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Date 237 03/09/2020 Price Returns 164.572052 -0.073475945 125.563187 -0.270539366 238 03/16/2020 239 03/23/2020 149.994476 0.1777893528 240 03/30/2020 145.359756 -0.031386721 241 04/06/2020 166.017929 0.1328840431 Linear

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Date 237 03/09/2020 Price Returns 164.572052 -0.073475945 125.563187 -0.270539366 238 03/16/2020 239 03/23/2020 149.994476 0.1777893528 240 03/30/2020 145.359756 -0.031386721 241 04/06/2020 166.017929 0.1328840431 Linear Fit Returns^2 = 0.001125 + 0.3338715*Returns^2 - 1 Summary of Fit RSquare 0.107628 RSquare Adj 0.103863 Root Mean Square Error 0.005276 Mean of Response 0.001652 Observations (or Sum Wgts) 239 Parameter Estimates Term Estimate Std Error t Ratio Prob>|t| Intercept 0.001125 0.000355 3.17 0.0017* Returns^2-1 0.3338715 0.062448 5.35

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