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23
45
ζ0 = 5.02, ζ = 2.09, Filter 1 = 2.71, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0) x x x
x
x
x
x
x
x
x
x
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x
xx
CVX , 2009−01−02
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23
45
ζ0 = 5.73, ζ = 2.31, Filter 1 = 3.07, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0) xx
x
xx x
x
xxx
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xx
CVX , 2009−01−05
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02
46
8
ζ0 = 9.12, ζ = 2.82, Filter 1 = 3.65, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
xxxxx
x
xx x x x x
x
CVX , 2009−01−06
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02
46
8
ζ0 = 9.37, ζ = 2.6, Filter 1 = 3.14, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xxx
x
xx x x x
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x
CVX , 2009−01−07
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02
46
8
ζ0 = 9.43, ζ = 2.52, Filter 1 = 3.39, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
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x
x
x
CVX , 2009−01−08
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23
45
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ζ0 = 5.91, ζ = 2.31, Filter 1 = 2.95, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0) x
x x
x
x
xx
x
x
x
x
CVX , 2009−01−09
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23
45
6
ζ0 = 6.44, ζ = 2.07, Filter 1 = 2.63, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
x
x x
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xxx
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xx
xxx
CVX , 2009−01−12
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23
4
ζ0 = 4.78, ζ = 2.76, Filter 1 = 4.05, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
xx x x
x xx
CVX , 2009−01−13
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23
45
6
ζ0 = 5.8, ζ = 2.73, Filter 1 = 3.97, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
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x
CVX , 2009−01−14
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23
45
6
ζ0 = 6.53, ζ = 2.8, Filter 1 = 4.58, # Vol.Jumps = 4Time
ζ i−1 (
x 10
0)
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x
CVX , 2009−01−15
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23
45
6
ζ0 = 5.9, ζ = 2.97, Filter 1 = 3.66, # Vol.Jumps = 17Time
ζ i−1 (
x 10
0)
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x
CVX , 2009−01−16
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02
46
8
ζ0 = 8.94, ζ = 2.95, Filter 1 = 4.16, # Vol.Jumps = 4Time
ζ i−1 (
x 10
0)
x
xx x
CVX , 2009−01−20
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23
45
ζ0 = 4.53, ζ = 3.35, Filter 1 = 4.27, # Vol.Jumps = 2Time
ζ i−1 (
x 10
0)
x
xCVX , 2009−01−21
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46
ζ0 = 7.33, ζ = 3.69, Filter 1 = 5.34, # Vol.Jumps = 4Time
ζ i−1 (
x 10
0)
x xx
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CVX , 2009−01−22
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02
46
8
ζ0 = 7.96, ζ = 3.63, Filter 1 = 4.41, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0) xxx x x xx x
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CVX , 2009−01−23
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23
45
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ζ0 = 4.82, ζ = 3.29, Filter 1 = 4.11, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
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x CVX , 2009−01−26
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02
46
810
1214
ζ0 = 4.06, ζ = 2.85, Filter 1 = 3.61, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x
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CVX , 2009−01−27
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46
ζ0 = 6.85, ζ = 2.63, Filter 1 = 4.1, # Vol.Jumps = 16Time
ζ i−1 (
x 10
0)
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CVX , 2009−01−28
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23
45
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ζ0 = 5.85, ζ = 2.66, Filter 1 = 3.67, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x
x x
xx
CVX , 2009−01−29
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02
46
810
ζ0 = 11.26, ζ = 2.8, Filter 1 = 4.4, # Vol.Jumps = 3Time
ζ i−1 (
x 10
0)
xx x
CVX , 2009−01−30
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02
46
8
ζ0 = 9.54, ζ = 2.45, Filter 1 = 3.32, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
xx xxxxx x
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CVX , 2009−02−02
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23
4
ζ0 = 4.32, ζ = 2.18, Filter 1 = 2.75, # Vol.Jumps = 18Time
ζ i−1 (
x 10
0)
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CVX , 2009−02−03
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23
45
ζ0 = 4.66, ζ = 2.19, Filter 1 = 3.95, # Vol.Jumps = 4Time
ζ i−1 (
x 10
0)
x
xx
xCVX , 2009−02−04
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23
45
ζ0 = 5.12, ζ = 2.68, Filter 1 = 3.45, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x x
xx x
CVX , 2009−02−05
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23
45
