$K=3360,S_0=3360,r=0.0184,d=0,T=1,N_T=365$ Math_205#

Type of average

Window size

Price

Conf. Interval

Std. err.

Arithmetic

3

648.4583

6.45E+02

651.4864

1.544945

2 - 6

7

643.2611

6.40E+02

646.2924

1.546594

2 - 6

11

634.9341

6.32E+02

637.9351

1.531155

2 - 6

15

630.7994

6.28E+02

633.7861

1.523872

2 - 6

19

623.211

6.20E+02

626.1853

1.517493

2 - 6

23

615.8949

6.13E+02

618.8472

1.50631

2 - 6

27

613.4767

6.11E+02

616.4263

1.504944

Geometric

3

648.1292

6.45E+02

651.1597

1.546186

2 - 6

7

638.8497

6.36E+02

641.8624

1.537124

2 - 6

11

628.8507

6.26E+02

631.8201

1.515

2 - 6

15

625.2751

6.22E+02

628.2321

1.508701

2 - 6

19

618.659

6.16E+02

621.6024

1.501771

2 - 6

23

614.2924

6.11E+02

617.2271

1.497294

2 - 6

27

607.1037

6.04E+02

610.0387

1.497472

Harmonic

3

643.8541

6.41E+02

646.8497

1.528404

2 - 6

7

640.3261

6.37E+02

643.3299

1.532581

2 - 6

11

635.2995

6.32E+02

638.2952

1.528408

2 - 6

15

626.9536

6.24E+02

629.9117

1.509264

2 - 6

19

619.0229

6.16E+02

621.9877

1.51271

2 - 6

23

612.1661

6.09E+02

615.1054

1.499648

2 - 6

27

603.4543

6.01E+02

606.3684

1.486824