Re: FF vols from historical fwd price curves

Winston,
I am sending you FFD vol curves which are calculated based on 1 month (18
log-returns)
of data with 0.97 decay factor. These vols give $3.14 M in VAR for
STORAGE-PRC (versus 3.37 in production
for 5/30/00).

Tell me what I need to change in the format so that it is convenient for you.

Tanya