GBM sigma

Nov-14
Nov-14
Nov-14
Nov-14
Nov-14
Nov-14
Nov-14
Nov-14
Nov-14
Nov-14
Nov-14
Nov-14
Nov-14
Nov-14
Nov-14
Nov-14
Nov-14
Nov-14
Nov-14
Nov-14
Nov-14
Nov-14
Nov-14
Nov-14
Nov-14
Nov-14
Oct-14
Oct-14
Oct-14
Oct-14
Oct-14
Oct-14
Oct-14
Oct-14
Oct-14
Oct-14
Oct-14
Oct-14
Oct-14

0.01

alpha
lambda
sigmean

0.4
0.99
0.02

N(0,1)
n=250
R(t)
Stdev
ARCH(n)
EWMA
GARCH(1,1)
-0.023835
0.010026
0.014843
0.010593
0.015077
-0.003090
0.009996
0.014831
0.010373
0.014985
-0.013344
0.010014
0.014838
0.010421
0.015005
-0.009737
0.009981
0.014825
0.010387
0.014991
-0.010934
0.009967
0.014819
0.010394
0.014994
0.008304
0.009949
0.014812
0.010388
0.014992
0.013964
0.009945
0.014810
0.010407
0.014999
-0.015362
0.009910
0.014796
0.010365
0.014982
-0.005473
0.009871
0.014781
0.010302
0.014956
0.007308
0.009869
0.014780
0.010339
0.014971
0.007316
0.009864
0.014777
0.010365
0.014982
-0.003773
0.009890
0.014788
0.010391
0.014993
0.005027
0.009926
0.014803
0.010437
0.015012
-0.003680
0.009929
0.014804
0.010477
0.015029
-0.006102
0.009927
0.014803
0.010524
0.015048
0.006194
0.009924
0.014802
0.010559
0.015063
0.021204
0.009925
0.014802
0.010594
0.015078
0.009362
0.009839
0.014768
0.010432
0.015010
-0.009696
0.009821
0.014760
0.010442
0.015014
-0.029245
0.009820
0.014760
0.010449
0.015017
0.003226
0.009674
0.014702
0.010082
0.014866
-0.008822
0.009703
0.014714
0.010128
0.014884
0.004480
0.009687
0.014707
0.010140
0.014889
-0.002935
0.009710
0.014716
0.010181
0.014906
-0.025547
0.009737
0.014727
0.010228
0.014925
0.002486
0.009644
0.014690
0.009954
0.014814
0.001271
0.009648
0.014692
0.010001
0.014833
-0.009822
0.009724
0.014722
0.010051
0.014853
0.010447
0.009713
0.014717
0.010053
0.014854
0.019166
0.009697
0.014711
0.010049
0.014852
0.007915
0.009677
0.014703
0.009914
0.014798
0.006439
0.009669
0.014700
0.009932
0.014805
-0.000449
0.009667
0.014699
0.009961
0.014817
0.001607
0.009673
0.014702
0.010011
0.014837
-0.015584
0.009718
0.014719
0.010060
0.014857
0.007174
0.009669
0.014700
0.009989
0.014828
-0.011198
0.009659
0.014696
0.010013
0.014838
0.015569
0.009638
0.014688
0.010001
0.014833
0.009026
0.009611
0.014677
0.009929
0.014804

Oct-14
Oct-14
Oct-14
Oct-14
Oct-14
Oct-14
Oct-14
Oct-14
Oct-14
Oct-14
Oct-14
Oct-14
Oct-14
Oct-14
Oct-14
Oct-14
Oct-14
Oct-14
Sep-14
Sep-14
Sep-14
Sep-14
Sep-14
Sep-14
Sep-14
Sep-14
Sep-14
Sep-14
Sep-14
Sep-14
Sep-14
Sep-14
Sep-14
Sep-14
Sep-14
Sep-14
Sep-14
Sep-14
Sep-14
Sep-14
Sep-14
Sep-14
Sep-14
Sep-14
Sep-14

