garch volatility solution_2014
TRANSCRIPT
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8/19/2019 Garch Volatility Solution_2014
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Uncond. 0.0000530272
omega 0.0000005259
a 0.3333298953
b 0.5363362877 0.0004034862% 0.2009%a+b 0.8697
LOG L 1535.7261
Date Rate Return Suared Lagged !ond"t"ona# Log
Return Suared Var"ance L"$e#"%ood
!%ange &unct"on
9/20/2013 62.260 0.000321 0.0000001032 0.0001206828 0.000180710 3.3901
9/19/2013 62.240 0.010986 0.0001206828 0.0007593890 0.000260950 2.9754
9/18/2013 61.560 -0.027557 0.0007593890 0.0000024933 0.000013605 -23.2250
9/17/2013 63.280 -0.001579 0.0000024933 0.0000008953 0.000022836 4.3700
9/16/2013 63.380 -0.000946 0.0000008953 0.0000222570 0.000041041 4.1206
9/13/2013 63.440 -0.004718 0.0000222570 0.0000180196 0.000061709 3.7473
9/12/2013 63.740 0.004245 0.0000180196 0.0000394687 0.000102876 3.5845
9/11/2013 63.470 -0.006282 0.0000394687 0.0002413517 0.000166303 3.3132
9/10/2013 63.870 -0.015535 0.0002413517 0.0000000000 0.000159093 2.6955
9/9/2013 64.870 0 0.0000000000 0.0005294849 0.000295649 3.1442
9/6/2013 64.870 -0.023011 0.0005294849 0.0000057959 0.000221186 2.0924
9/5/2013 66.380 -0.002407 0.0000057959 0.0008343131 0.000407820 2.9763
9/4/2013 66.540 -0.028884 0.0008343131 0.0006019990 0.000240880 1.5149
9/3/2013 68.490 0.024536 0.0006019990 0.0000005602 0.000074001 -0.2307
9/2/2013 66.830 0.000748 0.0000005602 0.0001912757 0.000136646 3.5281
8/30/2013 66.780 -0.01383 0.0001912757 0.0000485192 0.000134920 2.8276
8/29/2013 67.710 0.006966 0.0000485192 0.0000088736 0.000220424 3.1810
8/28/2013 67.240 0.002979 0.0000088736 0.0010624945 0.000404485 2.9765
8/27/2013 67.040 0.032596 0.0010624945 0.0000921709 0.000092848 -1.9983
8/26/2013 64.890 0.009601 0.0000921709 0.0000231535 0.000114851 3.2157
8/23/2013 64.270 -0.004812 0.0000231535 0.0000643169 0.000198770 3.2845
8/22/2013 64.580 -0.00802 0.0000643169 0.0007598512 0.000329654 2.9922
8/21/2013 65.100 0.027565 0.0007598512 0.0000859913 0.000141417 0.8264
8/20/2013 63.330 -0.009273 0.0000859913 0.0003900403 0.000209248 3.1116
8/19/2013 63.920 0.019749 0.0003900403 0.0004191449 0.000146755 2.1656
8/16/2013 62.670 0.020473 0.0004191449 0.0000001061 0.000012148 -12.5112
8/15/2013 61.400 -0.000326 0.0000001061 0.0000038097 0.000021604 4.4499
8/14/2013 61.420 -0.001952 0.0000038097 0.0000009515 0.000036932 4.1327
8/13/2013 61.540 0.000975 0.0000009515 0.0001588479 0.000067288 3.8773
8/12/2013 61.480 0.012603 0.0001588479 0.0000000000 0.000025755 1.2807
8/9/2013 60.710 0 0.0000000000 0.0001204642 0.000047039 4.0633
8/8/2013 60.710 -0.010976 0.0001204642 0.0000021468 0.000011857 -0.3276
8/7/2013 61.380 -0.001465 0.0000021468 0.0000140526 0.000019792 4.4419
8/6/2013 61.470 0.003749 0.0000140526 0.0000077274 0.000027189 4.0790
8/5/2013 61.240 0.00278 0.0000077274 0.0000330351 0.000044910 4.0005
8/2/2013 61.070 0.005748 0.0000330351 0.0000045740 0.000062224 3.6580
8/1/2013 60.720 -0.002139 0.0000045740 0.0000118692 0.000112193 3.6083
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7/31/2013 60.850 -0.003445 0.0000118692 0.0005458222 0.000200828 3.3080
7/30/2013 61.060 0.023363 0.0005458222 0.0000827014 0.000034238 -3.7489
7/29/2013 59.650 0.009094 0.0000827014 0.0000041297 0.000011458 1.1605
7/26/2013 59.110 0.002032 0.0000041297 0.0000412307 0.000017816 4.4329
7/25/2013 58.990 -0.006421 0.0000412307 0.0000034265 0.000006612 1.9265
7/24/2013 59.370 -0.001851 0.0000034265 0.0000001131 0.000009218 4.6924
7/23/2013 59.480 0.000336 0.0000001131 0.0000013843 0.000016136 4.59487/22/2013 59.460 -0.001177 0.0000013843 0.0000220194 0.000028245 4.2939
7/19/2013 59.530 -0.004692 0.0000220194 0.0000570368 0.000037997 3.8803
7/18/2013 59.810 0.007552 0.0000570368 0.0000329962 0.000034418 3.3909
7/17/2013 59.360 0.005744 0.0000329962 0.0000041255 0.000042685 3.7254
7/16/2013 59.020 -0.002031 0.0000041255 0.0002036434 0.000076041 3.7961
7/15/2013 59.140 -0.01427 0.0002036434 0.0000022541 0.000014235 -2.4921
7/12/2013 59.990 0.001501 0.0000022541 0.0000111111 0.000024159 4.3498
7/11/2013 59.900 -0.003333 0.0000111111 0.0000006916 0.000037158 4.0317
7/10/2013 60.100 -0.000832 0.0000006916 0.0000013528 0.000067872 3.8749
7/9/2013 60.150 -0.001163 0.0000013528 0.0002152381 0.000124726 3.5703
7/8/2013 60.220 -0.014671 0.0002152381 0.0002507180 0.000097801 2.5970
7/5/2013 61.110 0.015834 0.0002507180 0.0000070569 0.000025551 -0.53787/4/2013 60.150 -0.002656 0.0000070569 0.0000378701 0.000042273 4.0333
7/3/2013 60.310 0.006154 0.0000378701 0.0000818995 0.000054301 3.6428
7/2/2013 59.940 0.00905 0.0000818995 0.0000325765 0.000049365 3.2097
7/1/2013 59.400 -0.005708 0.0000325765 0.0000445338 0.000070814 3.6288
6/28/2013 59.740 -0.006673 0.0000445338 0.0001018465 0.000103374 3.4542
6/27/2013 60.140 -0.010092 0.0001018465 0.0003462681 0.000128464 3.1646
6/26/2013 60.750 0.018608 0.0003462681 0.0000235374 0.000023337 -3.0051
6/25/2013 59.630 -0.004852 0.0000235374 0.0000080721 0.000027903 3.9027
6/24/2013 59.920 0.002841 0.0000080721 0.0000341132 0.000046027 3.9865
6/21/2013 59.750 -0.005841 0.0000341132 0.0000360964 0.000063636 3.6442
6/20/2013 60.100 0.006008 0.0000360964 0.0002005261 0.000095235 3.5211
6/19/2013 59.740 0.014161 0.0002005261 0.0000945669 0.000051960 2.08406/18/2013 58.900 0.009725 0.0000945669 0.0000865047 0.000037126 2.9081
6/17/2013 58.330 0.009301 0.0000865047 0.0000019137 0.000014480 1.6653
6/14/2013 57.790 -0.001383 0.0000019137 0.0000216670 0.000024828 4.3443
6/13/2013 57.870 -0.004655 0.0000216670 0.0000000296 0.000031845 3.9182
6/12/2013 58.140 0.000172 0.0000000296 0.0000066414 0.000058375 3.9551
6/11/2013 58.130 -0.002577 0.0000066414 0.0002368185 0.000103733 3.6359
6/10/2013 58.280 0.015389 0.0002368185 0.0000927324 0.000045248 1.4658
6/7/2013 57.390 0.00963 0.0000927324 0.0000224575 0.000025752 2.5641
6/6/2013 56.840 -0.004739 0.0000224575 0.0000836665 0.000033077 3.8999
6/5/2013 57.110 0.009147 0.0000836665 0.0000007813 0.000008693 0.0955
6/4/2013 56.590 0.000884 0.0000007813 0.0000164809 0.000014743 4.6169
6/3/2013 56.540 -0.00406 0.0000164809 0.0000244470 0.000016265 4.08775/31/2013 56.770 0.004944 0.0000244470 0.0000070696 0.000014152 3.8002
5/30/2013 56.490 0.002659 0.0000070696 0.0000053365 0.000021012 4.2980
