GARCH

Uncond. V 0.0000530272
omega
a
b
a+b

0.0000005259
0.3333298953
0.5363362877
0.8697

0.0004034862%

0.2009%
LOG L

Date

9/20/2013
9/19/2013
9/18/2013
9/17/2013
9/16/2013
9/13/2013
9/12/2013
9/11/2013
9/10/2013
9/9/2013
9/6/2013
9/5/2013
9/4/2013
9/3/2013
9/2/2013
8/30/2013
8/29/2013
8/28/2013
8/27/2013
8/26/2013
8/23/2013
8/22/2013
8/21/2013
8/20/2013
8/19/2013
8/16/2013
8/15/2013
8/14/2013
8/13/2013
8/12/2013
8/9/2013
8/8/2013
8/7/2013
8/6/2013
8/5/2013
8/2/2013
8/1/2013

Rate

Return

62.260
62.240
61.560
63.280
63.380
63.440
63.740
63.470
63.870
64.870
64.870
66.380
66.540
68.490
66.830
66.780
67.710
67.240
67.040
64.890
64.270
64.580
65.100
63.330
63.920
62.670
61.400
61.420
61.540
61.480
60.710
60.710
61.380
61.470
61.240
61.070
60.720

0.000321
0.010986
-0.027557
-0.001579
-0.000946
-0.004718
0.004245
-0.006282
-0.015535
0
-0.023011
-0.002407
-0.028884
0.024536
0.000748
-0.01383
0.006966
0.002979
0.032596
0.009601
-0.004812
-0.00802
0.027565
-0.009273
0.019749
0.020473
-0.000326
-0.001952
0.000975
0.012603
0
-0.010976
-0.001465
0.003749
0.00278
0.005748
-0.002139

Squared
Return
0.0000001032
0.0001206828
0.0007593890
0.0000024933
0.0000008953
0.0000222570
0.0000180196
0.0000394687
0.0002413517
0.0000000000
0.0005294849
0.0000057959
0.0008343131
0.0006019990
0.0000005602
0.0001912757
0.0000485192
0.0000088736
0.0010624945
0.0000921709
0.0000231535
0.0000643169
0.0007598512
0.0000859913
0.0003900403
0.0004191449
0.0000001061
0.0000038097
0.0000009515
0.0001588479
0.0000000000
0.0001204642
0.0000021468
0.0000140526
0.0000077274
0.0000330351
0.0000045740

Page 1

Lagged
Squared
Change
0.0001206828
0.0007593890
0.0000024933
0.0000008953
0.0000222570
0.0000180196
0.0000394687
0.0002413517
0.0000000000
0.0005294849
0.0000057959
0.0008343131
0.0006019990
0.0000005602
0.0001912757
0.0000485192
0.0000088736
0.0010624945
0.0000921709
0.0000231535
0.0000643169
0.0007598512
0.0000859913
0.0003900403
0.0004191449
0.0000001061
0.0000038097
0.0000009515
0.0001588479
0.0000000000
0.0001204642
0.0000021468
0.0000140526
0.0000077274
0.0000330351
0.0000045740
0.0000118692

Conditional
Variance
0.000180710
0.000260950
0.000013605
0.000022836
0.000041041
0.000061709
0.000102876
0.000166303
0.000159093
0.000295649
0.000221186
0.000407820
0.000240880
0.000074001
0.000136646
0.000134920
0.000220424
0.000404485
0.000092848
0.000114851
0.000198770
0.000329654
0.000141417
0.000209248
0.000146755
0.000012148
0.000021604
0.000036932
0.000067288
0.000025755
0.000047039
0.000011857
0.000019792
0.000027189
0.000044910
0.000062224
0.000112193

1535.7261
Log
Likelihood
Function
3.3901
2.9754
-23.2250
4.3700
4.1206
3.7473
3.5845
3.3132
2.6955
3.1442
2.0924
2.9763
1.5149
-0.2307
3.5281
2.8276
3.1810
2.9765
-1.9983
3.2157
3.2845
2.9922
0.8264
3.1116
2.1656
-12.5112
4.4499
4.1327
3.8773
1.2807
4.0633
-0.3276
4.4419
4.0790
4.0005
3.6580
3.6083

GARCH

7/31/2013
7/30/2013
7/29/2013
7/26/2013
7/25/2013
7/24/2013
7/23/2013
7/22/2013
7/19/2013
7/18/2013
7/17/2013
7/16/2013
7/15/2013
7/12/2013
7/11/2013
7/10/2013
7/9/2013
7/8/2013
7/5/2013
7/4/2013
7/3/2013
7/2/2013
7/1/2013
6/28/2013
6/27/2013
6/26/2013
6/25/2013
6/24/2013
6/21/2013
6/20/2013
6/19/2013
6/18/2013
6/17/2013
6/14/2013
6/13/2013
6/12/2013
6/11/2013
6/10/2013
6/7/2013
6/6/2013
6/5/2013
6/4/2013
6/3/2013
5/31/2013
5/30/2013
5/29/2013
5/28/2013
5/27/2013
5/24/2013
5/23/2013

60.850
61.060
59.650
59.110
58.990
59.370
59.480
59.460
59.530
59.810
59.360
59.020
59.140
59.990
59.900
60.100
60.150
60.220
61.110
60.150
60.310
59.940
59.400
59.740
60.140
60.750
59.630
59.920
59.750
60.100
59.740
58.900
58.330
57.790
57.870
58.140
58.130
58.280
57.390
56.840
57.110
56.590
56.540
56.770
56.490
56.340
56.210
55.700
55.920
55.840

-0.003445
0.023363
0.009094
0.002032
-0.006421
-0.001851
0.000336
-0.001177
-0.004692
0.007552
0.005744
-0.002031
-0.01427
0.001501
-0.003333
-0.000832
-0.001163
-0.014671
0.015834
-0.002656
0.006154
0.00905
-0.005708
-0.006673
-0.010092
0.018608
-0.004852
0.002841
-0.005841
0.006008
0.014161
0.009725
0.009301
-0.001383
-0.004655
0.000172
-0.002577
0.015389
0.00963
-0.004739
0.009147
0.000884
-0.00406
0.004944
0.002659
0.00231
0.009115
-0.003942
0.001432
-0.001432

0.0000118692
0.0005458222
0.0000827014
0.0000041297
0.0000412307
0.0000034265
0.0000001131
0.0000013843
0.0000220194
0.0000570368
0.0000329962
0.0000041255
0.0002036434
0.0000022541
0.0000111111
0.0000006916
0.0000013528
0.0002152381
0.0002507180
0.0000070569
0.0000378701
0.0000818995
0.0000325765
0.0000445338
0.0001018465
0.0003462681
0.0000235374
0.0000080721
0.0000341132
0.0000360964
0.0002005261
0.0000945669
0.0000865047
0.0000019137
0.0000216670
0.0000000296
0.0000066414
0.0002368185
0.0000927324
0.0000224575
0.0000836665
0.0000007813
0.0000164809
0.0000244470
0.0000070696
0.0000053365
0.0000830747
0.0000155390
0.0000020496
0.0000020496

Page 2

0.0005458222
0.0000827014
0.0000041297
0.0000412307
0.0000034265
0.0000001131
0.0000013843
0.0000220194
0.0000570368
0.0000329962
0.0000041255
0.0002036434
0.0000022541
0.0000111111
0.0000006916
0.0000013528
0.0002152381
0.0002507180
0.0000070569
0.0000378701
0.0000818995
0.0000325765
0.0000445338
0.0001018465
0.0003462681
0.0000235374
0.0000080721
0.0000341132
0.0000360964
0.0002005261
0.0000945669
0.0000865047
0.0000019137
0.0000216670
0.0000000296
0.0000066414
0.0002368185
0.0000927324
0.0000224575
0.0000836665
0.0000007813
0.0000164809
0.0000244470
0.0000070696
0.0000053365
0.0000830747
0.0000155390
0.0000020496
0.0000020496
0.0000595872

0.000200828
0.000034238
0.000011458
0.000017816
0.000006612
0.000009218
0.000016136
0.000028245
0.000037997
0.000034418
0.000042685
0.000076041
0.000014235
0.000024159
0.000037158
0.000067872
0.000124726
0.000097801
0.000025551
0.000042273
0.000054301
0.000049365
0.000070814
0.000103374
0.000128464
0.000023337
0.000027903
0.000046027
0.000063636
0.000095235
0.000051960
0.000037126
0.000014480
0.000024828
0.000031845
0.000058375
0.000103733
0.000045248
0.000025752
0.000033077
0.000008693
0.000014743
0.000016265
0.000014152
0.000021012
0.000034880
0.000012422
0.000012523
0.000021095
0.000037077

