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Table 2 Descriptive statistics of the annual 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

Annual Standard Spot Price Natural Logarithm Logarithm return
Mean 573.70 6.14 4.90%
Standard deviation 415.65 0.65 19.07%
Skewness 1.34 0.41 0.97
Kurtosis 3.56 2.67 5.23
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