5/29/2013 56.340 0.00231 0.0000053365 0.0000830747 0.000034880 4.1364
5/28/2013 56.210 0.009115 0.0000830747 0.0000155390 0.000012422 1.3852
5/27/2013 55.700 -0.003942 0.0000155390 0.0000020496 0.000012523 4.1046
5/24/2013 55.920 0.001432 0.0000020496 0.0000020496 0.000021095 4.4157
5/23/2013 55.840 -0.001432 0.0000020496 0.0000595872 0.000037077 4.1547
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5/22/2013 55.920 0.007719 0.0000595872 0.0000663024 0.000031117 3.3125
5/21/2013 55.490 0.008143 0.0000663024 0.0000159131 0.000015830 2.5137
5/20/2013 55.040 -0.003989 0.0000159131 0.0000476146 0.000018645 4.0993
5/17/2013 55.260 0.0069 0.0000476146 0.0000001328 0.000004190 -0.4089
5/16/2013 54.880 -0.000364 0.0000001328 0.0000001328 0.000006750 5.0242
5/15/2013 54.900 0.000364 0.0000001328 0.0000000332 0.000011523 4.7609
5/14/2013 54.880 -0.000182 0.0000000332 0.0000011936 0.000020483 4.47825/13/2013 54.890 -0.001092 0.0000011936 0.0000260975 0.000036468 4.1742
5/10/2013 54.950 0.005109 0.0000260975 0.0001386663 0.000050795 3.7680
5/9/2013 54.670 0.011776 0.0001386663 0.0000005477 0.000007547 -4.2089
5/8/2013 54.030 -0.00074 0.0000005477 0.0000016739 0.000012750 4.6946
5/7/2013 54.070 -0.001294 0.0000016739 0.0000496121 0.000021752 4.4105
5/6/2013 54.140 0.007044 0.0000496121 0.0000003112 0.000008742 2.0672
5/3/2013 53.760 -0.000558 0.0000003112 0.0000041906 0.000015126 4.6203
5/2/2013 53.790 0.002047 0.0000041906 0.0000003125 0.000024617 4.3020
5/1/2013 53.680 0.000559 0.0000003125 0.0001116906 0.000044724 4.0851
4/30/2013 53.650 -0.010568 0.0001116906 0.0000179183 0.000012992 0.4083
4/29/2013 54.220 -0.004233 0.0000179183 0.0000265802 0.000012107 4.0019
4/26/2013 54.450 0.005156 0.0000265802 0.0000027558 0.000005074 2.55774/25/2013 54.170 -0.00166 0.0000027558 0.0000027467 0.000006768 4.8291
4/24/2013 54.260 -0.001657 0.0000027467 0.0000057349 0.000009931 4.7027
4/23/2013 54.350 0.002395 0.0000057349 0.0000180710 0.000013973 4.4650
4/22/2013 54.220 0.004251 0.0000180710 0.0000001372 0.000013840 4.0222
4/19/2013 53.990 -0.00037 0.0000001372 0.0000098761 0.000024739 4.3818
4/18/2013 54.010 -0.003143 0.0000098761 0.0000076861 0.000039008 4.0303
4/17/2013 54.180 0.002772 0.0000076861 0.0001850457 0.000066974 3.8293
4/16/2013 54.030 -0.013603 0.0001850457 0.0000033397 0.000008887 -5.5140
4/15/2013 54.770 0.001827 0.0000033397 0.0000282883 0.000013515 4.5634
4/12/2013 54.670 0.005319 0.0000282883 0.0000057013 0.000006637 2.9113
4/11/2013 54.380 -0.002388 0.0000057013 0.0000021571 0.000007850 4.5954
4/10/2013 54.510 0.001469 0.0000021571 0.0000263275 0.000012315 4.64584/9/2013 54.430 -0.005131 0.0000263275 0.0000040344 0.000005619 2.7830
4/8/2013 54.710 -0.002009 0.0000040344 0.0000026909 0.000006989 4.7280
4/5/2013 54.820 -0.00164 0.0000026909 0.0000225270 0.000010377 4.6893
4/4/2013 54.910 0.004746 0.0000225270 0.0000048321 0.000004368 2.6729
4/3/2013 54.650 0.002198 0.0000048321 0.0000012120 0.000004160 4.6953
4/2/2013 54.530 0.001101 0.0000012120 0.0000097102 0.000006023 4.9904
4/1/2013 54.470 -0.003116 0.0000097102 0.0000000000 0.000004214 4.1175
3/29/2013 54.640 0 0.0000000000 0.0000121338 0.000006877 5.0247
3/28/2013 54.640 0.003483 0.0000121338 0.0000027275 0.000004301 3.8488
3/27/2013 54.450 -0.001652 0.0000027275 0.0000075849 0.000005344 4.8957
3/26/2013 54.540 0.002754 0.0000075849 0.0000033741 0.000004269 4.3747
3/25/2013 54.390 -0.001837 0.0000033741 0.0000016482 0.000004882 4.85053/22/2013 54.490 -0.001284 0.0000016482 0.0000003025 0.000007097 4.8929
3/21/2013 54.560 0.00055 0.0000003025 0.0000016458 0.000012063 4.7312
3/20/2013 54.530 -0.001283 0.0000016458 0.0000540662 0.000020489 4.4387
3/19/2013 54.600 0.007353 0.0000540662 0.0000000340 0.000003620 -2.1230
3/18/2013 54.200 0.000185 0.0000000340 0.0000033991 0.000005747 5.1115
3/15/2013 54.190 -0.001844 0.0000033991 0.0000109564 0.000007622 4.7503
3/14/2013 54.290 -0.00331 0.0000109564 0.0000076044 0.000006422 4.2059
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3/13/2013 54.470 0.002758 0.0000076044 0.0000040925 0.000006267 4.4645
3/12/2013 54.320 -0.002023 0.0000040925 0.0000003036 0.000008161 4.6884
3/11/2013 54.430 -0.000551 0.0000003036 0.0000027265 0.000014046 4.6568
3/8/2013 54.460 -0.001651 0.0000027265 0.0000409042 0.000023515 4.3520
3/7/2013 54.550 -0.006396 0.0000409042 0.0000040066 0.000017441 3.3868
3/6/2013 54.900 -0.002002 0.0000040066 0.0000039906 0.000029048 4.2354
3/5/2013 55.010 -0.001998 0.0000039906 0.0000026617 0.000050699 3.98653/4/2013 55.120 -0.001631 0.0000026617 0.0000895525 0.000091894 3.7140
3/1/2013 55.210 0.009463 0.0000895525 0.0003005789 0.000114700 3.2273
2/28/2013 54.690 0.017337 0.0003005789 0.0000549719 0.000026070 -1.4064
2/27/2013 53.750 -0.007414 0.0000549719 0.0000000000 0.000013462 2.6472
2/26/2013 54.150 0 0.0000000000 0.0000164394 0.000024120 4.3973
2/25/2013 54.150 -0.004055 0.0000164394 0.0000620576 0.000033774 3.9856
2/22/2013 54.370 -0.007878 0.0000620576 0.0000484202 0.000023423 3.0872
2/21/2013 54.800 0.006958 0.0000484202 0.0000135563 0.000012598 2.8004
2/20/2013 54.420 0.003682 0.0000135563 0.0000163971 0.000014084 4.1850
2/19/2013 54.220 -0.004049 0.0000163971 0.0000003035 0.000015089 4.0885
2/18/2013 54.440 -0.000551 0.0000003035 0.0000688194 0.000026964 4.3359
2/15/2013 54.470 0.008296 0.0000688194 0.0000067340 0.000006522 -0.22442/14/2013 54.020 0.002595 0.0000067340 0.0000005516 0.000006995 4.5349
2/13/2013 53.880 0.000743 0.0000005516 0.0000088052 0.000011720 4.7347
2/12/2013 53.840 -0.002967 0.0000088052 0.0000124237 0.000015398 4.3358
2/11/2013 54.000 0.003525 0.0000124237 0.0000088676 0.000020009 4.1803
2/8/2013 53.810 0.002978 0.0000088676 0.0000678172 0.000030815 4.1309
2/7/2013 53.650 0.008235 0.0000678172 0.0000141811 0.000014326 2.2908
2/6/2013 53.210 0.003766 0.0000141811 0.0000339996 0.000016916 4.1555
2/5/2013 53.010 -0.005831 0.0000339996 0.0000101977 0.000009429 3.0640
2/4/2013 53.320 0.003193 0.0000101977 0.0000012729 0.000010262 4.3277
2/1/2013 53.150 -0.001128 0.0000012729 0.0000028560 0.000017362 4.5250
1/31/2013 53.210 -0.00169 0.0000028560 0.0000358298 0.000029616 4.2464
1/30/2013 53.300 -0.005986 0.0000358298 0.0000761639 0.000031970 3.69611/29/2013 53.620 -0.008727 0.0000761639 0.0000232169 0.000011292 1.4044