3.3080
-3.7489
1.1605
4.4329
1.9265
4.6924
4.5948
4.2939
3.8803
3.3909
3.7254
3.7961
-2.4921
4.3498
4.0317
3.8749
3.5703
2.5970
-0.5378
4.0333
3.6428
3.2097
3.6288
3.4542
3.1646
-3.0051
3.9027
3.9865
3.6442
3.5211
2.0840
2.9081
1.6653
4.3443
3.9182
3.9551
3.6359
1.4658
2.5641
3.8999
0.0955
4.6169
4.0877
3.8002
4.2980
4.1364
1.3852
4.1046
4.4157
4.1547

GARCH

5/22/2013
5/21/2013
5/20/2013
5/17/2013
5/16/2013
5/15/2013
5/14/2013
5/13/2013
5/10/2013
5/9/2013
5/8/2013
5/7/2013
5/6/2013
5/3/2013
5/2/2013
5/1/2013
4/30/2013
4/29/2013
4/26/2013
4/25/2013
4/24/2013
4/23/2013
4/22/2013
4/19/2013
4/18/2013
4/17/2013
4/16/2013
4/15/2013
4/12/2013
4/11/2013
4/10/2013
4/9/2013
4/8/2013
4/5/2013
4/4/2013
4/3/2013
4/2/2013
4/1/2013
3/29/2013
3/28/2013
3/27/2013
3/26/2013
3/25/2013
3/22/2013
3/21/2013
3/20/2013
3/19/2013
3/18/2013
3/15/2013
3/14/2013

55.920
55.490
55.040
55.260
54.880
54.900
54.880
54.890
54.950
54.670
54.030
54.070
54.140
53.760
53.790
53.680
53.650
54.220
54.450
54.170
54.260
54.350
54.220
53.990
54.010
54.180
54.030
54.770
54.670
54.380
54.510
54.430
54.710
54.820
54.910
54.650
54.530
54.470
54.640
54.640
54.450
54.540
54.390
54.490
54.560
54.530
54.600
54.200
54.190
54.290

0.007719
0.008143
-0.003989
0.0069
-0.000364
0.000364
-0.000182
-0.001092
0.005109
0.011776
-0.00074
-0.001294
0.007044
-0.000558
0.002047
0.000559
-0.010568
-0.004233
0.005156
-0.00166
-0.001657
0.002395
0.004251
-0.00037
-0.003143
0.002772
-0.013603
0.001827
0.005319
-0.002388
0.001469
-0.005131
-0.002009
-0.00164
0.004746
0.002198
0.001101
-0.003116
0
0.003483
-0.001652
0.002754
-0.001837
-0.001284
0.00055
-0.001283
0.007353
0.000185
-0.001844
-0.00331

0.0000595872
0.0000663024
0.0000159131
0.0000476146
0.0000001328
0.0000001328
0.0000000332
0.0000011936
0.0000260975
0.0001386663
0.0000005477
0.0000016739
0.0000496121
0.0000003112
0.0000041906
0.0000003125
0.0001116906
0.0000179183
0.0000265802
0.0000027558
0.0000027467
0.0000057349
0.0000180710
0.0000001372
0.0000098761
0.0000076861
0.0001850457
0.0000033397
0.0000282883
0.0000057013
0.0000021571
0.0000263275
0.0000040344
0.0000026909
0.0000225270
0.0000048321
0.0000012120
0.0000097102
0.0000000000
0.0000121338
0.0000027275
0.0000075849
0.0000033741
0.0000016482
0.0000003025
0.0000016458
0.0000540662
0.0000000340
0.0000033991
0.0000109564

Page 3

0.0000663024
0.0000159131
0.0000476146
0.0000001328
0.0000001328
0.0000000332
0.0000011936
0.0000260975
0.0001386663
0.0000005477
0.0000016739
0.0000496121
0.0000003112
0.0000041906
0.0000003125
0.0001116906
0.0000179183
0.0000265802
0.0000027558
0.0000027467
0.0000057349
0.0000180710
0.0000001372
0.0000098761
0.0000076861
0.0001850457
0.0000033397
0.0000282883
0.0000057013
0.0000021571
0.0000263275
0.0000040344
0.0000026909
0.0000225270
0.0000048321
0.0000012120
0.0000097102
0.0000000000
0.0000121338
0.0000027275
0.0000075849
0.0000033741
0.0000016482
0.0000003025
0.0000016458
0.0000540662
0.0000000340
0.0000033991
0.0000109564
0.0000076044

0.000031117
0.000015830
0.000018645
0.000004190
0.000006750
0.000011523
0.000020483
0.000036468
0.000050795
0.000007547
0.000012750
0.000021752
0.000008742
0.000015126
0.000024617
0.000044724
0.000012992
0.000012107
0.000005074
0.000006768
0.000009931
0.000013973
0.000013840
0.000024739
0.000039008
0.000066974
0.000008887
0.000013515
0.000006637
0.000007850
0.000012315
0.000005619
0.000006989
0.000010377
0.000004368
0.000004160
0.000006023
0.000004214
0.000006877
0.000004301
0.000005344
0.000004269
0.000004882
0.000007097
0.000012063
0.000020489
0.000003620
0.000005747
0.000007622
0.000006422

3.3125
2.5137
4.0993
-0.4089
5.0242
4.7609
4.4782
4.1742
3.7680
-4.2089
4.6946
4.4105
2.0672
4.6203
4.3020
4.0851
0.4083
4.0019
2.5577
4.8291
4.7027
4.4650
4.0222
4.3818
4.0303
3.8293
-5.5140
4.5634
2.9113
4.5954
4.6458
2.7830
4.7280
4.6893
2.6729
4.6953
4.9904
4.1175
5.0247
3.8488
4.8957
4.3747
4.8505
4.8929
4.7312
4.4387
-2.1230
5.1115
4.7503
4.2059

GARCH

3/13/2013
3/12/2013
3/11/2013
3/8/2013
3/7/2013
3/6/2013
3/5/2013
3/4/2013
3/1/2013
2/28/2013
2/27/2013
2/26/2013
2/25/2013
2/22/2013
2/21/2013
2/20/2013
2/19/2013
2/18/2013
2/15/2013
2/14/2013
2/13/2013
2/12/2013
2/11/2013
2/8/2013
2/7/2013
2/6/2013
2/5/2013
2/4/2013
2/1/2013
1/31/2013
1/30/2013
1/29/2013
1/28/2013
1/25/2013
1/24/2013
1/23/2013
1/22/2013
1/21/2013
1/18/2013
1/17/2013
1/16/2013
1/15/2013
1/14/2013
1/11/2013
1/10/2013
1/9/2013
1/8/2013
1/7/2013
1/4/2013
1/3/2013

54.470
54.320
54.430
54.460
54.550
54.900
55.010
55.120
55.210
54.690
53.750
54.150
54.150
54.370
54.800
54.420
54.220
54.440
54.470
54.020
53.880
53.840
54.000
53.810
53.650
53.210
53.010
53.320
53.150
53.210
53.300
53.620
54.090
53.830
53.700
53.710
53.610
53.650
53.730
54.160
54.780
54.630
54.540
54.900
54.440
54.860
55.020
55.170
54.860
54.710

0.002758
-0.002023
-0.000551
-0.001651
-0.006396
-0.002002
-0.001998
-0.001631
0.009463
0.017337
-0.007414
0
-0.004055
-0.007878
0.006958
0.003682
-0.004049
-0.000551
0.008296
0.002595
0.000743
-0.002967
0.003525
0.002978
0.008235
0.003766
-0.005831
0.003193
-0.001128
-0.00169
-0.005986
-0.008727
0.004818
0.002418
-0.000186
0.001864
-0.000746
-0.00149
-0.007971
-0.011383
0.002742
0.001649
-0.006579
0.008414
-0.007685
-0.002912
-0.002723
0.005635
0.002738
0.008444

