Values for the NASDAQ composite index during the 1500 days preceding March 10, 2006 and December 15, 2008 have been provided to in a spreadsheet file (this is file 555.446 Final Exam Data Prob 1) Calculate the 1day 99% VaR on March 10, 2006 and December 15, 2008, for a $10 million portfolio invested in the NASDAQ composite index using the methods indicated below. Provide the answers for each method in the space provided. We are using real data for this problem, so be alert to deviations which may not be expected from the carefully chosen text book data weve used up to now and comment when/where appropriate. (This is especially germane for choosing the initial parameters for part d). If your result does not converge, choose different initial parameters. Maybe, if one data set converges, use the parameters there for the other set, too. This is meant to be just like dealing with situations that might arise in the real world.

I can not get the data on here. But can you list the steps to answer these questions in excel. Like the formulas to use. Can you it for each question liek A, B ,C. Will rate , thank you