ζ0 = 5.44, ζ = 1.98, Filter 1 = 2.86, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x
x x xx
x
CVX , 2009−02−06
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02
46
ζ0 = 7.29, ζ = 1.95, Filter 1 = 2.47, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
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x
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CVX , 2009−02−09
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23
45
6
ζ0 = 5.8, ζ = 3.02, Filter 1 = 4.68, # Vol.Jumps = 2Time
ζ i−1 (
x 10
0)
xx
CVX , 2009−02−10
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23
45
6
ζ0 = 6.69, ζ = 2.29, Filter 1 = 3.08, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
xx
x
xx
x
x
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x
x
x
x
CVX , 2009−02−11
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23
45
6
ζ0 = 6.41, ζ = 2.33, Filter 1 = 3.2, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
x
xx x
x
x
x
xx x
xx x
x
CVX , 2009−02−12
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23
45
6
ζ0 = 6.66, ζ = 1.98, Filter 1 = 2.71, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
x xx
xx
x xxx x
x
x
x
xx
CVX , 2009−02−13
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02
46
8
ζ0 = 8.83, ζ = 2.29, Filter 1 = 2.85, # Vol.Jumps = 17Time
ζ i−1 (
x 10
0)
x
x xxx x
xxx
x
x
x
x
x x
xx
CVX , 2009−02−17
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23
45
ζ0 = 5.68, ζ = 2.49, Filter 1 = 3.48, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x
x
xxx x x
x
CVX , 2009−02−18
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23
45
67
ζ0 = 7.19, ζ = 1.91, Filter 1 = 2.87, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xxx
x
xx
xxx
xx
CVX , 2009−02−19
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23
45
6
ζ0 = 6.69, ζ = 2.47, Filter 1 = 4.75, # Vol.Jumps = 1Time
ζ i−1 (
x 10
0)
x
CVX , 2009−02−20
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23
45
6
ζ0 = 5.95, ζ = 2.55, Filter 1 = 3.15, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
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xx
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x
x
x
x
CVX , 2009−02−23
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02
46
810
ζ0 = 11.26, ζ = 2.79, Filter 1 = 3.5, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
xxx
x
xxx
xx x
xx x x
x
CVX , 2009−02−24
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23
45
6
ζ0 = 6.03, ζ = 2.72, Filter 1 = 4.26, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x
x
xx
xx
xx
x
CVX , 2009−02−25
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23
45
ζ0 = 5.6, ζ = 2.54, Filter 1 = 3.81, # Vol.Jumps = 4Time
ζ i−1 (
x 10
0)
x
x
x
x CVX , 2009−02−26
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02
46
8
ζ0 = 9.5, ζ = 2.94, Filter 1 = 4.09, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
xxx x x
xxxx
x
x
xx
CVX , 2009−02−27
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02
46
810
12
ζ0 = 11.6, ζ = 3.1, Filter 1 = 4.32, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x
xx
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xx x
x
CVX , 2009−03−02
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23
45
6
ζ0 = 5.99, ζ = 3.05, Filter 1 = 4.29, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x
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xxx
xx x
CVX , 2009−03−03
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02
46
8
ζ0 = 7.71, ζ = 2.81, Filter 1 = 3.89, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
xx
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xx
CVX , 2009−03−04
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02
46
ζ0 = 7.28, ζ = 2.97, Filter 1 = 3.98, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0) xx x x
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xx
x
CVX , 2009−03−05
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46
ζ0 = 7.42, ζ = 2.81, Filter 1 = 4.04, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0) xx x
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xx
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xx
x
CVX , 2009−03−06
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02
46
810
ζ0 = 11.17, ζ = 2.81, Filter 1 = 4.82, # Vol.Jumps = 3Time
ζ i−1 (
x 10
0)
x
x
x
CVX , 2009−03−09
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02
46
8
ζ0 = 8.16, ζ = 2.61, Filter 1 = 4.03, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0) x
xx
xxx
CVX , 2009−03−10
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23
45
6
ζ0 = 6.69, ζ = 2.6, Filter 1 = 3.78, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0) x x xx
x
CVX , 2009−03−11
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23
45
6
ζ0 = 6.49, ζ = 2.43, Filter 1 = 3.23, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
xxxx
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xx
CVX , 2009−03−12
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23
45
67
ζ0 = 7.17, ζ = 2.28, Filter 1 = 3.24, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
xxx
x x x
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x
CVX , 2009−03−13
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02
46
8