0.003283
0.006734
0.008881
-0.000335
-0.014195
0.013677
0.004635
0.004440
0.007147
0.006260
-0.006295
-0.005810
-0.005824
0.003944
0.014959
-0.015942
-0.007325
-0.023112
0.000758
-0.008571
-0.013522
0.008793
0.002622
-0.007141
0.011990
0.001849
0.004325
-0.005289
-0.008754
-0.008743
0.003188
0.018701
-0.001384
0.000355
0.004862
0.001283
0.018697
-0.014291
-0.000796
-0.001519
-0.001004
-0.010310
0.004029
0.003096
-0.014021

0.009600
0.009607
0.009616
0.009674
0.009678
0.009638
0.009624
0.009667
0.009702
0.009747
0.009756
0.009758
0.009797
0.009792
0.009789
0.009746
0.009694
0.009685
0.009633
0.009636
0.009621
0.009650
0.009667
0.009680
0.009673
0.009788
0.009794
0.009827
0.009823
0.009807
0.009799
0.009812
0.009743
0.009813
0.009817
0.009818
0.009883
0.009815
0.009779
0.009805
0.009808
0.009824
0.009809
0.009821
0.009823

0.014673
0.014676
0.014679
0.014702
0.014704
0.014688
0.014682
0.014699
0.014713
0.014731
0.014735
0.014735
0.014751
0.014749
0.014748
0.014731
0.014710
0.014706
0.014686
0.014687
0.014681
0.014693
0.014699
0.014704
0.014702
0.014747
0.014750
0.014763
0.014761
0.014755
0.014752
0.014757
0.014729
0.014757
0.014759
0.014759
0.014785
0.014758
0.014744
0.014754
0.014755
0.014762
0.014756
0.014761
0.014761

0.009937
0.009982
0.010009
0.010020
0.010071
0.010020
0.009976
0.010016
0.010056
0.010081
0.010113
0.010144
0.010178
0.010213
0.010257
0.010198
0.010123
0.010148
0.009931
0.009981
0.009994
0.009952
0.009963
0.010010
0.010034
0.010013
0.010061
0.010103
0.010140
0.010153
0.010166
0.010212
0.010090
0.010140
0.010191
0.010231
0.010281
0.010161
0.010111
0.010161
0.010211
0.010262
0.010262
0.010305
0.010353

0.014807
0.014825
0.014836
0.014841
0.014861
0.014841
0.014823
0.014839
0.014855
0.014865
0.014878
0.014891
0.014905
0.014919
0.014937
0.014913
0.014883
0.014893
0.014805
0.014825
0.014830
0.014813
0.014817
0.014836
0.014846
0.014838
0.014857
0.014874
0.014889
0.014895
0.014900
0.014919
0.014869
0.014889
0.014910
0.014926
0.014947
0.014898
0.014877
0.014898
0.014918
0.014939
0.014939
0.014957
0.014977

Sep-14
Sep-14
Sep-14
Aug-14
Aug-14
Aug-14
Aug-14
Aug-14
Aug-14
Aug-14
Aug-14
Aug-14
Aug-14
Aug-14
Aug-14
Aug-14
Aug-14
Aug-14
Aug-14
Aug-14
Aug-14
Aug-14
Aug-14
Aug-14
Aug-14
Aug-14
Aug-14
Aug-14
Aug-14
Aug-14
Aug-14
Aug-14
Aug-14
Aug-14
Jul-14
Jul-14
Jul-14
Jul-14
Jul-14
Jul-14
Jul-14
Jul-14
Jul-14
Jul-14
Jul-14

-0.005217
-0.002012
0.004392
0.003508
-0.010815
-0.037653
0.021449
0.004216
-0.010332
-0.000967
-0.010545
0.000233
0.001708
-0.005595
0.015013
-0.001450
-0.005905
-0.006449
0.012394
0.009111
0.003428
0.008162
-0.008972
0.015310
0.012153
0.006473
0.018564
-0.004909
0.017842
-0.004582
0.011017
0.002319
-0.005264
-0.010422
0.001777
0.007761
0.009984
-0.012179
0.013061
0.000653
-0.004005
-0.001932
0.006221
-0.009843
0.006029

0.009779
0.009772
0.009771
0.009768
0.009778
0.009757
0.009467
0.009404
0.009417
0.009409
0.009408
0.009399
0.009402
0.009474
0.009470
0.009430
0.009449
0.009476
0.009478
0.009484
0.009489
0.009491
0.009516
0.009551
0.009506
0.009536
0.011421
0.011370
0.011380
0.011351
0.011346
0.011353
0.011368
0.011405
0.011383
0.011420
0.011418
0.011410
0.011383
0.011357
0.011413
0.011409
0.011411
0.011409
0.011392