0.0000076044
0.0000040925
0.0000003036
0.0000027265
0.0000409042
0.0000040066
0.0000039906
0.0000026617
0.0000895525
0.0003005789
0.0000549719
0.0000000000
0.0000164394
0.0000620576
0.0000484202
0.0000135563
0.0000163971
0.0000003035
0.0000688194
0.0000067340
0.0000005516
0.0000088052
0.0000124237
0.0000088676
0.0000678172
0.0000141811
0.0000339996
0.0000101977
0.0000012729
0.0000028560
0.0000358298
0.0000761639
0.0000232169
0.0000058464
0.0000000347
0.0000034730
0.0000005563
0.0000022202
0.0000635388
0.0001295621
0.0000075185
0.0000027186
0.0000432829
0.0000707983
0.0000590640
0.0000084813
0.0000074124
0.0000317514
0.0000074965
0.0000712930

Page 4

0.0000040925
0.0000003036
0.0000027265
0.0000409042
0.0000040066
0.0000039906
0.0000026617
0.0000895525
0.0003005789
0.0000549719
0.0000000000
0.0000164394
0.0000620576
0.0000484202
0.0000135563
0.0000163971
0.0000003035
0.0000688194
0.0000067340
0.0000005516
0.0000088052
0.0000124237
0.0000088676
0.0000678172
0.0000141811
0.0000339996
0.0000101977
0.0000012729
0.0000028560
0.0000358298
0.0000761639
0.0000232169
0.0000058464
0.0000000347
0.0000034730
0.0000005563
0.0000022202
0.0000635388
0.0001295621
0.0000075185
0.0000027186
0.0000432829
0.0000707983
0.0000590640
0.0000084813
0.0000074124
0.0000317514
0.0000074965
0.0000712930
0.0001333099

0.000006267
0.000008161
0.000014046
0.000023515
0.000017441
0.000029048
0.000050699
0.000091894
0.000114700
0.000026070
0.000013462
0.000024120
0.000033774
0.000023423
0.000012598
0.000014084
0.000015089
0.000026964
0.000006522
0.000006995
0.000011720
0.000015398
0.000020009
0.000030815
0.000014326
0.000016916
0.000009429
0.000010262
0.000017362
0.000029616
0.000031970
0.000011292
0.000005645
0.000005911
0.000010019
0.000015542
0.000027652
0.000049196
0.000051257
0.000014066
0.000020573
0.000035688
0.000038661
0.000027102
0.000012843
0.000017693
0.000027402
0.000030377
0.000050999
0.000049799

4.4645
4.6884
4.6568
4.3520
3.3868
4.2354
3.9865
3.7140
3.2273
-1.4064
2.6472
4.3973
3.9856
3.0872
2.8004
4.1850
4.0885
4.3359
-0.2244
4.5349
4.7347
4.3358
4.1803
4.1309
2.2908
4.1555
3.0640
4.3277
4.5250
4.2464
3.6961
1.4044
3.0670
4.6059
4.8348
4.5053
4.3189
4.0183
3.4006
0.0615
4.2941
4.1633
3.6016
3.0329
2.4129
4.3125
4.1983
3.7594
3.9494
3.3190

GARCH

1/2/2013
1/1/2013
12/31/2012
12/28/2012
12/27/2012
12/26/2012
12/25/2012
12/24/2012
12/21/2012
12/20/2012
12/19/2012
12/18/2012
12/17/2012
12/14/2012
12/13/2012
12/12/2012
12/11/2012
12/10/2012
12/7/2012
12/6/2012
12/5/2012
12/4/2012
12/3/2012
11/30/2012
11/29/2012
11/28/2012
11/27/2012
11/26/2012
11/23/2012
11/22/2012
11/21/2012
11/20/2012
11/19/2012
11/16/2012
11/15/2012
11/14/2012
11/13/2012
11/12/2012
11/9/2012
11/8/2012
11/7/2012
11/6/2012
11/5/2012
11/2/2012
11/1/2012
10/31/2012
10/30/2012
10/29/2012
10/26/2012
10/25/2012

54.250
54.880
55.080
54.890
54.980
54.900
55.190
55.190
55.280
54.970
54.820
55.010
54.860
54.560
54.530
54.230
54.390
54.430
54.420
54.220
54.490
54.760
54.670
54.500
54.690
55.650
55.520
55.600
55.500
55.260
55.190
55.240
54.860
55.260
54.970
55.110
55.090
55.090
54.720
54.470
54.490
54.460
54.680
54.000
53.790
53.920
54.150
54.250
53.920
53.810

-0.011546
-0.003638
0.003455
-0.001638
0.001456
-0.005268
0
-0.001629
0.005624
0.002732
-0.00346
0.002731
0.005483
0.00055
0.005517
-0.002946
-0.000735
0.000184
0.003682
-0.004967
-0.004943
0.001645
0.003114
-0.00348
-0.017401
0.002339
-0.00144
0.0018
0.004334
0.001268
-0.000906
0.006903
-0.007265
0.005262
-0.002544
0.000363
0
0.006739
0.004579
-0.000367
0.000551
-0.004032
0.012514
0.003896
-0.002414
-0.004257
-0.001845
0.006102
0.002042
-0.003525

0.0001333099
0.0000132328
0.0000119404
0.0000026840
0.0000021203
0.0000277563
0.0000000000
0.0000026550
0.0000316248
0.0000074665
0.0000119709
0.0000074556
0.0000300685
0.0000003025
0.0000304345
0.0000086792
0.0000005405
0.0000000338
0.0000135563
0.0000246746
0.0000244313
0.0000027057
0.0000096996
0.0000121116
0.0003028018
0.0000054698
0.0000020733
0.0000032406
0.0000187810
0.0000016067
0.0000008200
0.0000476492
0.0000527778
0.0000276859
0.0000064699
0.0000001318
0.0000000000
0.0000454133
0.0000209689
0.0000001348
0.0000003033
0.0000162532
0.0001565993
0.0000151825
0.0000058269
0.0000181179
0.0000034041
0.0000372286
0.0000041703
0.0000124237

Page 5

0.0000132328
0.0000119404
0.0000026840
0.0000021203
0.0000277563
0.0000000000
0.0000026550
0.0000316248
0.0000074665
0.0000119709
0.0000074556
0.0000300685
0.0000003025
0.0000304345
0.0000086792
0.0000005405
0.0000000338
0.0000135563
0.0000246746
0.0000244313
0.0000027057
0.0000096996
0.0000121116
0.0003028018
0.0000054698
0.0000020733
0.0000032406
0.0000187810
0.0000016067
0.0000008200
0.0000476492
0.0000527778
0.0000276859
0.0000064699
0.0000001318
0.0000000000
0.0000454133
0.0000209689
0.0000001348
0.0000003033
0.0000162532
0.0001565993
0.0000151825
0.0000058269
0.0000181179
0.0000034041
0.0000372286
0.0000041703
0.0000124237
0.0000000000

0.000009019
0.000007610
0.000005788
0.000008144
0.000012885
0.000005794
0.000009822
0.000015683
0.000008607
0.000010426
0.000011019
0.000014932
0.000008172
0.000014069
0.000006336
0.000005438
0.000008823
0.000015449
0.000019399
0.000019853
0.000020852
0.000036217
0.000060517
0.000104327
0.000005347
0.000005590
0.000008154
0.000012208
0.000010110
0.000016871
0.000029965
0.000025276
0.000013345
0.000006694
0.000007480
0.000012884
0.000023042
0.000013757
0.000011637
0.000020634
0.000037303
0.000058469
0.000010709
0.000009551
0.000013207
0.000012383
0.000019992
0.000013158
0.000020960
0.000030378

-2.5017
4.1047
4.0795
4.7754
4.6285
2.7151
4.8465
4.5279
3.0753
4.4586
4.2458
4.3874
3.0988
4.6561
2.6638
4.3441
4.8695
4.6190
4.1568
3.8732
3.8843
4.1567
3.8572
3.6070
-23.1628
4.6391
4.8124
4.6050
3.9032
4.5284
4.2751
3.4313
2.7158
2.9703
4.5502
4.7057
4.4202
3.0275
3.8608
4.4721
4.1752
3.8156
-2.5081
4.0657
4.4779
3.9991
4.4060
3.2856
4.3680
4.0775

GARCH

10/24/2012
10/23/2012
10/22/2012
10/19/2012
10/18/2012
10/17/2012
10/16/2012
10/15/2012
10/12/2012
10/11/2012
10/10/2012
10/9/2012
10/8/2012
10/5/2012
10/4/2012
10/3/2012
10/2/2012
10/1/2012
9/28/2012
9/27/2012
9/26/2012
9/25/2012
9/24/2012
9/21/2012
9/20/2012
9/19/2012
9/18/2012
9/17/2012
9/14/2012
9/13/2012
9/12/2012
9/11/2012
9/10/2012
9/7/2012
9/6/2012
9/5/2012
9/4/2012
9/3/2012
8/31/2012
8/30/2012
8/29/2012
8/28/2012
8/27/2012
8/24/2012
8/23/2012
8/22/2012
8/21/2012
8/20/2012
8/17/2012
8/16/2012