ζ0 = 8.47, ζ = 2.12, Filter 1 = 2.84, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x xx
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xx
xxxxx
x
CVX , 2009−03−16
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02
46
8
ζ0 = 7.99, ζ = 2.1, Filter 1 = 2.75, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x
xxxx
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x
x x
CVX , 2009−03−17
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02
46
810
ζ0 = 5.72, ζ = 2.37, Filter 1 = 3.88, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
x
x
xx
xxxxx
xxx
xx
CVX , 2009−03−18
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02
46
810
12
ζ0 = 11.98, ζ = 2.37, Filter 1 = 3.43, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
xxx
x
x
CVX , 2009−03−19
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01
23
45
ζ0 = 5.42, ζ = 2.23, Filter 1 = 2.67, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
x
x
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x
x
x
xxx
CVX , 2009−03−20
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02
46
ζ0 = 7.25, ζ = 2.06, Filter 1 = 3.03, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xx
xx
x
x
x
x
x
xx
CVX , 2009−03−23
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23
45
ζ0 = 5.44, ζ = 2.16, Filter 1 = 2.82, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
xx
x x
x
xx
x
CVX , 2009−03−24
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23
45
6
ζ0 = 6.65, ζ = 2.33, Filter 1 = 3.42, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0) x
x
x xx
x x
x
x
CVX , 2009−03−25
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02
46
8
ζ0 = 8.92, ζ = 2.57, Filter 1 = 3.5, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x
x xxxx
CVX , 2009−03−26
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02
46
ζ0 = 7.36, ζ = 2.21, Filter 1 = 3.05, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x
x
x x
xxxx
CVX , 2009−03−27
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05
1015
ζ0 = 14.48, ζ = 1.95, Filter 1 = 2.54, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x x xxxx
x
xx
CVX , 2009−03−30
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23
45
67
ζ0 = 3.9, ζ = 1.84, Filter 1 = 2.61, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
xxx
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xx
xx
x x
x
x
x
x
x
CVX , 2009−03−31
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23
45
67
ζ0 = 7.2, ζ = 2.16, Filter 1 = 3.38, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
xx x x x
x
xx
CVX , 2009−04−01
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23
45
6
ζ0 = 6.19, ζ = 2.23, Filter 1 = 2.64, # Vol.Jumps = 19Time
ζ i−1 (
x 10
0)
xxx x x x x x
x
x
x
x
x
x
x
x x x
x
CVX , 2009−04−02
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23
45
6
ζ0 = 6.7, ζ = 1.75, Filter 1 = 2.43, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xx
xx
x
x
xx
x x
x
CVX , 2009−04−03
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23
45
6
ζ0 = 5.77, ζ = 2.1, Filter 1 = 2.89, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0) xx
x
x
x
x
x
x
x
xx
CVX , 2009−04−06
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23
45
ζ0 = 5.74, ζ = 1.71, Filter 1 = 2.18, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
x
xx
xx
x
x
x
xxx
x
xx
x
CVX , 2009−04−07
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02
46
8
ζ0 = 8.87, ζ = 1.86, Filter 1 = 2.57, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x
x
x
xx
x
CVX , 2009−04−08
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02
46
ζ0 = 7.49, ζ = 1.54, Filter 1 = 2.14, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
x xx
x x x x x
xxxxx
CVX , 2009−04−09
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23
45
6
ζ0 = 6.65, ζ = 1.81, Filter 1 = 2.28, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
xx
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x
xxx
xx
x
x
x
x
CVX , 2009−04−13
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02
46
ζ0 = 7.65, ζ = 1.82, Filter 1 = 2.57, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x x xx
x
xx
CVX , 2009−04−14
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02
46
8
ζ0 = 8.97, ζ = 1.81, Filter 1 = 2.51, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x
x
xxx x x
CVX , 2009−04−15
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01
23
4
ζ0 = 4.61, ζ = 1.59, Filter 1 = 2.26, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
xx x
xx
x
x
x
x
x
x
x
x
CVX , 2009−04−16
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02
46
810
ζ0 = 11.1, ζ = 1.57, Filter 1 = 2.08, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
x x xxx xxxx
xxx
x x x
CVX , 2009−04−17
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23
45
6
ζ0 = 6.11, ζ = 1.51, Filter 1 = 2.19, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
xx
x x xx
xx
xx
CVX , 2009−04−20
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02
46
8
ζ0 = 8.93, ζ = 2.04, Filter 1 = 2.67, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x
x
xx x x
x
x
x
CVX , 2009−04−21
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01
23
45
ζ0 = 4.65, ζ = 1.79, Filter 1 = 2.55, # Vol.Jumps = 21Time
ζ i−1 (
x 10
0)
xxx
x
x
x
xx
x xx x
x
x
