Skip to main content

Table 1 Descriptive statistics of the daily gold spot price, its natural logarithm, and its logarithm returns. Source: Data from Bloomberg XAUUSD

From: Calibration of the exponential Ornstein–Uhlenbeck process when spot prices are visible through the maximum log-likelihood method. Example with gold prices

Daily Standard Spot Price Natural Logarithm Logarithm return
Mean 577.27 6.14 0.02%
Standard deviation 416.02 0.65 1.23%
Skewness 1.30 0.38 0.02
Kurtosis 3.46 2.56 14.45