54.000
54.000
53.530
54.000
53.710
52.890
52.900
53.060
52.970
52.750
53.080
52.810
52.470
52.040
51.600
52.260
52.540
52.450
52.970
52.990
53.670
53.440
53.470
53.290
54.140
54.350
54.230
54.030
53.890
54.850
55.280
55.270
55.520
55.270
55.530
55.970
55.720
55.530
55.490
55.780
55.690
55.720
55.770
55.480
55.330
55.220
55.410
55.740
55.780
55.600

0
0.008742
-0.008742
0.005385
0.015385
-0.000189
-0.00302
0.001698
0.004162
-0.006236
0.0051
0.006459
0.008229
0.008491
-0.01271
-0.005344
0.001714
-0.009865
-0.000378
-0.012751
0.004295
-0.000561
0.003372
-0.015825
-0.003871
0.00221
0.003695
0.002595
-0.017657
-0.007809
0.000181
-0.004513
0.004513
-0.004693
-0.007892
0.004477
0.003416
0.000721
-0.005213
0.001615
-0.000539
-0.000897
0.005213
0.002707
0.00199
-0.003435
-0.005938
-0.000717
0.003232
-0.007883

0.0000000000
0.0000764191
0.0000764191
0.0000289965
0.0002366957
0.0000000357
0.0000091205
0.0000028820
0.0000173218
0.0000388931
0.0000260064
0.0000417185
0.0000677152
0.0000720968
0.0001615336
0.0000285533
0.0000029393
0.0000973257
0.0000001425
0.0001625872
0.0000184441
0.0000003150
0.0000113707
0.0002504176
0.0000149872
0.0000048857
0.0000136516
0.0000067315
0.0003117786
0.0000609804
0.0000000327
0.0000203676
0.0000203676
0.0000220257
0.0000622903
0.0000200407
0.0000116672
0.0000005193
0.0000271708
0.0000026075
0.0000002900
0.0000008045
0.0000271805
0.0000073297
0.0000039603
0.0000117984
0.0000352591
0.0000005146
0.0000104470
0.0000621341

Page 6

0.0000764191
0.0000764191
0.0000289965
0.0002366957
0.0000000357
0.0000091205
0.0000028820
0.0000173218
0.0000388931
0.0000260064
0.0000417185
0.0000677152
0.0000720968
0.0001615336
0.0000285533
0.0000029393
0.0000973257
0.0000001425
0.0001625872
0.0000184441
0.0000003150
0.0000113707
0.0002504176
0.0000149872
0.0000048857
0.0000136516
0.0000067315
0.0003117786
0.0000609804
0.0000000327
0.0000203676
0.0000203676
0.0000220257
0.0000622903
0.0000200407
0.0000116672
0.0000005193
0.0000271708
0.0000026075
0.0000002900
0.0000008045
0.0000271805
0.0000073297
0.0000039603
0.0000117984
0.0000352591
0.0000005146
0.0000104470
0.0000621341
0.0000103501

0.000055660
0.000055304
0.000054639
0.000082873
0.000006432
0.000010989
0.000013840
0.000023033
0.000031199
0.000033019
0.000044420
0.000055914
0.000061186
0.000068293
0.000025960
0.000029676
0.000052523
0.000036462
0.000066914
0.000022733
0.000029943
0.000054652
0.000093851
0.000018372
0.000023960
0.000040657
0.000066340
0.000118527
0.000026245
0.000010054
0.000017745
0.000019447
0.000022621
0.000027507
0.000011593
0.000008179
0.000007019
0.000011783
0.000004103
0.000005049
0.000008252
0.000013906
0.000008055
0.000009483
0.000014239
0.000018235
0.000011106
0.000019407
0.000028712
0.000013936

3.9792
3.2915
3.2891
3.6052
-13.3430
4.7887
4.3455
4.3578
3.9910
3.6513
3.7992
3.6039
3.3785
3.3491
1.2493
3.8126
3.9802
2.8561
3.8861
0.8509
3.9812
3.9854
3.6574
-2.2817
4.0879
4.0761
3.7885
3.5728
-1.5847
1.8022
4.5498
3.9813
3.9792
3.9312
2.0771
3.7129
4.1834
4.7334
1.9717
4.9210
4.9160
4.6437
3.2585
4.4776
4.5218
4.2136
3.1977
4.4927
4.1282
2.4424

GARCH

8/15/2012
8/14/2012
8/13/2012
8/10/2012
8/9/2012
8/8/2012
8/7/2012
8/6/2012
8/3/2012
8/2/2012
8/1/2012
7/31/2012
7/30/2012
7/27/2012
7/26/2012
7/25/2012
7/24/2012
7/23/2012
7/20/2012
7/19/2012
7/18/2012
7/17/2012
7/16/2012
7/13/2012
7/12/2012
7/11/2012
7/10/2012
7/9/2012
7/6/2012
7/5/2012
7/4/2012
7/3/2012
7/2/2012
6/29/2012
6/28/2012
6/27/2012
6/26/2012
6/25/2012
6/22/2012
6/21/2012
6/20/2012
6/19/2012
6/18/2012
6/15/2012
6/14/2012
6/13/2012
6/12/2012
6/11/2012
6/8/2012
6/7/2012

56.040
55.860
55.610
55.230
55.240
55.210
54.990
55.320
55.440
56.330
55.860
55.860
55.470
55.250
55.740
56.010
56.390
56.180
55.390
55.200
55.380
55.080
54.940
54.880
55.710
55.430
55.690
55.770
55.970
55.360
54.600
54.290
55.480
55.440
57.060
56.940
57.110
57.030
57.150
57.000
56.330
56.010
55.930
55.580
55.610
55.690
55.640
55.880
55.460
55.060

0.003217
0.004486
0.006857
-0.000181
0.000543
0.003993
-0.005983
-0.002167
-0.015926
0.008379
0
0.007006
0.003974
-0.00883
-0.004832
-0.006762
0.003731
0.014162
0.003436
-0.003256
0.005432
0.002545
0.001093
-0.015011
0.005039
-0.00468
-0.001435
-0.00358
0.010959
0.013823
0.005694
-0.021683
0.000721
-0.028802
0.002105
-0.002981
0.001402
-0.002102
0.002628
0.011824
0.005697
0.001429
0.006277
-0.00054
-0.001438
0.000898
-0.004304
0.007544
0.007239
-0.002358

0.0000103501
0.0000201199
0.0000470151
0.0000000328
0.0000002951
0.0000159420
0.0000357982
0.0000046952
0.0002536342
0.0000702025
0.0000000000
0.0000490872
0.0000157926
0.0000779633
0.0000233504
0.0000457191
0.0000139205
0.0002005552
0.0000118069
0.0000105987
0.0000295049
0.0000064770
0.0000011940
0.0002253205
0.0000253885
0.0000218990
0.0000020606
0.0000128146
0.0001200892
0.0001910872
0.0000324198
0.0004701329
0.0000005202
0.0008295547
0.0000044321
0.0000088873
0.0000019650
0.0000044182
0.0000069070
0.0001398073
0.0000324559
0.0000020430
0.0000394068
0.0000002912
0.0000020666
0.0000008068
0.0000185259
0.0000569194
0.0000523965
0.0000055615

Page 7

0.0000201199
0.0000470151
0.0000000328
0.0000002951
0.0000159420
0.0000357982
0.0000046952
0.0002536342
0.0000702025
0.0000000000
0.0000490872
0.0000157926
0.0000779633
0.0000233504
0.0000457191
0.0000139205
0.0002005552
0.0000118069
0.0000105987
0.0000295049
0.0000064770
0.0000011940
0.0002253205
0.0000253885
0.0000218990
0.0000020606
0.0000128146
0.0001200892
0.0001910872
0.0000324198
0.0004701329
0.0000005202
0.0008295547
0.0000044321
0.0000088873
0.0000019650
0.0000044182
0.0000069070
0.0001398073
0.0000324559
0.0000020430
0.0000394068
0.0000002912
0.0000020666
0.0000008068
0.0000185259
0.0000569194
0.0000523965
0.0000055615
0.0000495848

