Lambda

0.94

Prices

Date

Open

High

Low

close

AvgVol

Adj Close*

Log Return

Sq Log Return

Weights

EWMA

Rand()

Dates

Simulated prices

01-Dec-14

6722.60

6753.20

6144.70

6566.10

519,695,500

6566.10

0.098326

0.0002%

01-Dec-14

6,566.10

03-Nov-14

6546.50

6773.10

6444.90

6722.60

755,287,400

6722.60

0.001307

1.71E−06

0.06

1.03E−07

−0.121857

02-Dec-14

6566.031167

01-Oct-14

6622.72

6622.81

6072.70

6546.50

789,204,100

6546.50

0.001346

1.81E−06

0.0564

1.02E−07

0.8826343

03-Dec-14

6566.529776

01-Sep-14

6819.75

6904.86

6601.62

6622.72

0

6622.72

0.001327

1.76E−06

0.053016

9.33E−08

−0.55954

04-Dec-14

6566.213685

01-Aug-14

6730.11

6831.19

6528.73

6819.75

0

6819.75

0.00129

1.66E−06

0.049835

8.29E−08

−0.913908

05-Dec-14

6565.697439

01-Jul-14

6743.94

6875.31

6643.62

6730.11

0

6730.11

0.001312

1.72E−06

0.046845

8.06E−08

1.3079467

06-Dec-14

6566.436287

02-Jun-14

6844.51

6878.96

6701.59

6743.94

0

6743.94

0.001307

1.71E−06

0.044034

7.52E−08

−0.194625

07-Dec-14

6566.326343

01-May-14

6780.03

6894.88

6766.84

6844.51

0

6844.51

0.001288

1.66E−06

0.041392

6.87E−08

−0.477825

08-Dec-14

6566.056422

01-Apr-14

6598.37

6794.88

6,507.08

6780.03

0

6780.03

0.001303

1.7E−06

0.038909

6.6E−08

−0.250323

09-Dec-14

6565.915021

03-Mar-14

6809.70

6827.22

6492.62

6598.37

0

6598.37

0.001337

1.79E−06

0.036574

6.54E−08

−0.301044

10-Dec-14

6565.744973

03-Feb-14

6510.44

6866.35

6416.72

6809.70

0

6809.70

0.001291

1.67E−06

0.03438

5.73E−08

−0.755814

11-Dec-14

6565.318059

02-Jan-14

6749.09

6867.42

6421.26

6510.44

0

6510.44

0.001356

1.84E−06

0.032317

5.94E−08

0.7109219

12-Dec-14

6565.71962

02-Dec-13

6650.57

6768.44

6422.23

6749.09

0

6749.09

0.001301

1.69E−06

0.030378

5.14E−08

−1.980534

13-Dec-14

6564.600994

01-Nov-13

6731.43

6780.11

6613.98

6650.57

0

6650.57

0.001326

1.76E−06

0.028555

5.02E−08

0.6550123

14-Dec-14

6564.970934

01-Oct-13

6462.22

6819.86

6316.91

6731.43

0

6731.43

0.001308

1.71E−06

0.026842

4.59E−08

2.5368915

15-Dec-14

6566.403917

02-Sep-13

6412.93

6659.12

6412.93

6462.22

0

6462.22

0.001364

1.86E−06

0.025231

4.69E−08

−0.941926

16-Dec-14

6565.871829

01-Aug-13

6621.06

6696.63

6386.72

6412.93

0

6412.93

0.001368

1.87E−06

0.023718

4.44E−08

−0.423072

17-Dec-14

6565.632854

01-Jul-13

6215.47

6662.19

6185.21

6621.06

0

6621.06

0.001324

1.75E−06

0.022294

3.91E−08

−1.19889

18-Dec-14

6564.955696

03-Jun-13

6583.09

6583.09

6023.44

6215.47

0

6215.47

0.001416

2E−06

0.020957

4.2E−08

0.7979789

19-Dec-14

6565.406407

01-May-13

6430.12

6875.62

6409.81

6583.09

0

6583.09

0.001327

1.76E−06

0.019699

3.47E−08

−0.284465

20-Dec-14

6565.245737

02-Apr-13

6411.74

6501.78

6214.36

6430.12

0

6430.12

0.001367

1.87E−06

0.018517

3.46E−08

−0.113474

21-Dec-14

6565.181647

01-Mar-13

6360.81

6533.99

6308.56

6411.74

0

6411.74

0.001368

1.87E−06

0.017406

3.26E−08

0.5829359

22-Dec-14

6565.510908

01-Feb-13

6276.88

6412.44

6216.72

6360.81

0

6360.81

0.001378

1.9E−06

0.016362

3.11E−08

0.0813039

23-Dec-14

6565.556834

02-Jan-13

5897.81

6451.01

5897.81

6276.88

0

6276.88

0.001395

1.95E−06

0.01538

2.99E−08

0.0966209

24-Dec-14

6565.611413

03-Dec-12

5866.82

5997.04

5852.88

5897.81

0

5897.81

0.001483

2.2E−06

0.014457

3.18E−08

−1.423437

25-Dec-14

6564.807436

01-Nov-12

5782.70

5921.78

5605.59

5866.82

0

5866.82

0.00148

2.19E−06

0.01359

2.98E−08

0.8790136

26-Dec-14

6565.303907

01-Oct-12

5742.07

5928.27

5738.59

5782.70

0

5782.70

0.001501

2.25E−06

0.012775

2.88E−08

0.5888577

27-Dec-14

6565.636519

03-Sep-12

5711.48

5932.62

5634.88

5742.07

0

5742.07

0.001509

2.28E−06

0.012008

2.73E−08

0.5780796

28-Dec-14

6565.963059

01-Aug-12

5712.82

5876.22

5662.30

5711.48

0

5711.48

0.001515

2.3E−06

0.011288

2.59E−08

1.1960531

29-Dec-14

6566.638724