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  4. 36232010 / G T E CORP

36232010 / G T E CORP

1974-01-01 to 2012-12-31
Non-overlapping, 99% VaR Non-overlapping, 99% ES 10-day overlapping, 99% VaR 10-day overlapping, 99% ES Non-overlapping, 97.5% VaR Non-overlapping, 97.5% ES 10-day overlapping, 97.5% VaR 10-day overlapping, 97.5% ES
obs 116.00 116.00 107.00 107.00 116.00 116.00 107.00 107.00
min 1.23 1.34 1.09 1.14 1.16 1.26 1.13 1.09
max 1.74 1.88 19.86 32.04 1.64 1.77 15.47 23.89
mean 1.37 1.49 2.21 2.38 1.29 1.40 2.15 2.25
st.dev. 0.11 0.12 1.85 3.03 0.11 0.11 1.44 2.23
Q5% 1.25 1.36 1.32 1.36 1.18 1.28 1.32 1.32
Q50% 1.33 1.45 1.81 1.84 1.26 1.36 1.83 1.81
Q95% 1.60 1.74 3.38 3.58 1.51 1.63 3.34 3.59