Obtain the daily adjusted closing prices of Intel (INTC) for the period January 1, 2017, through September 30, 2017, and compute the returns. These are the data used in the VaR, although because INTC pays dividends the adjusted closes may be slightly different.

Fit a location-scale ("standardized") t distribution to these data using maximum likelihood. The \(\mathrm{R}\) function fitdistr in the package MASS performs this fit. Identify the parameter estimates you obtain.

What is the estimated standard deviation of the fitted \(t\) distribution?