1/28/2013 54.090 0.004818 0.0000232169 0.0000058464 0.000005645 3.0670
1/25/2013 53.830 0.002418 0.0000058464 0.0000000347 0.000005911 4.6059
1/24/2013 53.700 -0.000186 0.0000000347 0.0000034730 0.000010019 4.8348
1/23/2013 53.710 0.001864 0.0000034730 0.0000005563 0.000015542 4.5053
1/22/2013 53.610 -0.000746 0.0000005563 0.0000022202 0.000027652 4.3189
1/21/2013 53.650 -0.00149 0.0000022202 0.0000635388 0.000049196 4.0183
1/18/2013 53.730 -0.007971 0.0000635388 0.0001295621 0.000051257 3.4006
1/17/2013 54.160 -0.011383 0.0001295621 0.0000075185 0.000014066 0.0615
1/16/2013 54.780 0.002742 0.0000075185 0.0000027186 0.000020573 4.2941
1/15/2013 54.630 0.001649 0.0000027186 0.0000432829 0.000035688 4.1633
1/14/2013 54.540 -0.006579 0.0000432829 0.0000707983 0.000038661 3.60161/11/2013 54.900 0.008414 0.0000707983 0.0000590640 0.000027102 3.0329
1/10/2013 54.440 -0.007685 0.0000590640 0.0000084813 0.000012843 2.4129
1/9/2013 54.860 -0.002912 0.0000084813 0.0000074124 0.000017693 4.3125
1/8/2013 55.020 -0.002723 0.0000074124 0.0000317514 0.000027402 4.1983
1/7/2013 55.170 0.005635 0.0000317514 0.0000074965 0.000030377 3.7594
1/4/2013 54.860 0.002738 0.0000074965 0.0000712930 0.000050999 3.9494
1/3/2013 54.710 0.008444 0.0000712930 0.0001333099 0.000049799 3.3190
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1/2/2013 54.250 -0.011546 0.0001333099 0.0000132328 0.000009019 -2.5017
1/1/2013 54.880 -0.003638 0.0000132328 0.0000119404 0.000007610 4.1047
12/31/2012 55.080 0.003455 0.0000119404 0.0000026840 0.000005788 4.0795
12/28/2012 54.890 -0.001638 0.0000026840 0.0000021203 0.000008144 4.7754
12/27/2012 54.980 0.001456 0.0000021203 0.0000277563 0.000012885 4.6285
12/26/2012 54.900 -0.005268 0.0000277563 0.0000000000 0.000005794 2.7151
12/25/2012 55.190 0 0.0000000000 0.0000026550 0.000009822 4.846512/24/2012 55.190 -0.001629 0.0000026550 0.0000316248 0.000015683 4.5279
12/21/2012 55.280 0.005624 0.0000316248 0.0000074665 0.000008607 3.0753
12/20/2012 54.970 0.002732 0.0000074665 0.0000119709 0.000010426 4.4586
12/19/2012 54.820 -0.00346 0.0000119709 0.0000074556 0.000011019 4.2458
12/18/2012 55.010 0.002731 0.0000074556 0.0000300685 0.000014932 4.3874
12/17/2012 54.860 0.005483 0.0000300685 0.0000003025 0.000008172 3.0988
12/14/2012 54.560 0.00055 0.0000003025 0.0000304345 0.000014069 4.6561
12/13/2012 54.530 0.005517 0.0000304345 0.0000086792 0.000006336 2.6638
12/12/2012 54.230 -0.002946 0.0000086792 0.0000005405 0.000005438 4.3441
12/11/2012 54.390 -0.000735 0.0000005405 0.0000000338 0.000008823 4.8695
12/10/2012 54.430 0.000184 0.0000000338 0.0000135563 0.000015449 4.6190
12/7/2012 54.420 0.003682 0.0000135563 0.0000246746 0.000019399 4.156812/6/2012 54.220 -0.004967 0.0000246746 0.0000244313 0.000019853 3.8732
12/5/2012 54.490 -0.004943 0.0000244313 0.0000027057 0.000020852 3.8843
12/4/2012 54.760 0.001645 0.0000027057 0.0000096996 0.000036217 4.1567
12/3/2012 54.670 0.003114 0.0000096996 0.0000121116 0.000060517 3.8572
11/30/2012 54.500 -0.00348 0.0000121116 0.0003028018 0.000104327 3.6070
11/29/2012 54.690 -0.017401 0.0003028018 0.0000054698 0.000005347 -23.1628
11/28/2012 55.650 0.002339 0.0000054698 0.0000020733 0.000005590 4.6391
11/27/2012 55.520 -0.00144 0.0000020733 0.0000032406 0.000008154 4.8124
11/26/2012 55.600 0.0018 0.0000032406 0.0000187810 0.000012208 4.6050
11/23/2012 55.500 0.004334 0.0000187810 0.0000016067 0.000010110 3.9032
11/22/2012 55.260 0.001268 0.0000016067 0.0000008200 0.000016871 4.5284
11/21/2012 55.190 -0.000906 0.0000008200 0.0000476492 0.000029965 4.275111/20/2012 55.240 0.006903 0.0000476492 0.0000527778 0.000025276 3.4313
11/19/2012 54.860 -0.007265 0.0000527778 0.0000276859 0.000013345 2.7158
11/16/2012 55.260 0.005262 0.0000276859 0.0000064699 0.000006694 2.9703
11/15/2012 54.970 -0.002544 0.0000064699 0.0000001318 0.000007480 4.5502
11/14/2012 55.110 0.000363 0.0000001318 0.0000000000 0.000012884 4.7057
11/13/2012 55.090 0 0.0000000000 0.0000454133 0.000023042 4.4202
11/12/2012 55.090 0.006739 0.0000454133 0.0000209689 0.000013757 3.0275
11/9/2012 54.720 0.004579 0.0000209689 0.0000001348 0.000011637 3.8608
11/8/2012 54.470 -0.000367 0.0000001348 0.0000003033 0.000020634 4.4721
11/7/2012 54.490 0.000551 0.0000003033 0.0000162532 0.000037303 4.1752
11/6/2012 54.460 -0.004032 0.0000162532 0.0001565993 0.000058469 3.8156
11/5/2012 54.680 0.012514 0.0001565993 0.0000151825 0.000010709 -2.508111/2/2012 54.000 0.003896 0.0000151825 0.0000058269 0.000009551 4.0657
11/1/2012 53.790 -0.002414 0.0000058269 0.0000181179 0.000013207 4.4779
10/31/2012 53.920 -0.004257 0.0000181179 0.0000034041 0.000012383 3.9991
10/30/2012 54.150 -0.001845 0.0000034041 0.0000372286 0.000019992 4.4060
10/29/2012 54.250 0.006102 0.0000372286 0.0000041703 0.000013158 3.2856
10/26/2012 53.920 0.002042 0.0000041703 0.0000124237 0.000020960 4.3680
10/25/2012 53.810 -0.003525 0.0000124237 0.0000000000 0.000030378 4.0775
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10/24/2012 54.000 0 0.0000000000 0.0000764191 0.000055660 3.9792
10/23/2012 54.000 0.008742 0.0000764191 0.0000764191 0.000055304 3.2915
10/22/2012 53.530 -0.008742 0.0000764191 0.0000289965 0.000054639 3.2891
10/19/2012 54.000 0.005385 0.0000289965 0.0002366957 0.000082873 3.6052
10/18/2012 53.710 0.015385 0.0002366957 0.0000000357 0.000006432 -13.3430
10/17/2012 52.890 -0.000189 0.0000000357 0.0000091205 0.000010989 4.7887
10/16/2012 52.900 -0.00302 0.0000091205 0.0000028820 0.000013840 4.345510/15/2012 53.060 0.001698 0.0000028820 0.0000173218 0.000023033 4.3578
10/12/2012 52.970 0.004162 0.0000173218 0.0000388931 0.000031199 3.9910
10/11/2012 52.750 -0.006236 0.0000388931 0.0000260064 0.000033019 3.6513
10/10/2012 53.080 0.0051 0.0000260064 0.0000417185 0.000044420 3.7992
10/9/2012 52.810 0.006459 0.0000417185 0.0000677152 0.000055914 3.6039
10/8/2012 52.470 0.008229 0.0000677152 0.0000720968 0.000061186 3.3785
10/5/2012 52.040 0.008491 0.0000720968 0.0001615336 0.000068293 3.3491
10/4/2012 51.600 -0.01271 0.0001615336 0.0000285533 0.000025960 1.2493
10/3/2012 52.260 -0.005344 0.0000285533 0.0000029393 0.000029676 3.8126
10/2/2012 52.540 0.001714 0.0000029393 0.0000973257 0.000052523 3.9802