0.000018572
0.000021142
0.000009219
0.000016188
0.000029018
0.000043216
0.000057347
0.000103024
0.000033476
0.000017806
0.000032219
0.000028584
0.000042500
0.000029807
0.000040082
0.000045339
0.000074903
0.000014032
0.000017845
0.000025704
0.000028607
0.000048333
0.000088394
0.000023794
0.000027605
0.000036879
0.000066499
0.000115043
0.000138882
0.000139206
0.000238421
0.000151371
0.000280928
0.000007247
0.000009776
0.000011724
0.000019658
0.000032926
0.000056117
0.000016760
0.000010097
0.000016576
0.000005434
0.000008971
0.000014461
0.000025481
0.000035016
0.000028931
0.000020397
0.000033594

4.2493
3.9874
2.3282
4.5957
4.2998
3.9213
3.6521
3.6485
0.4452
2.5777
4.2525
3.4537
3.9283
2.9836
3.8521
3.5775
3.7378
-2.4781
4.2171
4.1593
3.7963
3.9828
3.7412
-0.3307
3.8700
3.8881
3.8747
3.5605
3.0897
2.8345
3.1838
1.9260
3.1688
-52.2387
4.6222
4.3790
4.4496
4.1746
3.9136
0.4084
3.2255
4.5232
1.5167
4.8756
4.5816
4.3540
3.9464
3.3227
3.1967
4.1489

GARCH

6/6/2012
6/5/2012
6/4/2012
6/1/2012
5/31/2012
5/30/2012
5/29/2012
5/28/2012
5/25/2012
5/24/2012
5/23/2012
5/22/2012
5/21/2012
5/18/2012
5/17/2012
5/16/2012
5/15/2012
5/14/2012
5/11/2012
5/10/2012
5/9/2012
5/8/2012
5/7/2012
5/4/2012
5/3/2012
5/2/2012
5/1/2012
4/30/2012
4/27/2012
4/26/2012
4/25/2012
4/24/2012
4/23/2012
4/20/2012
4/19/2012
4/18/2012
4/17/2012
4/16/2012
4/13/2012
4/12/2012
4/11/2012
4/10/2012
4/9/2012
4/6/2012
4/5/2012
4/4/2012
4/3/2012
4/2/2012
3/30/2012
3/29/2012

55.190
55.580
55.520
55.460
56.350
56.470
55.860
55.490
55.490
55.990
56.290
55.800
54.960
54.820
54.620
54.600
54.040
54.070
53.640
53.400
53.980
53.490
52.910
53.470
53.780
53.080
52.760
52.760
52.550
52.530
52.660
52.790
52.740
52.230
52.290
51.930
51.430
51.680
51.640
51.530
51.580
51.740
51.330
51.330
51.330
51.330
50.880
50.990
50.930
51.420

-0.007042
0.00108
0.001081
-0.01592
-0.002127
0.010861
0.006646
0
-0.00897
-0.005344
0.008743
0.015168
0.002551
0.003655
0.000366
0.010309
-0.000555
0.007984
0.004484
-0.010803
0.009119
0.010902
-0.010528
-0.005781
0.013101
0.006047
0
0.003988
0.000381
-0.002472
-0.002466
0.000948
0.009717
-0.001148
0.006908
0.009675
-0.004849
0.000774
0.002132
-0.00097
-0.003097
0.007956
0
0
0
0.008805
-0.00216
0.001177
-0.009575
0.004092

0.0000495848
0.0000011666
0.0000011692
0.0002534528
0.0000045253
0.0001179605
0.0000441658
0.0000000000
0.0000804659
0.0000285562
0.0000764406
0.0002300749
0.0000065053
0.0000133588
0.0000001341
0.0001062831
0.0000003080
0.0000637514
0.0000201091
0.0001167018
0.0000831541
0.0001188615
0.0001108470
0.0000334188
0.0001716478
0.0000365648
0.0000000000
0.0000159060
0.0000001449
0.0000061094
0.0000060793
0.0000008979
0.0000944228
0.0000013181
0.0000477272
0.0000936056
0.0000235147
0.0000005995
0.0000045471
0.0000009406
0.0000095925
0.0000632948
0.0000000000
0.0000000000
0.0000000000
0.0000775361
0.0000046639
0.0000013863
0.0000916818
0.0000167475

Page 8

0.0000011666
0.0000011692
0.0002534528
0.0000045253
0.0001179605
0.0000441658
0.0000000000
0.0000804659
0.0000285562
0.0000764406
0.0002300749
0.0000065053
0.0000133588
0.0000001341
0.0001062831
0.0000003080
0.0000637514
0.0000201091
0.0001167018
0.0000831541
0.0001188615
0.0001108470
0.0000334188
0.0001716478
0.0000365648
0.0000000000
0.0000159060
0.0000001449
0.0000061094
0.0000060793
0.0000008979
0.0000944228
0.0000013181
0.0000477272
0.0000936056
0.0000235147
0.0000005995
0.0000045471
0.0000009406
0.0000095925
0.0000632948
0.0000000000
0.0000000000
0.0000000000
0.0000775361
0.0000046639
0.0000013863
0.0000916818
0.0000167475
0.0000003434

0.000030839
0.000055794
0.000102320
0.000032276
0.000056386
0.000030840
0.000029072
0.000053224
0.000048246
0.000071227
0.000084315
0.000013234
0.000019651
0.000027356
0.000049942
0.000026082
0.000047459
0.000047886
0.000075804
0.000067828
0.000073804
0.000062756
0.000047137
0.000066138
0.000015655
0.000005484
0.000009245
0.000006371
0.000010809
0.000015376
0.000023909
0.000043041
0.000020586
0.000036582
0.000037565
0.000010884
0.000004698
0.000007406
0.000010002
0.000017083
0.000024910
0.000006127
0.000010443
0.000018490
0.000033495
0.000013282
0.000020885
0.000037099
0.000011211
0.000009514

3.4705
3.9675
3.6690
0.3253
3.9326
2.3619
3.5443
4.0016
3.2167
3.6554
3.3182
-3.9952
4.3342
4.0902
4.0320
2.3207
4.0556
3.3887
3.6921
3.0200
3.2748
2.9722
2.8865
3.6403
-0.8686
1.8043
4.8768
3.8147
4.7919
4.4238
4.2745
4.0973
2.1831
4.1710
3.5405
0.4949
2.7125
4.9472
4.6101
4.5422
4.1886
-0.0829
4.8159
4.5302
4.2331
1.7768
4.3576
4.1633
0.6914
3.9823

GARCH

3/28/2012
3/27/2012
3/26/2012
3/23/2012
3/22/2012
3/21/2012
3/20/2012
3/19/2012
3/16/2012
3/15/2012
3/14/2012
3/13/2012
3/12/2012
3/9/2012
3/8/2012
3/7/2012
3/6/2012
3/5/2012
3/2/2012
3/1/2012
2/29/2012
2/28/2012
2/27/2012
2/24/2012
2/23/2012
2/22/2012
2/21/2012
2/20/2012
2/17/2012
2/16/2012
2/15/2012
2/14/2012
2/13/2012
2/10/2012
2/9/2012
2/8/2012
2/7/2012
2/6/2012
2/3/2012
2/2/2012
2/1/2012
1/31/2012
1/30/2012
1/27/2012
1/26/2012
1/25/2012
1/24/2012
1/23/2012
1/20/2012
1/19/2012

51.210
51.180
51.210
51.470
51.470
50.780
50.680
50.250
50.320
50.420
50.310
49.910
50.110
49.830
50.110
50.440
50.690
49.940
49.690
49.300
49.090
49.190
49.330
49.130
49.280
49.310
49.400
49.420
49.420
49.450
49.430
49.570
49.270
49.770
49.590
49.230
49.270
48.970
48.520
49.230
49.360
49.570
49.790
49.430
49.670
50.040
50.180
50.180
50.380
50.340

0.000586
-0.000586
-0.005064
0
0.013497
0.001971
0.008521
-0.001392
-0.001985
0.002184
0.007982
-0.003999
0.005603
-0.005603
-0.006564
-0.004944
0.014906
0.005019
0.00788
0.004269
-0.002035
-0.002842
0.004063
-0.003048
-0.000609
-0.001824
-0.000405
0
-0.000607
0.000405
-0.002828
0.00607
-0.010097
0.003623
0.007286
-0.000812
0.006108
0.009232
-0.014527
-0.002637
-0.004245
-0.004428
0.007257
-0.004844
-0.007422
-0.002794
0
-0.003978
0.000794
-0.002183

