Garch Volatility Solution_2014

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

Page 12

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

Page 21

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

Page 22

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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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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Date post:	08-Jul-2018
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Garch Volatility Solution_2014

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