10/1/2012 52.450 -0.009865 0.0000973257 0.0000001425 0.000036462 2.8561
9/28/2012 52.970 -0.000378 0.0000001425 0.0001625872 0.000066914 3.88619/27/2012 52.990 -0.012751 0.0001625872 0.0000184441 0.000022733 0.8509
9/26/2012 53.670 0.004295 0.0000184441 0.0000003150 0.000029943 3.9812
9/25/2012 53.440 -0.000561 0.0000003150 0.0000113707 0.000054652 3.9854
9/24/2012 53.470 0.003372 0.0000113707 0.0002504176 0.000093851 3.6574
9/21/2012 53.290 -0.015825 0.0002504176 0.0000149872 0.000018372 -2.2817
9/20/2012 54.140 -0.003871 0.0000149872 0.0000048857 0.000023960 4.0879
9/19/2012 54.350 0.00221 0.0000048857 0.0000136516 0.000040657 4.0761
9/18/2012 54.230 0.003695 0.0000136516 0.0000067315 0.000066340 3.7885
9/17/2012 54.030 0.002595 0.0000067315 0.0003117786 0.000118527 3.5728
9/14/2012 53.890 -0.017657 0.0003117786 0.0000609804 0.000026245 -1.5847
9/13/2012 54.850 -0.007809 0.0000609804 0.0000000327 0.000010054 1.8022
9/12/2012 55.280 0.000181 0.0000000327 0.0000203676 0.000017745 4.54989/11/2012 55.270 -0.004513 0.0000203676 0.0000203676 0.000019447 3.9813
9/10/2012 55.520 0.004513 0.0000203676 0.0000220257 0.000022621 3.9792
9/7/2012 55.270 -0.004693 0.0000220257 0.0000622903 0.000027507 3.9312
9/6/2012 55.530 -0.007892 0.0000622903 0.0000200407 0.000011593 2.0771
9/5/2012 55.970 0.004477 0.0000200407 0.0000116672 0.000008179 3.7129
9/4/2012 55.720 0.003416 0.0000116672 0.0000005193 0.000007019 4.1834
9/3/2012 55.530 0.000721 0.0000005193 0.0000271708 0.000011783 4.7334
8/31/2012 55.490 -0.005213 0.0000271708 0.0000026075 0.000004103 1.9717
8/30/2012 55.780 0.001615 0.0000026075 0.0000002900 0.000005049 4.9210
8/29/2012 55.690 -0.000539 0.0000002900 0.0000008045 0.000008252 4.9160
8/28/2012 55.720 -0.000897 0.0000008045 0.0000271805 0.000013906 4.6437
8/27/2012 55.770 0.005213 0.0000271805 0.0000073297 0.000008055 3.25858/24/2012 55.480 0.002707 0.0000073297 0.0000039603 0.000009483 4.4776
8/23/2012 55.330 0.00199 0.0000039603 0.0000117984 0.000014239 4.5218
8/22/2012 55.220 -0.003435 0.0000117984 0.0000352591 0.000018235 4.2136
8/21/2012 55.410 -0.005938 0.0000352591 0.0000005146 0.000011106 3.1977
8/20/2012 55.740 -0.000717 0.0000005146 0.0000104470 0.000019407 4.4927
8/17/2012 55.780 0.003232 0.0000104470 0.0000621341 0.000028712 4.1282
8/16/2012 55.600 -0.007883 0.0000621341 0.0000103501 0.000013936 2.4424
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8/15/2012 56.040 0.003217 0.0000103501 0.0000201199 0.000018572 4.2493
8/14/2012 55.860 0.004486 0.0000201199 0.0000470151 0.000021142 3.9874
8/13/2012 55.610 0.006857 0.0000470151 0.0000000328 0.000009219 2.3282
8/10/2012 55.230 -0.000181 0.0000000328 0.0000002951 0.000016188 4.5957
8/9/2012 55.240 0.000543 0.0000002951 0.0000159420 0.000029018 4.2998
8/8/2012 55.210 0.003993 0.0000159420 0.0000357982 0.000043216 3.9213
8/7/2012 54.990 -0.005983 0.0000357982 0.0000046952 0.000057347 3.65218/6/2012 55.320 -0.002167 0.0000046952 0.0002536342 0.000103024 3.6485
8/3/2012 55.440 -0.015926 0.0002536342 0.0000702025 0.000033476 0.4452
8/2/2012 56.330 0.008379 0.0000702025 0.0000000000 0.000017806 2.5777
8/1/2012 55.860 0 0.0000000000 0.0000490872 0.000032219 4.2525
7/31/2012 55.860 0.007006 0.0000490872 0.0000157926 0.000028584 3.4537
7/30/2012 55.470 0.003974 0.0000157926 0.0000779633 0.000042500 3.9283
7/27/2012 55.250 -0.00883 0.0000779633 0.0000233504 0.000029807 2.9836
7/26/2012 55.740 -0.004832 0.0000233504 0.0000457191 0.000040082 3.8521
7/25/2012 56.010 -0.006762 0.0000457191 0.0000139205 0.000045339 3.5775
7/24/2012 56.390 0.003731 0.0000139205 0.0002005552 0.000074903 3.7378
7/23/2012 56.180 0.014162 0.0002005552 0.0000118069 0.000014032 -2.4781
7/20/2012 55.390 0.003436 0.0000118069 0.0000105987 0.000017845 4.21717/19/2012 55.200 -0.003256 0.0000105987 0.0000295049 0.000025704 4.1593
7/18/2012 55.380 0.005432 0.0000295049 0.0000064770 0.000028607 3.7963
7/17/2012 55.080 0.002545 0.0000064770 0.0000011940 0.000048333 3.9828
7/16/2012 54.940 0.001093 0.0000011940 0.0002253205 0.000088394 3.7412
7/13/2012 54.880 -0.015011 0.0002253205 0.0000253885 0.000023794 -0.3307
7/12/2012 55.710 0.005039 0.0000253885 0.0000218990 0.000027605 3.8700
7/11/2012 55.430 -0.00468 0.0000218990 0.0000020606 0.000036879 3.8881
7/10/2012 55.690 -0.001435 0.0000020606 0.0000128146 0.000066499 3.8747
7/9/2012 55.770 -0.00358 0.0000128146 0.0001200892 0.000115043 3.5605
7/6/2012 55.970 0.010959 0.0001200892 0.0001910872 0.000138882 3.0897
7/5/2012 55.360 0.013823 0.0001910872 0.0000324198 0.000139206 2.8345
7/4/2012 54.600 0.005694 0.0000324198 0.0004701329 0.000238421 3.18387/3/2012 54.290 -0.021683 0.0004701329 0.0000005202 0.000151371 1.9260
7/2/2012 55.480 0.000721 0.0000005202 0.0008295547 0.000280928 3.1688
6/29/2012 55.440 -0.028802 0.0008295547 0.0000044321 0.000007247 -52.2387
6/28/2012 57.060 0.002105 0.0000044321 0.0000088873 0.000009776 4.6222
6/27/2012 56.940 -0.002981 0.0000088873 0.0000019650 0.000011724 4.3790
6/26/2012 57.110 0.001402 0.0000019650 0.0000044182 0.000019658 4.4496
6/25/2012 57.030 -0.002102 0.0000044182 0.0000069070 0.000032926 4.1746
6/22/2012 57.150 0.002628 0.0000069070 0.0001398073 0.000056117 3.9136
6/21/2012 57.000 0.011824 0.0001398073 0.0000324559 0.000016760 0.4084
6/20/2012 56.330 0.005697 0.0000324559 0.0000020430 0.000010097 3.2255
6/19/2012 56.010 0.001429 0.0000020430 0.0000394068 0.000016576 4.5232
6/18/2012 55.930 0.006277 0.0000394068 0.0000002912 0.000005434 1.51676/15/2012 55.580 -0.00054 0.0000002912 0.0000020666 0.000008971 4.8756
6/14/2012 55.610 -0.001438 0.0000020666 0.0000008068 0.000014461 4.5816
6/13/2012 55.690 0.000898 0.0000008068 0.0000185259 0.000025481 4.3540
6/12/2012 55.640 -0.004304 0.0000185259 0.0000569194 0.000035016 3.9464
6/11/2012 55.880 0.007544 0.0000569194 0.0000523965 0.000028931 3.3227
6/8/2012 55.460 0.007239 0.0000523965 0.0000055615 0.000020397 3.1967
6/7/2012 55.060 -0.002358 0.0000055615 0.0000495848 0.000033594 4.1489
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6/6/2012 55.190 -0.007042 0.0000495848 0.0000011666 0.000030839 3.4705
6/5/2012 55.580 0.00108 0.0000011666 0.0000011692 0.000055794 3.9675
6/4/2012 55.520 0.001081 0.0000011692 0.0002534528 0.000102320 3.6690
6/1/2012 55.460 -0.01592 0.0002534528 0.0000045253 0.000032276 0.3253
