Spreadsheet: vkaminski__40813__CopperHistory
Sheet: Log Returns

Weekday | 4
DayAfter | (All)
Product | (All)
TRUE | (All)
Match | (All)
Sum of Price | FwdDate
CurveDate | 2000-01-19 00:00:00 | 2000-02-16 00:00:00 | 2000-03-15 00:00:00 | 2000-04-19 00:00:00 | 2000-05-17 00:00:00 | 2000-06-21 00:00:00 | 2000-07-19 00:00:00 | 2000-08-16 00:00:00 | 2000-09-20 00:00:00 | 2000-10-18 00:00:00 | 2000-11-15 00:00:00 | 2000-12-20 00:00:00 | 2001-01-17 00:00:00 | 2001-02-21 00:00:00 | 2001-03-21 00:00:00 | 2001-04-18 00:00:00 | 2001-05-16 00:00:00 | 2001-06-20 00:00:00 | 2001-07-18 00:00:00 | 2001-08-15 00:00:00 | 2001-09-19 00:00:00 | 2001-10-17 00:00:00 | 2001-11-21 00:00:00 | 2001-12-19 00:00:00 | 2002-01-16 00:00:00 | 2002-02-20 00:00:00 | 2002-03-20 00:00:00
2000-01-04 00:00:00
2000-01-05 00:00:00
2000-01-06 00:00:00
2000-01-07 00:00:00
2000-01-10 00:00:00
2000-01-11 00:00:00
2000-01-12 00:00:00
2000-01-13 00:00:00
2000-01-14 00:00:00
2000-01-17 00:00:00
2000-01-18 00:00:00
2000-01-19 00:00:00
2000-01-20 00:00:00
2000-01-21 00:00:00
2000-01-24 00:00:00
2000-01-25 00:00:00
2000-01-26 00:00:00
2000-01-27 00:00:00
2000-01-28 00:00:00
2000-01-31 00:00:00
2000-02-01 00:00:00
2000-02-02 00:00:00
2000-02-03 00:00:00
2000-02-04 00:00:00
2000-02-07 00:00:00
2000-02-08 00:00:00
2000-02-09 00:00:00
2000-02-10 00:00:00
2000-02-11 00:00:00
2000-02-14 00:00:00
2000-02-15 00:00:00
2000-02-16 00:00:00
2000-02-17 00:00:00
2000-02-18 00:00:00
2000-02-21 00:00:00
2000-02-22 00:00:00
2000-02-23 00:00:00
2000-02-24 00:00:00
2000-02-25 00:00:00
2000-02-28 00:00:00
2000-02-29 00:00:00
2000-03-01 00:00:00
2000-03-02 00:00:00
2000-03-03 00:00:00
2000-03-06 00:00:00
2000-03-07 00:00:00
2000-03-08 00:00:00
2000-03-09 00:00:00
2000-03-10 00:00:00
2000-03-13 00:00:00
2000-03-14 00:00:00
2000-03-15 00:00:00
2000-03-16 00:00:00
2000-03-17 00:00:00
2000-03-20 00:00:00
2000-03-21 00:00:00
2000-03-22 00:00:00
2000-03-23 00:00:00
2000-03-24 00:00:00
2000-03-27 00:00:00
2000-03-28 00:00:00
2000-03-29 00:00:00
2000-03-30 00:00:00
2000-03-31 00:00:00
2000-04-03 00:00:00
2000-04-04 00:00:00
2000-04-05 00:00:00
2000-04-06 00:00:00
2000-04-07 00:00:00
2000-04-10 00:00:00
2000-04-11 00:00:00
2000-04-12 00:00:00
2000-04-13 00:00:00
2000-04-14 00:00:00
2000-04-17 00:00:00
2000-04-18 00:00:00
2000-04-19 00:00:00
2000-04-20 00:00:00
2000-04-25 00:00:00
2000-04-26 00:00:00
2000-04-27 00:00:00
2000-04-28 00:00:00
2000-05-02 00:00:00
2000-05-03 00:00:00
2000-05-04 00:00:00
2000-05-05 00:00:00
2000-05-08 00:00:00
2000-05-09 00:00:00
2000-05-10 00:00:00
2000-05-11 00:00:00
2000-05-12 00:00:00
2000-05-15 00:00:00
2000-05-16 00:00:00
2000-05-17 00:00:00
2000-05-18 00:00:00
2000-05-19 00:00:00
2000-05-22 00:00:00
2000-05-23 00:00:00
2000-05-24 00:00:00
2000-05-25 00:00:00
2000-05-26 00:00:00
2000-05-30 00:00:00
2000-05-31 00:00:00
2000-06-01 00:00:00
2000-06-02 00:00:00
2000-06-05 00:00:00
2000-06-06 00:00:00
2000-06-07 00:00:00
2000-06-08 00:00:00
2000-06-09 00:00:00
2000-06-12 00:00:00
2000-06-13 00:00:00
2000-06-14 00:00:00
2000-06-15 00:00:00
2000-06-16 00:00:00
2000-06-19 00:00:00
2000-06-20 00:00:00
2000-06-21 00:00:00
2000-06-22 00:00:00
2000-06-23 00:00:00
2000-06-26 00:00:00
2000-06-27 00:00:00
2000-06-28 00:00:00
2000-06-29 00:00:00
2000-06-30 00:00:00
Grand Total | 225450.5 | 226364.75 | 227219.25 | 227883.5 | 228501.5 | 229059.5 | 229404.5 | 229720 | 230029.25 | 230306.5 | 230558.25 | 230795.25 | 230964.5 | 231128.75 | 231289.5 | 231446.25 | 231600.25 | 231753.25 | 231843.75 | 231934.25 | 232019.25 | 232104.25 | 192890 | 152659.75 | 110058.25 | 77658.25 | 39010
Volatility | (businbess days)
10-day
20-day
30day
60-day