0.0000003434
0.0000003434
0.0000256470
0.0000000000
0.0001821565
0.0000038857
0.0000726042
0.0000019378
0.0000039415
0.0000047701
0.0000637200
0.0000159936
0.0000313978
0.0000313978
0.0000430851
0.0000244445
0.0002221998
0.0000251861
0.0000620885
0.0000182221
0.0000041412
0.0000080773
0.0000165045
0.0000092932
0.0000003704
0.0000033252
0.0000001638
0.0000000000
0.0000003683
0.0000001636
0.0000079992
0.0000368502
0.0001019497
0.0000131275
0.0000530859
0.0000006596
0.0000373017
0.0000852258
0.0002110369
0.0000069547
0.0000180237
0.0000196103
0.0000526587
0.0000234605
0.0000550795
0.0000078056
0.0000000000
0.0000158223
0.0000006309
0.0000047644

Page 9

0.0000003434
0.0000256470
0.0000000000
0.0001821565
0.0000038857
0.0000726042
0.0000019378
0.0000039415
0.0000047701
0.0000637200
0.0000159936
0.0000313978
0.0000313978
0.0000430851
0.0000244445
0.0002221998
0.0000251861
0.0000620885
0.0000182221
0.0000041412
0.0000080773
0.0000165045
0.0000092932
0.0000003704
0.0000033252
0.0000001638
0.0000000000
0.0000003683
0.0000001636
0.0000079992
0.0000368502
0.0001019497
0.0000131275
0.0000530859
0.0000006596
0.0000373017
0.0000852258
0.0002110369
0.0000069547
0.0000180237
0.0000196103
0.0000526587
0.0000234605
0.0000550795
0.0000078056
0.0000000000
0.0000158223
0.0000006309
0.0000047644
0.0000505583

0.000016544
0.000029653
0.000038368
0.000070557
0.000017364
0.000028979
0.000007928
0.000012597
0.000020058
0.000033452
0.000021790
0.000029707
0.000034895
0.000044567
0.000055339
0.000087006
0.000023147
0.000026523
0.000009885
0.000006125
0.000007866
0.000008665
0.000004918
0.000002413
0.000003288
0.000003083
0.000004666
0.000007719
0.000013182
0.000023496
0.000037857
0.000046702
0.000022734
0.000033249
0.000028019
0.000050852
0.000070650
0.000077779
0.000012880
0.000018712
0.000022707
0.000029169
0.000020678
0.000022993
0.000007658
0.000008446
0.000014767
0.000016719
0.000029799
0.000051619

4.5754
4.2882
3.8310
3.8606
-0.6837
4.2385
0.3748
4.6452
4.3913
4.1625
2.9860
4.0239
3.7628
3.7381
3.5928
3.6154
-0.3819
3.8750
1.7027
3.5951
4.6943
4.4431
3.5143
3.6225
5.3374
4.8866
5.2011
4.9670
4.6854
4.4069
4.0663
3.6724
2.1847
4.0394
3.3751
4.0179
3.5960
3.2640
-3.4814
4.3384
4.0306
3.9661
3.2010
3.9111
1.3745
4.4599
4.6426
4.1074
4.2810
3.9707

GARCH

1/18/2012
1/17/2012
1/16/2012
1/13/2012
1/12/2012
1/11/2012
1/10/2012
1/9/2012
1/6/2012
1/5/2012
1/4/2012
1/3/2012
1/2/2012
12/30/2011
12/29/2011
12/28/2011
12/27/2011
12/26/2011
12/23/2011
12/22/2011
12/21/2011
12/20/2011
12/19/2011
12/16/2011
12/15/2011
12/14/2011
12/13/2011
12/12/2011
12/9/2011
12/8/2011
12/7/2011
12/6/2011
12/5/2011
12/2/2011
12/1/2011
11/30/2011
11/29/2011
11/28/2011
11/25/2011
11/24/2011
11/23/2011
11/22/2011
11/21/2011
11/18/2011
11/17/2011
11/16/2011
11/15/2011
11/14/2011
11/11/2011
11/10/2011

50.450
50.810
51.450
51.720
51.690
51.970
51.780
52.570
52.740
53.070
53.030
53.300
53.420
53.360
53.190
53.110
53.150
52.840
52.910
52.840
52.730
52.980
53.210
52.770
53.500
54.380
53.320
53.050
52.280
52.330
51.800
51.420
51.390
51.280
51.540
51.770
52.100
52.110
52.330
52.160
52.460
52.510
52.430
51.600
51.270
50.910
50.740
50.360
50.100
50.520

-0.00711
-0.012517
-0.005234
0.00058
-0.005402
0.003663
-0.015142
-0.003229
-0.006238
0.000754
-0.005079
-0.002249
0.001124
0.003191
0.001505
-0.000753
0.00585
-0.001324
0.001324
0.002084
-0.00473
-0.004332
0.008304
-0.013739
-0.016315
0.019685
0.005077
0.014621
-0.000956
0.01018
0.007363
0.000584
0.002143
-0.005057
-0.004453
-0.006354
-0.000192
-0.004213
0.003254
-0.005735
-0.000953
0.001525
0.015957
0.006416
0.007046
0.003345
0.007517
0.005176
-0.008348
0.004563

0.0000505583
0.0001566822
0.0000273957
0.0000003366
0.0000291847
0.0000134150
0.0002292693
0.0000104236
0.0000389079
0.0000005685
0.0000257916
0.0000050574
0.0000012629
0.0000101824
0.0000022655
0.0000005668
0.0000342181
0.0000017527
0.0000017527
0.0000043427
0.0000223722
0.0000187651
0.0000689481
0.0001887548
0.0002661722
0.0003874970
0.0000257722
0.0002137729
0.0000009138
0.0001036257
0.0000542130
0.0000003406
0.0000045915
0.0000255772
0.0000198259
0.0000403748
0.0000000368
0.0000177490
0.0000105879
0.0000328909
0.0000009075
0.0000023247
0.0002546346
0.0000411636
0.0000496520
0.0000111878
0.0000565105
0.0000267931
0.0000696939
0.0000208214

Page 10

0.0001566822
0.0000273957
0.0000003366
0.0000291847
0.0000134150
0.0002292693
0.0000104236
0.0000389079
0.0000005685
0.0000257916
0.0000050574
0.0000012629
0.0000101824
0.0000022655
0.0000005668
0.0000342181
0.0000017527
0.0000017527
0.0000043427
0.0000223722
0.0000187651
0.0000689481
0.0001887548
0.0002661722
0.0003874970
0.0000257722
0.0002137729
0.0000009138
0.0001036257
0.0000542130
0.0000003406
0.0000045915
0.0000255772
0.0000198259
0.0000403748
0.0000000368
0.0000177490
0.0000105879
0.0000328909
0.0000009075
0.0000023247
0.0002546346
0.0000411636
0.0000496520
0.0000111878
0.0000565105
0.0000267931
0.0000696939
0.0000208214
0.0002257755

0.000063842
0.000020676
0.000020543
0.000037114
0.000050080
0.000084056
0.000013252
0.000017250
0.000007002
0.000011721
0.000004844
0.000004908
0.000007386
0.000006462
0.000009660
0.000016678
0.000008849
0.000014429
0.000024834
0.000042623
0.000064586
0.000107778
0.000157121
0.000174661
0.000159251
0.000055116
0.000085766
0.000026072
0.000047062
0.000022364
0.000007025
0.000011906
0.000018364
0.000017363
0.000019071
0.000009484
0.000016680
0.000019089
0.000028030
0.000030840
0.000055957
0.000101907
0.000030772
0.000030811
0.000025608
0.000039813
0.000038130
0.000053462
0.000055385
0.000089345

3.5146
0.6853
3.8108
4.1773
3.7406
3.6933
-3.9534
4.2628
2.2373
4.7339
2.5378
4.6782
4.9035
4.2680
4.7376
4.5648
2.9652
4.5935
4.3474
4.0617
3.7316
3.5617
3.2409
2.8670
2.6179
0.4688
3.6128
0.2587
4.0534
2.1183
1.1554
4.7360
4.4086
3.8251
3.9949
2.7355
4.5806
4.0494
4.1333
3.7412
3.9684
3.6654
0.1381
3.6069
3.3979
4.0062
3.4273
3.7488
3.3525
3.6260

GARCH

11/9/2011
11/8/2011
11/7/2011
11/4/2011
11/3/2011
11/2/2011
11/1/2011
10/31/2011
10/28/2011
10/27/2011
10/26/2011
10/25/2011
10/24/2011
10/21/2011
10/20/2011
10/19/2011
10/18/2011
10/17/2011
10/14/2011
10/13/2011
10/12/2011
10/11/2011