5/31/2012 56.350 -0.002127 0.0000045253 0.0001179605 0.000056386 3.9326
5/30/2012 56.470 0.010861 0.0001179605 0.0000441658 0.000030840 2.3619
5/29/2012 55.860 0.006646 0.0000441658 0.0000000000 0.000029072 3.54435/28/2012 55.490 0 0.0000000000 0.0000804659 0.000053224 4.0016
5/25/2012 55.490 -0.00897 0.0000804659 0.0000285562 0.000048246 3.2167
5/24/2012 55.990 -0.005344 0.0000285562 0.0000764406 0.000071227 3.6554
5/23/2012 56.290 0.008743 0.0000764406 0.0002300749 0.000084315 3.3182
5/22/2012 55.800 0.015168 0.0002300749 0.0000065053 0.000013234 -3.9952
5/21/2012 54.960 0.002551 0.0000065053 0.0000133588 0.000019651 4.3342
5/18/2012 54.820 0.003655 0.0000133588 0.0000001341 0.000027356 4.0902
5/17/2012 54.620 0.000366 0.0000001341 0.0001062831 0.000049942 4.0320
5/16/2012 54.600 0.010309 0.0001062831 0.0000003080 0.000026082 2.3207
5/15/2012 54.040 -0.000555 0.0000003080 0.0000637514 0.000047459 4.0556
5/14/2012 54.070 0.007984 0.0000637514 0.0000201091 0.000047886 3.3887
5/11/2012 53.640 0.004484 0.0000201091 0.0001167018 0.000075804 3.69215/10/2012 53.400 -0.010803 0.0001167018 0.0000831541 0.000067828 3.0200
5/9/2012 53.980 0.009119 0.0000831541 0.0001188615 0.000073804 3.2748
5/8/2012 53.490 0.010902 0.0001188615 0.0001108470 0.000062756 2.9722
5/7/2012 52.910 -0.010528 0.0001108470 0.0000334188 0.000047137 2.8865
5/4/2012 53.470 -0.005781 0.0000334188 0.0001716478 0.000066138 3.6403
5/3/2012 53.780 0.013101 0.0001716478 0.0000365648 0.000015655 -0.8686
5/2/2012 53.080 0.006047 0.0000365648 0.0000000000 0.000005484 1.8043
5/1/2012 52.760 0 0.0000000000 0.0000159060 0.000009245 4.8768
4/30/2012 52.760 0.003988 0.0000159060 0.0000001449 0.000006371 3.8147
4/27/2012 52.550 0.000381 0.0000001449 0.0000061094 0.000010809 4.7919
4/26/2012 52.530 -0.002472 0.0000061094 0.0000060793 0.000015376 4.4238
4/25/2012 52.660 -0.002466 0.0000060793 0.0000008979 0.000023909 4.27454/24/2012 52.790 0.000948 0.0000008979 0.0000944228 0.000043041 4.0973
4/23/2012 52.740 0.009717 0.0000944228 0.0000013181 0.000020586 2.1831
4/20/2012 52.230 -0.001148 0.0000013181 0.0000477272 0.000036582 4.1710
4/19/2012 52.290 0.006908 0.0000477272 0.0000936056 0.000037565 3.5405
4/18/2012 51.930 0.009675 0.0000936056 0.0000235147 0.000010884 0.4949
4/17/2012 51.430 -0.004849 0.0000235147 0.0000005995 0.000004698 2.7125
4/16/2012 51.680 0.000774 0.0000005995 0.0000045471 0.000007406 4.9472
4/13/2012 51.640 0.002132 0.0000045471 0.0000009406 0.000010002 4.6101
4/12/2012 51.530 -0.00097 0.0000009406 0.0000095925 0.000017083 4.5422
4/11/2012 51.580 -0.003097 0.0000095925 0.0000632948 0.000024910 4.1886
4/10/2012 51.740 0.007956 0.0000632948 0.0000000000 0.000006127 -0.0829
4/9/2012 51.330 0 0.0000000000 0.0000000000 0.000010443 4.81594/6/2012 51.330 0 0.0000000000 0.0000000000 0.000018490 4.5302
4/5/2012 51.330 0 0.0000000000 0.0000775361 0.000033495 4.2331
4/4/2012 51.330 0.008805 0.0000775361 0.0000046639 0.000013282 1.7768
4/3/2012 50.880 -0.00216 0.0000046639 0.0000013863 0.000020885 4.3576
4/2/2012 50.990 0.001177 0.0000013863 0.0000916818 0.000037099 4.1633
3/30/2012 50.930 -0.009575 0.0000916818 0.0000167475 0.000011211 0.6914
3/29/2012 51.420 0.004092 0.0000167475 0.0000003434 0.000009514 3.9823
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3/28/2012 51.210 0.000586 0.0000003434 0.0000003434 0.000016544 4.5754
3/27/2012 51.180 -0.000586 0.0000003434 0.0000256470 0.000029653 4.2882
3/26/2012 51.210 -0.005064 0.0000256470 0.0000000000 0.000038368 3.8310
3/23/2012 51.470 0 0.0000000000 0.0001821565 0.000070557 3.8606
3/22/2012 51.470 0.013497 0.0001821565 0.0000038857 0.000017364 -0.6837
3/21/2012 50.780 0.001971 0.0000038857 0.0000726042 0.000028979 4.2385
3/20/2012 50.680 0.008521 0.0000726042 0.0000019378 0.000007928 0.37483/19/2012 50.250 -0.001392 0.0000019378 0.0000039415 0.000012597 4.6452
3/16/2012 50.320 -0.001985 0.0000039415 0.0000047701 0.000020058 4.3913
3/15/2012 50.420 0.002184 0.0000047701 0.0000637200 0.000033452 4.1625
3/14/2012 50.310 0.007982 0.0000637200 0.0000159936 0.000021790 2.9860
3/13/2012 49.910 -0.003999 0.0000159936 0.0000313978 0.000029707 4.0239
3/12/2012 50.110 0.005603 0.0000313978 0.0000313978 0.000034895 3.7628
3/9/2012 49.830 -0.005603 0.0000313978 0.0000430851 0.000044567 3.7381
3/8/2012 50.110 -0.006564 0.0000430851 0.0000244445 0.000055339 3.5928
3/7/2012 50.440 -0.004944 0.0000244445 0.0002221998 0.000087006 3.6154
3/6/2012 50.690 0.014906 0.0002221998 0.0000251861 0.000023147 -0.3819
3/5/2012 49.940 0.005019 0.0000251861 0.0000620885 0.000026523 3.8750
3/2/2012 49.690 0.00788 0.0000620885 0.0000182221 0.000009885 1.70273/1/2012 49.300 0.004269 0.0000182221 0.0000041412 0.000006125 3.5951
2/29/2012 49.090 -0.002035 0.0000041412 0.0000080773 0.000007866 4.6943
2/28/2012 49.190 -0.002842 0.0000080773 0.0000165045 0.000008665 4.4431
2/27/2012 49.330 0.004063 0.0000165045 0.0000092932 0.000004918 3.5143
2/24/2012 49.130 -0.003048 0.0000092932 0.0000003704 0.000002413 3.6225
2/23/2012 49.280 -0.000609 0.0000003704 0.0000033252 0.000003288 5.3374
2/22/2012 49.310 -0.001824 0.0000033252 0.0000001638 0.000003083 4.8866
2/21/2012 49.400 -0.000405 0.0000001638 0.0000000000 0.000004666 5.2011
2/20/2012 49.420 0 0.0000000000 0.0000003683 0.000007719 4.9670
2/17/2012 49.420 -0.000607 0.0000003683 0.0000001636 0.000013182 4.6854
2/16/2012 49.450 0.000405 0.0000001636 0.0000079992 0.000023496 4.4069
2/15/2012 49.430 -0.002828 0.0000079992 0.0000368502 0.000037857 4.06632/14/2012 49.570 0.00607 0.0000368502 0.0001019497 0.000046702 3.6724
2/13/2012 49.270 -0.010097 0.0001019497 0.0000131275 0.000022734 2.1847
2/10/2012 49.770 0.003623 0.0000131275 0.0000530859 0.000033249 4.0394
2/9/2012 49.590 0.007286 0.0000530859 0.0000006596 0.000028019 3.3751
2/8/2012 49.230 -0.000812 0.0000006596 0.0000373017 0.000050852 4.0179
2/7/2012 49.270 0.006108 0.0000373017 0.0000852258 0.000070650 3.5960
2/6/2012 48.970 0.009232 0.0000852258 0.0002110369 0.000077779 3.2640
2/3/2012 48.520 -0.014527 0.0002110369 0.0000069547 0.000012880 -3.4814
2/2/2012 49.230 -0.002637 0.0000069547 0.0000180237 0.000018712 4.3384
2/1/2012 49.360 -0.004245 0.0000180237 0.0000196103 0.000022707 4.0306
1/31/2012 49.570 -0.004428 0.0000196103 0.0000526587 0.000029169 3.9661
