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Find out the 99%, 97.5%, 95%, and 90% VaR (daily, monthly, and quarterly; so a total of 12 VaRs) and the associated Expected Shortfalls (ES)

Find out the 99%, 97.5%, 95%, and 90% VaR (daily, monthly, and quarterly; so a total of 12 VaRs) and the associated Expected Shortfalls (ES) for the index and other particulars assigned to you. Time is when your data must start; data ends on 31stMarch 2017. Frequency is the return frequency; download the price using this frequency. Use Yahoo Finance.

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Index - ticker

Time

Frequency

A

^GSPC

20 years

Monthly

B

^OMX

20 years

Weekly

C

^IXIC

5 years

Daily

D

^RUT

20 years

Monthly

E

^DJI

10 years

Weekly

F

^XAX

3 years

Daily

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