50.290
49.540
49.200
49.220
49.060
49.320
49.570
48.820
48.630
49.570
49.570
49.570
49.750
50.000
50.010
49.380
49.330
49.210
49.080
49.240
48.980
49.170

0.015026
0.006887
-0.000406
0.003256
-0.005286
-0.005056
0.015246
0.003899
-0.019145
0
0
-0.003625
-0.005013
-0.0002
0.012678
0.001013
0.002436
0.002645
-0.003255
0.005294
-0.003872

0.0002257755
0.0000474280
0.0000001652
0.0000106016
0.0000279380
0.0000255645
0.0002324328
0.0000152056
0.0003665382
0.0000000000
0.0000000000
0.0000131381
0.0000251256
0.0000000400
0.0001607190
0.0000010263
0.0000059320
0.0000069973
0.0000105930
0.0000280291
0.0000149895

0.0000474280
0.0000001652
0.0000106016
0.0000279380
0.0000255645
0.0002324328
0.0000152056
0.0003665382
0.0000000000
0.0000000000
0.0000131381
0.0000251256
0.0000000400
0.0001607190
0.0000010263
0.0000059320
0.0000069973
0.0000105930
0.0000280291
0.0000149895

Var

Page 11

0.000025285
0.000016686
0.000030029
0.000048420
0.000071934
0.000117253
0.000073183
0.000126019
0.000006180
0.000010542
0.000018676
0.000025675
0.000031275
0.000057307
0.000005982
0.000009536
0.000013113
0.000019119
0.000028084
0.000033963

0.0000530272

-0.0910
3.1604
4.2850
3.9394
3.6567
3.4976
2.2543
3.5103
-24.5766
4.8111
4.5252
4.1102
3.8657
3.9643
-8.3381
4.8075
4.4758
4.3305
4.1326
3.8135

GARCH

2.5000%

0.0047756959%

0.6911%

0.0004034962%

0.2009%

2.0000%

1.5000%
GARCH (,1,)

Unconditional
SD

EWMA SD
1.0000%

0.7608% 0.000192476
0.007612
0.007583
0.007366
0.007378
0.007382
0.007383
0.007395
0.007397
0.007373
0.007384
0.007222
0.007252
0.006994
0.006885
0.006888
0.006823
0.006814
0.006897
0.006594
0.006570
0.006564
0.006540
0.006417
0.006409
0.006289
0.006164
0.006170
0.006176
0.006199
0.006155
0.006158
0.006114
0.006124
0.006121
0.006119
0.006110

0.000197058
0.000161165
0.000171293
0.000182169
0.000192376
0.000203506
0.000213976
0.000212229
0.000225775
0.000206389
0.000219193
0.000179930
0.000152990
0.000162719
0.000160897
0.000168070
0.000178231
0.000121789
0.000123679
0.000130096
0.000134294
0.000094365
0.000094900
0.000076061
0.000054162
0.000057612
0.000061047
0.000064882
0.000058885
0.000062643
0.000058952
0.000062578
0.000065676
0.000069375
0.000071694
0.000075978

1.387%
1.404%
1.270%
1.309%
1.350%
1.387%
1.427%
1.463%
1.457%
1.503%
1.437%
1.481%
1.341%
1.237%
1.276%
1.268%
1.296%
1.335%
1.104%
1.112%
1.141%
1.159%
0.971%
0.974%
0.872%
0.736%
0.759%
0.781%
0.805%
0.767%
0.791%
0.768%
0.791%
0.810%
0.833%
0.847%
0.872%

Page 12

0.5000%

0.0000%
1
13
25
37
49
61
73
85
97
109
121
133
145
157
169
181

1.615%
0.369%
0.478%
0.641%
0.786%
1.014%
1.290%
1.261%
1.719%
1.487%
2.019%
1.552%
0.860%
1.169%
1.162%
1.485%
2.011%
0.964%
1.072%
1.410%
1.816%
1.189%
1.447%
1.211%
0.349%
0.465%
0.608%
0.820%
0.507%
0.686%
0.344%
0.445%
0.521%
0.670%
0.789%
1.059%

2.5000%
2.0000%
1.5000%
1.0000%
0.5000%
0.0000%
2
24
46
68
90
112
134
156
178
200
222
244
266
288
310
332
354

1.3443%

GARCH

1.417%
0.585%
0.338%
0.422%
0.257%
0.304%
0.402%
0.531%
0.616%
0.587%
0.653%
0.872%
0.377%
0.492%
0.610%
0.824%
1.117%
0.989%
0.505%
0.650%
0.737%
0.703%
0.842%
1.017%
1.133%
0.483%
0.528%
0.678%
0.798%
0.976%
0.721%
0.609%
0.381%
0.498%
0.564%
0.764%
1.018%
0.673%
0.507%
0.575%
0.295%
0.384%
0.403%
0.376%
0.458%
0.591%
0.352%
0.354%
0.459%
0.609%

0.006116
0.006112
0.005932
0.005910
0.005922
0.005907
0.005908
0.005931
0.005934
0.005931
0.005928
0.005918
0.005916
0.005846
0.005859
0.005857
0.005948
0.005970
0.005892
0.005823
0.005825
0.005842
0.005824
0.005829
0.005816
0.005846
0.005730
0.005725
0.005732
0.005720
0.005709
0.005724
0.005699
0.005678
0.005678
0.005674
0.005717
0.005780
0.005708
0.005847
0.005839
0.006098
0.006099
0.006097
0.006089
0.006088
0.006089
0.006108
0.006114
0.006114

0.000080070
0.000050342
0.000048276
0.000051094
0.000051723
0.000054806
0.000058297
0.000061930
0.000064478
0.000064952
0.000066992
0.000071005
0.000062539
0.000066387
0.000069915
0.000074333
0.000078992
0.000070295
0.000058779
0.000062080
0.000063626
0.000062459
0.000064367
0.000065632
0.000063321
0.000045261
0.000046647
0.000049109
0.000050067
0.000050958
0.000041411
0.000038018
0.000034924
0.000037031
0.000038011
0.000040436
0.000042593
0.000030195
0.000026204
0.000026443
0.000022790
0.000024195
0.000024687
0.000024703
0.000025828
0.000027136
0.000023566
0.000024078
0.000025484
0.000026980

0.895%
0.710%
0.695%
0.715%
0.719%
0.740%
0.764%
0.787%
0.803%
0.806%
0.818%
0.843%
0.791%
0.815%
0.836%
0.862%
0.889%
0.838%
0.767%
0.788%
0.798%
0.790%
0.802%
0.810%
0.796%
0.673%
0.683%
0.701%
0.708%
0.714%
0.644%
0.617%
0.591%
0.609%
0.617%
0.636%
0.653%
0.550%
0.512%
0.514%
0.477%
0.492%
0.497%
0.497%
0.508%
0.521%
0.485%
0.491%
0.505%
0.519%

Page 13

GARCH

0.558%
0.398%
0.432%
0.205%
0.260%
0.339%
0.453%
0.604%
0.713%
0.275%
0.357%
0.466%
0.296%
0.389%
0.496%
0.669%
0.360%
0.348%
0.225%
0.260%
0.315%
0.374%
0.372%
0.497%
0.625%
0.818%
0.298%
0.368%
0.258%
0.280%
0.351%
0.237%
0.264%
0.322%
0.209%
0.204%
0.245%
0.205%
0.262%
0.207%
0.231%
0.207%
0.221%
0.266%
0.347%
0.453%
0.190%
0.240%
0.276%
0.253%

0.006126
0.006106
0.006084
0.006079
0.006069
0.006089
0.006107
0.006108
0.006125
0.006116
0.006069
0.006153
0.006154
0.006177
0.006192
0.006191
0.006217
0.006189
0.006210
0.006278
0.006279
0.006283
0.006281
0.006310
0.006310
0.006328
0.006332
0.006309
0.006335
0.006364
0.006399
0.006409
0.006455
0.006464
0.006463
0.006461
0.006460
0.006462
0.006461
0.006461
0.006486
0.006486
0.006498
0.006525
0.006533
0.006533
0.006533
0.006518
0.006521
0.006539