1/30/2012 49.790 0.007257 0.0000526587 0.0000234605 0.000020678 3.20101/27/2012 49.430 -0.004844 0.0000234605 0.0000550795 0.000022993 3.9111
1/26/2012 49.670 -0.007422 0.0000550795 0.0000078056 0.000007658 1.3745
1/25/2012 50.040 -0.002794 0.0000078056 0.0000000000 0.000008446 4.4599
1/24/2012 50.180 0 0.0000000000 0.0000158223 0.000014767 4.6426
1/23/2012 50.180 -0.003978 0.0000158223 0.0000006309 0.000016719 4.1074
1/20/2012 50.380 0.000794 0.0000006309 0.0000047644 0.000029799 4.2810
1/19/2012 50.340 -0.002183 0.0000047644 0.0000505583 0.000051619 3.9707
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1/18/2012 50.450 -0.00711 0.0000505583 0.0001566822 0.000063842 3.5146
1/17/2012 50.810 -0.012517 0.0001566822 0.0000273957 0.000020676 0.6853
1/16/2012 51.450 -0.005234 0.0000273957 0.0000003366 0.000020543 3.8108
1/13/2012 51.720 0.00058 0.0000003366 0.0000291847 0.000037114 4.1773
1/12/2012 51.690 -0.005402 0.0000291847 0.0000134150 0.000050080 3.7406
1/11/2012 51.970 0.003663 0.0000134150 0.0002292693 0.000084056 3.6933
1/10/2012 51.780 -0.015142 0.0002292693 0.0000104236 0.000013252 -3.95341/9/2012 52.570 -0.003229 0.0000104236 0.0000389079 0.000017250 4.2628
1/6/2012 52.740 -0.006238 0.0000389079 0.0000005685 0.000007002 2.2373
1/5/2012 53.070 0.000754 0.0000005685 0.0000257916 0.000011721 4.7339
1/4/2012 53.030 -0.005079 0.0000257916 0.0000050574 0.000004844 2.5378
1/3/2012 53.300 -0.002249 0.0000050574 0.0000012629 0.000004908 4.6782
1/2/2012 53.420 0.001124 0.0000012629 0.0000101824 0.000007386 4.9035
12/30/2011 53.360 0.003191 0.0000101824 0.0000022655 0.000006462 4.2680
12/29/2011 53.190 0.001505 0.0000022655 0.0000005668 0.000009660 4.7376
12/28/2011 53.110 -0.000753 0.0000005668 0.0000342181 0.000016678 4.5648
12/27/2011 53.150 0.00585 0.0000342181 0.0000017527 0.000008849 2.9652
12/26/2011 52.840 -0.001324 0.0000017527 0.0000017527 0.000014429 4.5935
12/23/2011 52.910 0.001324 0.0000017527 0.0000043427 0.000024834 4.347412/22/2011 52.840 0.002084 0.0000043427 0.0000223722 0.000042623 4.0617
12/21/2011 52.730 -0.00473 0.0000223722 0.0000187651 0.000064586 3.7316
12/20/2011 52.980 -0.004332 0.0000187651 0.0000689481 0.000107778 3.5617
12/19/2011 53.210 0.008304 0.0000689481 0.0001887548 0.000157121 3.2409
12/16/2011 52.770 -0.013739 0.0001887548 0.0002661722 0.000174661 2.8670
12/15/2011 53.500 -0.016315 0.0002661722 0.0003874970 0.000159251 2.6179
12/14/2011 54.380 0.019685 0.0003874970 0.0000257722 0.000055116 0.4688
12/13/2011 53.320 0.005077 0.0000257722 0.0002137729 0.000085766 3.6128
12/12/2011 53.050 0.014621 0.0002137729 0.0000009138 0.000026072 0.2587
12/9/2011 52.280 -0.000956 0.0000009138 0.0001036257 0.000047062 4.0534
12/8/2011 52.330 0.01018 0.0001036257 0.0000542130 0.000022364 2.1183
12/7/2011 51.800 0.007363 0.0000542130 0.0000003406 0.000007025 1.155412/6/2011 51.420 0.000584 0.0000003406 0.0000045915 0.000011906 4.7360
12/5/2011 51.390 0.002143 0.0000045915 0.0000255772 0.000018364 4.4086
12/2/2011 51.280 -0.005057 0.0000255772 0.0000198259 0.000017363 3.8251
12/1/2011 51.540 -0.004453 0.0000198259 0.0000403748 0.000019071 3.9949
11/30/2011 51.770 -0.006354 0.0000403748 0.0000000368 0.000009484 2.7355
11/29/2011 52.100 -0.000192 0.0000000368 0.0000177490 0.000016680 4.5806
11/28/2011 52.110 -0.004213 0.0000177490 0.0000105879 0.000019089 4.0494
11/25/2011 52.330 0.003254 0.0000105879 0.0000328909 0.000028030 4.1333
11/24/2011 52.160 -0.005735 0.0000328909 0.0000009075 0.000030840 3.7412
11/23/2011 52.460 -0.000953 0.0000009075 0.0000023247 0.000055957 3.9684
11/22/2011 52.510 0.001525 0.0000023247 0.0002546346 0.000101907 3.6654
11/21/2011 52.430 0.015957 0.0002546346 0.0000411636 0.000030772 0.138111/18/2011 51.600 0.006416 0.0000411636 0.0000496520 0.000030811 3.6069
11/17/2011 51.270 0.007046 0.0000496520 0.0000111878 0.000025608 3.3979
11/16/2011 50.910 0.003345 0.0000111878 0.0000565105 0.000039813 4.0062
11/15/2011 50.740 0.007517 0.0000565105 0.0000267931 0.000038130 3.4273
11/14/2011 50.360 0.005176 0.0000267931 0.0000696939 0.000053462 3.7488
11/11/2011 50.100 -0.008348 0.0000696939 0.0000208214 0.000055385 3.3525
11/10/2011 50.520 0.004563 0.0000208214 0.0002257755 0.000089345 3.6260
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11/9/2011 50.290 0.015026 0.0002257755 0.0000474280 0.000025285 -0.0910
11/8/2011 49.540 0.006887 0.0000474280 0.0000001652 0.000016686 3.1604
11/7/2011 49.200 -0.000406 0.0000001652 0.0000106016 0.000030029 4.2850
11/4/2011 49.220 0.003256 0.0000106016 0.0000279380 0.000048420 3.9394
11/3/2011 49.060 -0.005286 0.0000279380 0.0000255645 0.000071934 3.6567
11/2/2011 49.320 -0.005056 0.0000255645 0.0002324328 0.000117253 3.4976
11/1/2011 49.570 0.015246 0.0002324328 0.0000152056 0.000073183 2.254310/31/2011 48.820 0.003899 0.0000152056 0.0003665382 0.000126019 3.5103
10/28/2011 48.630 -0.019145 0.0003665382 0.0000000000 0.000006180 -24.5766
10/27/2011 49.570 0 0.0000000000 0.0000000000 0.000010542 4.8111
10/26/2011 49.570 0 0.0000000000 0.0000131381 0.000018676 4.5252
10/25/2011 49.570 -0.003625 0.0000131381 0.0000251256 0.000025675 4.1102
10/24/2011 49.750 -0.005013 0.0000251256 0.0000000400 0.000031275 3.8657
10/21/2011 50.000 -0.0002 0.0000000400 0.0001607190 0.000057307 3.9643
10/20/2011 50.010 0.012678 0.0001607190 0.0000010263 0.000005982 -8.3381
10/19/2011 49.380 0.001013 0.0000010263 0.0000059320 0.000009536 4.8075
10/18/2011 49.330 0.002436 0.0000059320 0.0000069973 0.000013113 4.4758
10/17/2011 49.210 0.002645 0.0000069973 0.0000105930 0.000019119 4.3305
10/14/2011 49.080 -0.003255 0.0000105930 0.0000280291 0.000028084 4.132610/13/2011 49.240 0.005294 0.0000280291 0.0000149895 0.000033963 3.8135
10/12/2011 48.980 -0.003872 0.0000149895
10/11/2011 49.170
Var 0.0000530272
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GARCH
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0.0047756959% 0.6911%0.0004034962% 0.2009%
G'R!( )**, Uncond"t"ona# -/' SD
SD
.331 0.76081 0.000192476 1.387%1.615% 0.007612 0.000197058 1.404%
0.369% 0.007583 0.000161165 1.270%
0.478% 0.007366 0.000171293 1.309%
0.641% 0.007378 0.000182169 1.350%
0.786% 0.007382 0.000192376 1.387%
1.014% 0.007383 0.000203506 1.427%
1.290% 0.007395 0.000213976 1.463%