0.014744
0.014741
0.014740
0.014740
0.014743
0.014735
0.014621
0.014597
0.014602
0.014598
0.014598
0.014595
0.014596
0.014624
0.014622
0.014607
0.014614
0.014625
0.014625
0.014628
0.014630
0.014630
0.014640
0.014654
0.014636
0.014648
0.015436
0.015413
0.015418
0.015405
0.015403
0.015406
0.015412
0.015429
0.015419
0.015435
0.015434
0.015431
0.015419
0.015407
0.015432
0.015430
0.015431
0.015431
0.015423

0.010309
0.010348
0.010398
0.010441
0.010487
0.010484
0.009834
0.009645
0.009685
0.009678
0.009726
0.009718
0.009767
0.009814
0.009848
0.009782
0.009830
0.009862
0.009890
0.009861
0.009869
0.009912
0.009929
0.009938
0.009869
0.009843
0.009871
0.009744
0.009780
0.009665
0.009702
0.009688
0.009734
0.009769
0.009762
0.009810
0.009828
0.009827
0.009800
0.009762
0.009811
0.009852
0.009899
0.009930
0.009931

0.014959
0.014975
0.014996
0.015014
0.015033
0.015032
0.014766
0.014691
0.014706
0.014704
0.014723
0.014719
0.014739
0.014758
0.014771
0.014745
0.014764
0.014777
0.014788
0.014777
0.014780
0.014797
0.014804
0.014807
0.014780
0.014769
0.014780
0.014730
0.014744
0.014698
0.014713
0.014708
0.014726
0.014740
0.014737
0.014756
0.014763
0.014763
0.014752
0.014737
0.014756
0.014773
0.014792
0.014804
0.014804

Jul-14
Jul-14
Jul-14
Jul-14
Jul-14
Jul-14
Jul-14
Jul-14
Jul-14
Jul-14
Jul-14
Jul-14
Jul-14
Jul-14
Jul-14
Jul-14
Jul-14
Jul-14
Jul-14
Jul-14
Jun-14
Jun-14
Jun-14
Jun-14
Jun-14
Jun-14
Jun-14
Jun-14
Jun-14
Jun-14
Jun-14
Jun-14
Jun-14
Jun-14
Jun-14
Jun-14
Jun-14
Jun-14
Jun-14
Jun-14
Jun-14
Jun-14
Jun-14
Jun-14
Jun-14

0.011234
-0.001477
0.000156
-0.010520
-0.004996
0.009191
0.001505
0.013834
-0.005568
-0.004112
0.015431
0.002140
-0.001214
-0.001501
-0.000164
-0.008873
-0.001509
-0.005135
0.003688
-0.005644
0.007362
-0.005221
0.003533
-0.007188
0.002919
-0.010295
0.007802
-0.004757
0.013848
0.004679
-0.014328
-0.005888
0.019954
0.015080
0.005191
-0.001172
0.011330
0.008630
0.010181
-0.029816
0.008948
-0.011464
-0.014263
-0.004665
-0.001111

0.011398
0.011381
0.011381
0.011384
0.011455
0.011450
0.011442
0.011546
0.011518
0.011530
0.011547
0.011510
0.011512
0.011515
0.011514
0.011515
0.011519
0.011522
0.011582
0.011583
0.011580
0.011575
0.011580
0.011579
0.011569
0.011627
0.011613
0.011629
0.011639
0.011608
0.011649
0.011612
0.011608
0.011570
0.011608
0.011647
0.011688
0.011720
0.011815
0.011799
0.011646
0.011633
0.011611
0.011660
0.011680

0.015426
0.015418
0.015418
0.015420
0.015451
0.015449
0.015445
0.015491
0.015479
0.015484
0.015492
0.015475
0.015476
0.015478
0.015477
0.015478
0.015480
0.015481
0.015508
0.015508
0.015507
0.015504
0.015507
0.015506
0.015502
0.015528
0.015522
0.015529
0.015533
0.015519
0.015538
0.015521
0.015519
0.015502
0.015519
0.015537
0.015555
0.015570
0.015613
0.015605
0.015536
0.015531
0.015521
0.015543
0.015552