0.000024898
0.000022256
0.000022660
0.000021068
0.000022404
0.000023825
0.000025344
0.000026886
0.000026936
0.000019804
0.000021033
0.000022269
0.000020524
0.000021814
0.000022939
0.000024383
0.000018810
0.000018867
0.000018375
0.000019372
0.000020433
0.000021371
0.000021582
0.000022951
0.000023785
0.000024813
0.000014585
0.000015303
0.000014474
0.000015034
0.000015856
0.000015188
0.000015900
0.000016743
0.000016373
0.000017110
0.000018125
0.000018662
0.000019853
0.000020346
0.000021470
0.000022357
0.000023568
0.000024968
0.000026542
0.000028131
0.000026476
0.000028163
0.000029744
0.000030943

0.499%
0.472%
0.476%
0.459%
0.473%
0.488%
0.503%
0.519%
0.519%
0.445%
0.459%
0.472%
0.453%
0.467%
0.479%
0.494%
0.434%
0.434%
0.429%
0.440%
0.452%
0.462%
0.465%
0.479%
0.488%
0.498%
0.382%
0.391%
0.380%
0.388%
0.398%
0.390%
0.399%
0.409%
0.405%
0.414%
0.426%
0.432%
0.446%
0.451%
0.463%
0.473%
0.485%
0.500%
0.515%
0.530%
0.515%
0.531%
0.545%
0.556%

Page 14

GARCH

0.250%
0.286%
0.375%
0.485%
0.418%
0.539%
0.712%
0.959%
1.071%
0.511%
0.367%
0.491%
0.581%
0.484%
0.355%
0.375%
0.388%
0.519%
0.255%
0.264%
0.342%
0.392%
0.447%
0.555%
0.378%
0.411%
0.307%
0.320%
0.417%
0.544%
0.565%
0.336%
0.238%
0.243%
0.317%
0.394%
0.526%
0.701%
0.716%
0.375%
0.454%
0.597%
0.622%
0.521%
0.358%
0.421%
0.523%
0.551%
0.714%
0.706%

0.006535
0.006533
0.006531
0.006554
0.006555
0.006541
0.006570
0.006573
0.006572
0.006545
0.006461
0.006443
0.006499
0.006494
0.006494
0.006481
0.006479
0.006474
0.006492
0.006478
0.006485
0.006496
0.006508
0.006513
0.006578
0.006565
0.006580
0.006573
0.006572
0.006574
0.006578
0.006569
0.006543
0.006538
0.006537
0.006537
0.006536
0.006536
0.006538
0.006527
0.006517
0.006519
0.006533
0.006518
0.006508
0.006512
0.006579
0.006579
0.006577
0.006583

0.000032433
0.000034242
0.000036408
0.000038558
0.000038408
0.000040604
0.000042941
0.000045512
0.000042701
0.000026241
0.000024407
0.000025965
0.000026573
0.000024308
0.000022769
0.000023357
0.000023801
0.000025301
0.000022524
0.000023531
0.000024998
0.000026032
0.000026900
0.000028051
0.000025513
0.000026236
0.000025741
0.000026733
0.000028358
0.000029986
0.000029613
0.000026642
0.000026860
0.000028202
0.000029999
0.000031693
0.000033680
0.000035688
0.000033910
0.000027805
0.000029100
0.000030784
0.000029986
0.000027381
0.000025359
0.000026436
0.000027650
0.000027388
0.000028658
0.000025937

0.570%
0.585%
0.603%
0.621%
0.620%
0.637%
0.655%
0.675%
0.653%
0.512%
0.494%
0.510%
0.515%
0.493%
0.477%
0.483%
0.488%
0.503%
0.475%
0.485%
0.500%
0.510%
0.519%
0.530%
0.505%
0.512%
0.507%
0.517%
0.533%
0.548%
0.544%
0.516%
0.518%
0.531%
0.548%
0.563%
0.580%
0.597%
0.582%
0.527%
0.539%
0.555%
0.548%
0.523%
0.504%
0.514%
0.526%
0.523%
0.535%
0.509%

Page 15

GARCH

0.300%
0.276%
0.241%
0.285%
0.359%
0.241%
0.313%
0.396%
0.293%
0.323%
0.332%
0.386%
0.286%
0.375%
0.252%
0.233%
0.297%
0.393%
0.440%
0.446%
0.457%
0.602%
0.778%
1.021%
0.231%
0.236%
0.286%
0.349%
0.318%
0.411%
0.547%
0.503%
0.365%
0.259%
0.273%
0.359%
0.480%
0.371%
0.341%
0.454%
0.611%
0.765%
0.327%
0.309%
0.363%
0.352%
0.447%
0.363%
0.458%
0.551%

0.006577
0.006541
0.006555
0.006556
0.006554
0.006560
0.006550
0.006552
0.006568
0.006611
0.006618
0.006614
0.006622
0.006617
0.006690
0.006685
0.006694
0.006694
0.006702
0.006700
0.006693
0.006688
0.006688
0.006685
0.006691
0.006596
0.006595
0.006595
0.006602
0.006603
0.006623
0.006683
0.006751
0.006851
0.006851
0.006911
0.006911
0.006941
0.006943
0.006938
0.006939
0.006947
0.006948
0.006916
0.006912
0.006915
0.006912
0.006922
0.006911
0.006911

0.000019083
0.000019456
0.000019936
0.000021037
0.000022245
0.000021893
0.000023290
0.000024608
0.000024160
0.000025225
0.000026071
0.000027259
0.000027080
0.000028789
0.000028684
0.000029961
0.000031839
0.000033869
0.000035166
0.000035836
0.000036564
0.000038725
0.000040577
0.000042394
0.000025773
0.000027068
0.000028664
0.000030287
0.000031021
0.000032899
0.000034946
0.000034135
0.000032945
0.000033281
0.000034992
0.000037218
0.000039593
0.000039222
0.000040387
0.000042956
0.000045679
0.000047557
0.000040597
0.000042219
0.000044542
0.000046228
0.000048962
0.000049711
0.000052618
0.000055183

0.437%
0.441%
0.446%
0.459%
0.472%
0.468%
0.483%
0.496%
0.492%
0.502%
0.511%
0.522%
0.520%
0.537%
0.536%
0.547%
0.564%
0.582%
0.593%
0.599%
0.605%
0.622%
0.637%
0.651%
0.508%
0.520%
0.535%
0.550%
0.557%
0.574%
0.591%
0.584%
0.574%
0.577%
0.592%
0.610%
0.629%
0.626%
0.636%
0.655%
0.676%
0.690%
0.637%
0.650%
0.667%
0.680%
0.700%
0.705%
0.725%
0.743%

Page 16

GARCH

0.746%
0.744%
0.739%
0.910%
0.254%
0.331%
0.372%
0.480%
0.559%
0.575%
0.666%
0.748%
0.782%
0.826%
0.510%
0.545%
0.725%
0.604%
0.818%
0.477%
0.547%
0.739%
0.969%
0.429%
0.489%
0.638%
0.814%
1.089%
0.512%
0.317%
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%

0.006981
0.006992
0.006985
0.006964
0.006972
0.006911
0.006932
0.006935
0.006999
0.007008
0.006995
0.006991
0.006989
0.006978
0.007024
0.006979
0.007080
0.007080
0.007050
0.007054
0.007012
0.007008
0.007053
0.007050
0.006974
0.006970
0.006973
0.006977
0.006981

0.000058706
0.000057575
0.000056372
0.000058119
0.000046721
0.000049701
0.000052291
0.000055445
0.000057878
0.000059090
0.000061202
0.000062445
0.000062109
0.000061471
0.000055085
0.000056778
0.000060215
0.000057846
0.000061529
0.000055078
0.000057417
0.000061062
0.000064233
0.000052349
0.000054734
0.000057916
0.000060741
0.000064189
0.000048385
0.000047581

0.766%
0.759%
0.751%
0.762%
0.684%
0.705%
0.723%
0.745%
0.761%
0.769%
0.782%
0.790%
0.788%
0.784%
0.742%
0.754%
0.776%
0.761%
0.784%
0.742%
0.758%
0.781%
0.801%
0.724%
0.740%
0.761%
0.779%
0.801%
0.696%

Page 17

GARCH

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%

Page 18

GARCH

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%

Page 19

GARCH

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%

Page 20

GARCH

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%

Page 21

GARCH

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%

Page 22

156
178
200
222
244
266
288
310
332
354
376
398
420
442
464
486
85
97
109
121
133
145
157
169
181
193
205
217
229
241
253
265

GARCH

Page 23

GARCH

Page 24

GARCH

Page 25

GARCH

Page 26

GARCH

Page 27

GARCH

Page 28

GARCH

Page 29

GARCH

Page 30

GARCH

Page 31

GARCH

Page 32

GARCH

Page 33