1.261% 0.007397 0.000212229 1.457%
1.719% 0.007373 0.000225775 1.503%
1.487% 0.007384 0.000206389 1.437%
2.019% 0.007222 0.000219193 1.481%
1.552% 0.007252 0.000179930 1.341%
0.860% 0.006994 0.000152990 1.237%
1.169% 0.006885 0.000162719 1.276%
1.162% 0.006888 0.000160897 1.268%
1.485% 0.006823 0.000168070 1.296%
2.011% 0.006814 0.000178231 1.335%
0.964% 0.006897 0.000121789 1.104%
1.072% 0.006594 0.000123679 1.112%
1.410% 0.006570 0.000130096 1.141%
1.816% 0.006564 0.000134294 1.159%
1.189% 0.006540 0.000094365 0.971%
1.447% 0.006417 0.000094900 0.974%
1.211% 0.006409 0.000076061 0.872%
0.349% 0.006289 0.000054162 0.736%
0.465% 0.006164 0.000057612 0.759%
0.608% 0.006170 0.000061047 0.781%
0.820% 0.006176 0.000064882 0.805%
0.507% 0.006199 0.000058885 0.767%
0.686% 0.006155 0.000062643 0.791%
0.344% 0.006158 0.000058952 0.768%
0.445% 0.006114 0.000062578 0.791%
0.521% 0.006124 0.000065676 0.810%
0.670% 0.006121 0.000069375 0.833%
0.789% 0.006119 0.000071694 0.847%
1.059% 0.006110 0.000075978 0.872%
1 1 3
2 5
3 7
4 9
6 1
7 3
8 5
9 7
1 0 9
1 2 1
0.0000%
0.5000%
1.0000%
1.5000%
2.0000%
2.5000%
2 2 4
4 6
6 8
9 0
1 1 2
1 3 4
1 5 6
1 7 8
2 0 0
2 2 2
0.0000%
0.5000%
1.0000%
1.5000%
2.0000%
2.5000%
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GARCH
Page 13
1.417% 0.006116 0.000080070 0.895%
0.585% 0.006112 0.000050342 0.710%
0.338% 0.005932 0.000048276 0.695%
0.422% 0.005910 0.000051094 0.715%
0.257% 0.005922 0.000051723 0.719%
0.304% 0.005907 0.000054806 0.740%
0.402% 0.005908 0.000058297 0.764%0.531% 0.005931 0.000061930 0.787%
0.616% 0.005934 0.000064478 0.803%
0.587% 0.005931 0.000064952 0.806%
0.653% 0.005928 0.000066992 0.818%
0.872% 0.005918 0.000071005 0.843%
0.377% 0.005916 0.000062539 0.791%
0.492% 0.005846 0.000066387 0.815%
0.610% 0.005859 0.000069915 0.836%
0.824% 0.005857 0.000074333 0.862%
1.117% 0.005948 0.000078992 0.889%
0.989% 0.005970 0.000070295 0.838%
0.505% 0.005892 0.000058779 0.767%0.650% 0.005823 0.000062080 0.788%
0.737% 0.005825 0.000063626 0.798%
0.703% 0.005842 0.000062459 0.790%
0.842% 0.005824 0.000064367 0.802%
1.017% 0.005829 0.000065632 0.810%
1.133% 0.005816 0.000063321 0.796%
0.483% 0.005846 0.000045261 0.673%
0.528% 0.005730 0.000046647 0.683%
0.678% 0.005725 0.000049109 0.701%
0.798% 0.005732 0.000050067 0.708%
0.976% 0.005720 0.000050958 0.714%
0.721% 0.005709 0.000041411 0.644%0.609% 0.005724 0.000038018 0.617%
0.381% 0.005699 0.000034924 0.591%
0.498% 0.005678 0.000037031 0.609%
0.564% 0.005678 0.000038011 0.617%
0.764% 0.005674 0.000040436 0.636%
1.018% 0.005717 0.000042593 0.653%
0.673% 0.005780 0.000030195 0.550%
0.507% 0.005708 0.000026204 0.512%
0.575% 0.005847 0.000026443 0.514%
0.295% 0.005839 0.000022790 0.477%
0.384% 0.006098 0.000024195 0.492%
0.403% 0.006099 0.000024687 0.497%0.376% 0.006097 0.000024703 0.497%
0.458% 0.006089 0.000025828 0.508%
0.591% 0.006088 0.000027136 0.521%
0.352% 0.006089 0.000023566 0.485%
0.354% 0.006108 0.000024078 0.491%
0.459% 0.006114 0.000025484 0.505%
0.609% 0.006114 0.000026980 0.519%
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GARCH
Page 14
0.558% 0.006126 0.000024898 0.499%
0.398% 0.006106 0.000022256 0.472%
0.432% 0.006084 0.000022660 0.476%
0.205% 0.006079 0.000021068 0.459%
0.260% 0.006069 0.000022404 0.473%
0.339% 0.006089 0.000023825 0.488%
0.453% 0.006107 0.000025344 0.503%0.604% 0.006108 0.000026886 0.519%
0.713% 0.006125 0.000026936 0.519%
0.275% 0.006116 0.000019804 0.445%
0.357% 0.006069 0.000021033 0.459%
0.466% 0.006153 0.000022269 0.472%
0.296% 0.006154 0.000020524 0.453%
0.389% 0.006177 0.000021814 0.467%
0.496% 0.006192 0.000022939 0.479%
0.669% 0.006191 0.000024383 0.494%
0.360% 0.006217 0.000018810 0.434%
0.348% 0.006189 0.000018867 0.434%
0.225% 0.006210 0.000018375 0.429%0.260% 0.006278 0.000019372 0.440%
0.315% 0.006279 0.000020433 0.452%
0.374% 0.006283 0.000021371 0.462%
0.372% 0.006281 0.000021582 0.465%
0.497% 0.006310 0.000022951 0.479%
0.625% 0.006310 0.000023785 0.488%
0.818% 0.006328 0.000024813 0.498%
0.298% 0.006332 0.000014585 0.382%
0.368% 0.006309 0.000015303 0.391%
0.258% 0.006335 0.000014474 0.380%
0.280% 0.006364 0.000015034 0.388%
0.351% 0.006399 0.000015856 0.398%0.237% 0.006409 0.000015188 0.390%
0.264% 0.006455 0.000015900 0.399%
0.322% 0.006464 0.000016743 0.409%
0.209% 0.006463 0.000016373 0.405%
0.204% 0.006461 0.000017110 0.414%
0.245% 0.006460 0.000018125 0.426%
0.205% 0.006462 0.000018662 0.432%
0.262% 0.006461 0.000019853 0.446%
0.207% 0.006461 0.000020346 0.451%
0.231% 0.006486 0.000021470 0.463%
0.207% 0.006486 0.000022357 0.473%
0.221% 0.006498 0.000023568 0.485%0.266% 0.006525 0.000024968 0.500%
0.347% 0.006533 0.000026542 0.515%
0.453% 0.006533 0.000028131 0.530%
0.190% 0.006533 0.000026476 0.515%
0.240% 0.006518 0.000028163 0.531%
0.276% 0.006521 0.000029744 0.545%
0.253% 0.006539 0.000030943 0.556%
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GARCH
Page 15
0.250% 0.006535 0.000032433 0.570%
0.286% 0.006533 0.000034242 0.585%
0.375% 0.006531 0.000036408 0.603%
0.485% 0.006554 0.000038558 0.621%
0.418% 0.006555 0.000038408 0.620%
0.539% 0.006541 0.000040604 0.637%
0.712% 0.006570 0.000042941 0.655%0.959% 0.006573 0.000045512 0.675%
1.071% 0.006572 0.000042701 0.653%
0.511% 0.006545 0.000026241 0.512%
0.367% 0.006461 0.000024407 0.494%
0.491% 0.006443 0.000025965 0.510%
0.581% 0.006499 0.000026573 0.515%
0.484% 0.006494 0.000024308 0.493%
0.355% 0.006494 0.000022769 0.477%
0.375% 0.006481 0.000023357 0.483%
0.388% 0.006479 0.000023801 0.488%
0.519% 0.006474 0.000025301 0.503%
0.255% 0.006492 0.000022524 0.475%0.264% 0.006478 0.000023531 0.485%
0.342% 0.006485 0.000024998 0.500%
0.392% 0.006496 0.000026032 0.510%
0.447% 0.006508 0.000026900 0.519%
0.555% 0.006513 0.000028051 0.530%
0.378% 0.006578 0.000025513 0.505%
0.411% 0.006565 0.000026236 0.512%
0.307% 0.006580 0.000025741 0.507%
0.320% 0.006573 0.000026733 0.517%
0.417% 0.006572 0.000028358 0.533%
0.544% 0.006574 0.000029986 0.548%
0.565% 0.006578 0.000029613 0.544%0.336% 0.006569 0.000026642 0.516%
0.238% 0.006543 0.000026860 0.518%
0.243% 0.006538 0.000028202 0.531%
0.317% 0.006537 0.000029999 0.548%
0.394% 0.006537 0.000031693 0.563%
0.526% 0.006536 0.000033680 0.580%
0.701% 0.006536 0.000035688 0.597%