0.009962
0.009948
0.009997
0.010048
0.010043
0.010081
0.010090
0.010139
0.010095
0.010131
0.010173
0.010106
0.010155
0.010205
0.010256
0.010307
0.010321
0.010372
0.010411
0.010457
0.010494
0.010521
0.010561
0.010608
0.010637
0.010687
0.010691
0.010716
0.010759
0.010724
0.010767
0.010725
0.010763
0.010630
0.010575
0.010616
0.010669
0.010662
0.010680
0.010685
0.010312
0.010325
0.010313
0.010266
0.010307

0.014817
0.014812
0.014831
0.014852
0.014850
0.014865
0.014869
0.014889
0.014871
0.014885
0.014903
0.014875
0.014895
0.014916
0.014937
0.014958
0.014964
0.014985
0.015001
0.015020
0.015036
0.015047
0.015064
0.015084
0.015096
0.015117
0.015119
0.015129
0.015148
0.015133
0.015151
0.015133
0.015149
0.015093
0.015070
0.015087
0.015109
0.015106
0.015114
0.015116
0.014960
0.014966
0.014961
0.014941
0.014958

Jun-14
Jun-14
Jun-14
Jun-14
Jun-14
May-14
May-14
May-14
May-14
May-14
May-14
May-14
May-14
May-14
May-14
May-14
May-14
May-14
May-14
May-14
May-14
May-14
May-14
May-14
May-14
May-14
May-14
May-14
May-14
May-14
May-14
May-14
May-14
May-14
May-14
May-14
Apr-14
Apr-14
Apr-14
Apr-14
Apr-14
Apr-14
Apr-14
Apr-14
Apr-14

-0.001819
-0.010074
0.006406
-0.006177
0.000318
-0.009059
-0.000571
0.006605
-0.000533
0.001134
-0.009847
0.013009
0.008206
0.009162
-0.000344
0.016616
-0.003774
0.006802
0.000953
0.019385
-0.020400
0.004568
0.005321
0.000526
-0.002269
0.000063
-0.032364
-0.002505
-0.009919
-0.000914
0.000680
-0.007361
-0.001137
-0.007810
0.005038
0.008474
-0.012638
-0.002158
-0.008874
0.003465
0.003422
-0.022806
-0.002696
0.003912
-0.011230

0.011680
0.011691
0.011672
0.011726
0.011740
0.011742
0.011846
0.011872
0.011874
0.011883
0.011925
0.011966
0.011941
0.011937
0.011950
0.011950
0.011917
0.011919
0.011913
0.011924
0.011866
0.011809
0.011807
0.011813
0.011822
0.011836
0.011838
0.011668
0.011689
0.011673
0.011672
0.011727
0.011718
0.011740
0.011734
0.011733
0.011724
0.011693
0.011700
0.011704
0.011704
0.011785
0.011692
0.011691
0.011719

0.015552
0.015557
0.015548
0.015573
0.015579
0.015579
0.015627
0.015638
0.015639
0.015644
0.015663
0.015682
0.015670
0.015668
0.015674
0.015674
0.015659
0.015660
0.015657
0.015663
0.015636
0.015610
0.015609
0.015612
0.015616
0.015622
0.015623
0.015546
0.015556
0.015548
0.015548
0.015573
0.015569
0.015579
0.015576
0.015575
0.015572
0.015558
0.015561
0.015563
0.015563
0.015599
0.015557
0.015556
0.015569

0.010358
0.010409
0.010412
0.010444
0.010479
0.010531
0.010545
0.010598
0.010631
0.010684
0.010738
0.010746
0.010721
0.010743
0.010758
0.010812
0.010738
0.010785
0.010818
0.010872
0.010752
0.010609
0.010653
0.010693
0.010747
0.010799
0.010853
0.010412
0.010461
0.010466
0.010519
0.010571
0.010599
0.010652
0.010677
0.010718
0.010739
0.010718
0.010770
0.010787
0.010836
0.010885
0.010697
0.010747
0.010794

