
1998-03-04 00:00:00 | 43.00000762939453 | 43.00000381469727
1998-03-05 00:00:00 | 41.60000762939453 | 41.60000381469727
1998-03-06 00:00:00 | 42.00000610351562 | 42.00000228881836
1998-03-09 00:00:00 | 42.00000762939453 | 42.00000381469727
1998-03-10 00:00:00 | 42.25000762939453 | 42.25000381469727
1998-03-11 00:00:00 | 41.25000762939453 | 41.25000381469727
1998-03-12 00:00:00 | 40.25000762939453 | 40.25000381469727
1998-03-13 00:00:00 | 41.25 | 41.25
1998-03-16 00:00:00 | 42 | 42
1998-03-17 00:00:00 | 41.925 | 41.925
1998-03-18 00:00:00 | 42.075 | 42.075
1998-03-19 00:00:00 | 42.25 | 42.25
1998-03-20 00:00:00 | 41.25 | 41.25
1998-03-23 00:00:00 | 41.525 | 41.525
1998-03-24 00:00:00 | 41.55 | 41.55
1998-03-25 00:00:00 | 41.9 | 41.9
1998-03-26 00:00:00 | 39.975 | 39.975
1998-03-27 00:00:00 | 40.05 | 40.05
1998-03-30 00:00:00 | 40.525 | 40.525
1998-03-31 00:00:00 | 37.75 | 37.75
1998-04-01 00:00:00 | 33 | 33
1998-04-02 00:00:00 | 36 | 36
1998-04-03 00:00:00 | 36 | 36
1998-04-06 00:00:00 | 38.5 | 38.5
1998-04-07 00:00:00 | 39.625 | 39.625
1998-04-08 00:00:00 | 39.775 | 39.775
1998-04-09 00:00:00 | 39.59500152587891 | 39.59500152587891
1998-04-13 00:00:00 | 38.89500122070312 | 38.89500122070312
1998-04-14 00:00:00 | 38.39500045776367 | 38.39500045776367
1998-04-15 00:00:00 | 37.79500045776367 | 37.79500045776367
1998-04-16 00:00:00 | 38.14500198364258 | 38.14500198364258
1998-04-17 00:00:00 | 38.69500045776367 | 38.69500045776367
1998-04-20 00:00:00 | 38.90499969482422 | 38.90499969482422
1998-04-21 00:00:00 | 38.50499877929688 | 38.50499877929688
1998-04-22 00:00:00 | 38.20499725341797 | 38.20499725341797
1998-04-23 00:00:00 | 38.15499801635742 | 38.15499801635742
1998-04-24 00:00:00 | 38.20499877929687 | 38.20499877929687
1998-04-27 00:00:00 | 38.30499801635742 | 38.30499801635742
1998-04-28 00:00:00 | 38.40499649047852 | 38.40499649047852
1998-04-29 00:00:00 | 38.35499496459961 | 38.35499496459961
1998-04-30 00:00:00 | 37.95499572753906 | 37.95499572753906
1998-05-01 00:00:00 | 37.95499420166016 | 37.95499420166016
1998-05-04 00:00:00 | 37.65499420166016 | 37.65499420166016
1998-05-05 00:00:00 | 36.85499496459961 | 36.85499496459961
1998-05-06 00:00:00 | 36.30499572753907 | 36.30499572753907
1998-05-07 00:00:00 | 36.00499649047852 | 36.00499649047852
1998-05-08 00:00:00 | 36.10499725341797 | 36.10499725341797
1998-05-11 00:00:00 | 37.20499572753906 | 37.20499572753906
1998-05-12 00:00:00 | 38.70499420166016 | 38.70499420166016
1998-05-13 00:00:00 | 42.50499420166015 | 42.50499420166015
1998-05-14 00:00:00 | 43.0049934387207 | 43.0049934387207
1998-05-15 00:00:00 | 42.0049934387207 | 42.0049934387207
1998-05-18 00:00:00 | 43.7549934387207 | 43.7549934387207
1998-05-19 00:00:00 | 43.5049934387207 | 43.5049934387207