xx
x
xx
x
x CVX , 2009−04−22
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02
46
8
ζ0 = 9.02, ζ = 1.84, Filter 1 = 2.64, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
x
xxx
x
xx
x
xxx
x
x
x
CVX , 2009−04−23
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02
46
810
ζ0 = 10.87, ζ = 1.77, Filter 1 = 3.07, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
x
x
xx
x
xxx x
x
x x
x
CVX , 2009−04−24
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02
46
810
ζ0 = 10.8, ζ = 1.54, Filter 1 = 1.98, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x
xx xx
xxx
x x
x
CVX , 2009−04−27
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02
46
810
ζ0 = 10.18, ζ = 1.55, Filter 1 = 1.89, # Vol.Jumps = 16Time
ζ i−1 (
x 10
0)
xx xx xx xx
xx xxx
x
x
x
CVX , 2009−04−28
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02
46
810
ζ0 = 10.22, ζ = 1.27, Filter 1 = 2.38, # Vol.Jumps = 18Time
ζ i−1 (
x 10
0)
x xx
x
xxxxxxx xx x
xx
xx
CVX , 2009−04−29
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02
46
8
ζ0 = 8.65, ζ = 1.78, Filter 1 = 2.57, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x
xx
x x xxxx
x
xx
CVX , 2009−04−30
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01
23
45
6
ζ0 = 4.69, ζ = 1.54, Filter 1 = 2.39, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x
x x
xx
x
x
x
CVX , 2009−05−01
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02
46
8
ζ0 = 8.14, ζ = 1.52, Filter 1 = 1.95, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x x x
xxx
xx
x
x
x
CVX , 2009−05−04
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23
45
6
ζ0 = 6.16, ζ = 1.56, Filter 1 = 2.3, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x
x
x
x x
CVX , 2009−05−05
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23
45
ζ0 = 5.45, ζ = 1.57, Filter 1 = 1.92, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
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x x
x
xx x x x x
xx
CVX , 2009−05−06
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02
46
810
ζ0 = 10.75, ζ = 1.62, Filter 1 = 2.42, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
xxxxx x
x
x
CVX , 2009−05−07
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46
8
ζ0 = 9.02, ζ = 1.68, Filter 1 = 2.16, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
xxxx x
xx xxxx
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xx
x
CVX , 2009−05−08
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23
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ζ0 = 5.43, ζ = 1.51, Filter 1 = 2.2, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x xx x
x x
x
CVX , 2009−05−11
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23
4
ζ0 = 4.26, ζ = 1.5, Filter 1 = 2.13, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x x
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x x
xx
x x
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x
CVX , 2009−05−12
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23
4
ζ0 = 4.27, ζ = 1.61, Filter 1 = 2.33, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x
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CVX , 2009−05−13
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23
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ζ0 = 5.26, ζ = 1.49, Filter 1 = 2.22, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
x
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xx
CVX , 2009−05−14
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23
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ζ0 = 4.81, ζ = 1.5, Filter 1 = 2.06, # Vol.Jumps = 16Time
ζ i−1 (
x 10
0) x
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CVX , 2009−05−15
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23
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ζ i−1 (
x 10
0)
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CVX , 2009−05−18
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ζ i−1 (
x 10
0)
xx
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CVX , 2009−05−19
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4
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ζ i−1 (
x 10
0) x
x
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x
x
CVX , 2009−05−20
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23
45
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ζ i−1 (
x 10
0)
x
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CVX , 2009−05−21
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23
4
ζ0 = 4.45, ζ = 1.29, Filter 1 = 2.07, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x xx
xx
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CVX , 2009−05−22
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02
46
8
ζ0 = 4.04, ζ = 1.36, Filter 1 = 2.3, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x
xx
xx x
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CVX , 2009−05−26
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02
46
8
ζ0 = 8.71, ζ = 1.47, Filter 1 = 2.14, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
x
xx
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x xx x
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CVX , 2009−05−27
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