0.716% 0.006538 0.000033910 0.582%
0.375% 0.006527 0.000027805 0.527%
0.454% 0.006517 0.000029100 0.539%
0.597% 0.006519 0.000030784 0.555%
0.622% 0.006533 0.000029986 0.548%0.521% 0.006518 0.000027381 0.523%
0.358% 0.006508 0.000025359 0.504%
0.421% 0.006512 0.000026436 0.514%
0.523% 0.006579 0.000027650 0.526%
0.551% 0.006579 0.000027388 0.523%
0.714% 0.006577 0.000028658 0.535%
0.706% 0.006583 0.000025937 0.509%
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GARCH
Page 16
0.300% 0.006577 0.000019083 0.437%
0.276% 0.006541 0.000019456 0.441%
0.241% 0.006555 0.000019936 0.446%
0.285% 0.006556 0.000021037 0.459%
0.359% 0.006554 0.000022245 0.472%
0.241% 0.006560 0.000021893 0.468%
0.313% 0.006550 0.000023290 0.483%0.396% 0.006552 0.000024608 0.496%
0.293% 0.006568 0.000024160 0.492%
0.323% 0.006611 0.000025225 0.502%
0.332% 0.006618 0.000026071 0.511%
0.386% 0.006614 0.000027259 0.522%
0.286% 0.006622 0.000027080 0.520%
0.375% 0.006617 0.000028789 0.537%
0.252% 0.006690 0.000028684 0.536%
0.233% 0.006685 0.000029961 0.547%
0.297% 0.006694 0.000031839 0.564%
0.393% 0.006694 0.000033869 0.582%
0.440% 0.006702 0.000035166 0.593%0.446% 0.006700 0.000035836 0.599%
0.457% 0.006693 0.000036564 0.605%
0.602% 0.006688 0.000038725 0.622%
0.778% 0.006688 0.000040577 0.637%
1.021% 0.006685 0.000042394 0.651%
0.231% 0.006691 0.000025773 0.508%
0.236% 0.006596 0.000027068 0.520%
0.286% 0.006595 0.000028664 0.535%
0.349% 0.006595 0.000030287 0.550%
0.318% 0.006602 0.000031021 0.557%
0.411% 0.006603 0.000032899 0.574%
0.547% 0.006623 0.000034946 0.591%0.503% 0.006683 0.000034135 0.584%
0.365% 0.006751 0.000032945 0.574%
0.259% 0.006851 0.000033281 0.577%
0.273% 0.006851 0.000034992 0.592%
0.359% 0.006911 0.000037218 0.610%
0.480% 0.006911 0.000039593 0.629%
0.371% 0.006941 0.000039222 0.626%
0.341% 0.006943 0.000040387 0.636%
0.454% 0.006938 0.000042956 0.655%
0.611% 0.006939 0.000045679 0.676%
0.765% 0.006947 0.000047557 0.690%
0.327% 0.006948 0.000040597 0.637%0.309% 0.006916 0.000042219 0.650%
0.363% 0.006912 0.000044542 0.667%
0.352% 0.006915 0.000046228 0.680%
0.447% 0.006912 0.000048962 0.700%
0.363% 0.006922 0.000049711 0.705%
0.458% 0.006911 0.000052618 0.725%
0.551% 0.006911 0.000055183 0.743%
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GARCH
Page 17
0.746% 0.006981 0.000058706 0.766%
0.744% 0.006992 0.000057575 0.759%
0.739% 0.006985 0.000056372 0.751%
0.910% 0.006964 0.000058119 0.762%
0.254% 0.006972 0.000046721 0.684%
0.331% 0.006911 0.000049701 0.705%
0.372% 0.006932 0.000052291 0.723%0.480% 0.006935 0.000055445 0.745%
0.559% 0.006999 0.000057878 0.761%
0.575% 0.007008 0.000059090 0.769%
0.666% 0.006995 0.000061202 0.782%
0.748% 0.006991 0.000062445 0.790%
0.782% 0.006989 0.000062109 0.788%
0.826% 0.006978 0.000061471 0.784%
0.510% 0.007024 0.000055085 0.742%
0.545% 0.006979 0.000056778 0.754%
0.725% 0.007080 0.000060215 0.776%
0.604% 0.007080 0.000057846 0.761%
0.818% 0.007050 0.000061529 0.784%0.477% 0.007054 0.000055078 0.742%
0.547% 0.007012 0.000057417 0.758%
0.739% 0.007008 0.000061062 0.781%
0.969% 0.007053 0.000064233 0.801%
0.429% 0.007050 0.000052349 0.724%
0.489% 0.006974 0.000054734 0.740%
0.638% 0.006970 0.000057916 0.761%
0.814% 0.006973 0.000060741 0.779%
1.089% 0.006977 0.000064189 0.801%
0.512% 0.006981 0.000048385 0.696%
0.317% 0.000047581
0.421%0.441%
0.476%
0.524%
0.340%
0.286%
0.265%
0.343%
0.203%
0.225%
0.287%
0.373%
0.284%0.308%
0.377%
0.427%
0.333%
0.441%
0.536%
0.373%
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GARCH
Page 18
0.431%
0.460%
0.304%
0.402%
0.539%
0.657%
0.757%1.015%
0.579%
0.422%
0.568%
0.535%
0.652%
0.546%
0.633%
0.673%
0.865%
0.375%
0.422%0.507%
0.535%
0.695%
0.940%
0.488%
0.525%
0.607%
0.815%
1.073%
1.178%
1.180%
1.544%1.230%
1.676%
0.269%
0.313%
0.342%
0.443%
0.574%
0.749%
0.409%
0.318%
0.407%
0.233%0.300%
0.380%
0.505%
0.592%
0.538%
0.452%
0.580%
-
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GARCH
Page 19
0.555%
0.747%
1.012%
0.568%
0.751%
0.555%
0.539%0.730%
0.695%
0.844%
0.918%
0.364%
0.443%
0.523%
0.707%
0.511%
0.689%
0.692%
0.871%0.824%
0.859%
0.792%
0.687%
0.813%
0.396%
0.234%
0.304%
0.252%
0.329%
0.392%
0.489%0.656%
0.454%
0.605%
0.613%
0.330%
0.217%
0.272%
0.316%
0.413%
0.499%
0.248%
0.323%0.430%
0.579%
0.364%
0.457%
0.609%
0.335%
0.308%
-
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GARCH
Page 20
0.407%
0.545%
0.619%
0.840%
0.417%
0.538%
0.282%0.355%
0.448%
0.578%
0.467%
0.545%
0.591%
0.668%
0.744%
0.933%
0.481%
0.515%
0.314%0.247%
0.280%
0.294%
0.222%
0.155%
0.181%
0.176%
0.216%
0.278%
0.363%
0.485%
0.615%0.683%
0.477%
0.577%
0.529%
0.713%
0.841%
0.882%
0.359%
0.433%
0.477%
0.540%
0.455%0.480%
0.277%
0.291%
0.384%
0.409%
0.546%
0.718%
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GARCH
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0.799%
0.455%
0.453%
0.609%
0.708%
0.917%
0.364%0.415%
0.265%
0.342%
0.220%
0.222%
0.272%
0.254%
0.311%
0.408%
0.297%
0.380%
0.498%0.653%
0.804%
1.038%
1.253%
1.322%
1.262%
0.742%
0.926%
0.511%
0.686%
0.473%
0.265%0.345%
0.429%
0.417%
0.437%
0.308%
0.408%
0.437%
0.529%
0.555%
0.748%
1.009%
0.555%0.555%
0.506%
0.631%
0.617%
0.731%
0.744%
0.945%
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GARCH
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0.503%
0.408%
0.548%
0.696%
0.848%
1.083%
0.855%1.123%
0.249%
0.325%
0.432%
0.507%
0.559%
0.757%
0.245%
0.309%
0.362%
0.437%
0.530%0.583%
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GARCH
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1 3 3
1 4 5
1 5 7
1 6 9
1 8 1
1 9 3
2 0 5
2 1 7
2 2 9
2 4 1
2 5 3
2 6 5
2 4 4
2 6 6
2 8 8
3 1 0
3 3 2
3 5 4
3 7 6
3 9 8
4 2 0
4 4 2
4 6 4
4 8 6
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GARCH
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GARCH
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GARCH
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GARCH
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GARCH
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GARCH
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GARCH
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GARCH
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GARCH
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GARCH