1998-05-20 00:00:00 | 45.0049934387207 | 45.0049934387207
1998-05-21 00:00:00 | 44.7549934387207 | 44.7549934387207
1998-05-22 00:00:00 | 44.6549934387207 | 44.6549934387207
1998-05-26 00:00:00 | 46 | 46
1998-05-27 00:00:00 | 46.2 | 46.2
1998-05-28 00:00:00 | 46.575 | 46.575
1998-06-01 00:00:00 | 43.125 | 43.125
1998-06-02 00:00:00 | 40.3 | 40.3
1998-06-03 00:00:00 | 39.125 | 39.125
1998-06-04 00:00:00 | 38.5 | 38.5
1998-06-05 00:00:00 | 38.625 | 38.625
1998-06-08 00:00:00 | 37.79565217391304 | 37.75
1998-06-09 00:00:00 | 37.25 | 37.25
1998-06-10 00:00:00 | 38.575 | 38.575
1998-06-11 00:00:00 | 40.45 | 40.45
1998-06-12 00:00:00 | 40.625 | 40.625
1998-06-15 00:00:00 | 44.10978260869563 | 44.175
1998-06-16 00:00:00 | 47.5 | 47.5
1998-06-17 00:00:00 | 47 | 47
1998-06-18 00:00:00 | 45.68695652173912 | 45.8
1998-06-19 00:00:00 | 46.125 | 46.125
1998-06-22 00:00:00 | 51.5 | 51.5
1998-06-23 00:00:00 | 65 | 65
1998-06-24 00:00:00 | 70 | 70
1998-06-25 00:00:00 | 69.5 | 69.5
1998-06-26 00:00:00 | 71.91304347826087 | 71.5
1998-06-29 00:00:00 | 69 | 69
1998-06-30 00:00:00 | #N/A | 72.5
 | Cash
1998-07-01 00:00:00 | 23.385625 | 65
1998-07-02 00:00:00 | 24.146875 | 68
1998-07-03 00:00:00 | 20.605 | na
1998-07-06 00:00:00 | 19.618125 | 63.25
1998-07-07 00:00:00 | 27.138125 | 54.6
1998-07-08 00:00:00 | 19.58875 | 61.5
1998-07-09 00:00:00 | 24.710625 | 67.625
1998-07-10 00:00:00 | 38.778125 | 68.85714285714286
1998-07-13 00:00:00 | 37.41375 | 69
1998-07-14 00:00:00 | 41.343125 | 62
1998-07-15 00:00:00 | 34.15625 | 56.25078571428571
1998-07-16 00:00:00 | 39.69625 | 59.5
1998-07-17 00:00:00 | 43.360625 | 73
1998-07-20 00:00:00 | 117.98375 | 83.5
1998-07-21 00:00:00 | 287.58125 | 77.5
1998-07-22 00:00:00 | 93.0475 | 75
1998-07-23 00:00:00 | 35.36 | 68.5
1998-07-24 00:00:00 | 30.111875 | 65.5
1998-07-27 00:00:00 | 35.1325 | 63.5
1998-07-28 00:00:00 | 51.123125 | 62
1998-07-29 00:00:00 | 80.283125 | 59.0047619047619
1998-07-30 00:00:00 | 35.30375 | 54.14285714285715
 | 23.7825 | na
[NAME]
 |  | Cash
1998-08-03 00:00:00 |  | 26.200625
1998-08-04 00:00:00 |  | 28.753125
1998-08-05 00:00:00 |  | 28.935
1998-08-06 00:00:00 |  | 29.235
1998-08-07 00:00:00 |  | 28.596875
1998-08-10 00:00:00 |  | 46.10875
1998-08-11 00:00:00 |  | 33.064375
1998-08-12 00:00:00 |  | 27.265625
1998-08-13 00:00:00 |  | 24.16375
1998-08-14 00:00:00 |  | 20.8875
1998-08-17 00:00:00 |  | 37.01
1998-08-18 00:00:00 |  | 34.205625
1998-08-19 00:00:00 |  | 17.561875
1998-08-20 00:00:00 |  | 22.00875
1998-08-21 00:00:00 |  | 25.021875
1998-08-24 00:00:00 |  | 229.665
1998-08-25 00:00:00 |  | 42.32375
1998-08-26 00:00:00 |  | 52.2425
1998-08-27 00:00:00 |  | 38.118125
1998-08-28 00:00:00 |  | 53.128125
1998-08-31 00:00:00 |  | 38.58375
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