0.014979
0.015000
0.015001
0.015015
0.015029
0.015051
0.015057
0.015080
0.015093
0.015116
0.015139
0.015142
0.015132
0.015141
0.015147
0.015170
0.015139
0.015159
0.015173
0.015196
0.015145
0.015084
0.015103
0.015120
0.015143
0.015165
0.015188
0.015001
0.015022
0.015024
0.015046
0.015068
0.015080
0.015102
0.015113
0.015130
0.015139
0.015130
0.015152
0.015160
0.015181
0.015202
0.015121
0.015143
0.015163

Apr-14
Apr-14
Apr-14
Apr-14
Apr-14
Apr-14
Apr-14
Apr-14
Apr-14
Apr-14
Apr-14
Apr-14
Apr-14
Apr-14
Apr-14
Apr-14
Apr-14
Apr-14
Apr-14
Apr-14
Apr-14
Mar-14
Mar-14
Mar-14
Mar-14
Mar-14
Mar-14
Mar-14
Mar-14
Mar-14
Mar-14
Mar-14
Mar-14
Mar-14
Mar-14
Mar-14
Mar-14
Mar-14
Mar-14
Mar-14
Mar-14
Mar-14
Mar-14
Mar-14
Mar-14

-0.009582
-0.010945
-0.012274
0.009709
0.002901
-0.006109
-0.001832
-0.015615
0.004379
-0.008916
-0.007375
0.007710
-0.007400
-0.006721
-0.025057
-0.008897
0.005935
-0.000502
0.009583
-0.003495
-0.003839
0.005809
0.004799
0.004234
-0.002438
0.001595
-0.005005
0.012422
0.012517
-0.003177
-0.007887
0.019731
0.009655
0.002740
-0.004380
-0.005404
-0.007489
-0.005687
-0.006347
0.003518
0.005375
-0.013908
0.013578
0.006256
0.001485

0.011694
0.011693
0.011669
0.011757
0.011758
0.011758
0.011777
0.011780
0.011734
0.011743
0.011733
0.011831
0.011823
0.011813
0.011807
0.011691
0.011679
0.011676
0.011677
0.011666
0.011669
0.011667
0.011665
0.011663
0.011785
0.011796
0.011799
0.011922
0.011905
0.011886
0.011898
0.011895
0.011886
0.011900
0.011904
0.011909
0.011904
0.011910
0.011903
0.011904
0.011903
0.011917
0.011886
0.011865
0.011863

0.015558
0.015558
0.015547
0.015587
0.015587
0.015587
0.015595
0.015597
0.015576
0.015580
0.015575
0.015620
0.015617
0.015612
0.015609
0.015556
0.015551
0.015550
0.015550
0.015545
0.015547
0.015546
0.015545
0.015544
0.015599
0.015604
0.015606
0.015662
0.015654
0.015645
0.015650
0.015649
0.015645
0.015651
0.015653
0.015655
0.015653
0.015656
0.015653
0.015653
0.015653
0.015659
0.015645
0.015636
0.015634

0.010790
0.010801
0.010800
0.010784
0.010794
0.010845
0.010882
0.010935
0.010878
0.010924
0.010942
0.010972
0.011000
0.011031
0.011066
0.010833
0.010850
0.010889
0.010943
0.010956
0.011006
0.011055
0.011095
0.011140
0.011188
0.011242
0.011298
0.011343
0.011332
0.011319
0.011372
0.011402
0.011286
0.011302
0.011355
0.011404
0.011448
0.011481
0.011525
0.011566
0.011618
0.011665
0.011640
0.011618
0.011660

0.015161
0.015166
0.015165
0.015158
0.015163
0.015184
0.015200
0.015223
0.015199
0.015218
0.015226
0.015239
0.015251
0.015265
0.015280
0.015179
0.015187
0.015203
0.015227
0.015232
0.015254
0.015275
0.015292
0.015312
0.015333
0.015357
0.015381
0.015401
0.015396
0.015391
0.015414
0.015427
0.015376
0.015383
0.015407
0.015428
0.015448
0.015463
0.015482
0.015500
0.015524
0.015545
0.015533
0.015524
0.015543

Mar-14
Mar-14
Mar-14
Mar-14
Mar-14
Mar-14
Mar-14
Feb-14
Feb-14
Feb-14
Feb-14
Feb-14
Feb-14
Feb-14
Feb-14
Feb-14
Feb-14
Feb-14
Feb-14
Feb-14
Feb-14
Feb-14
Feb-14
Feb-14
Feb-14
Feb-14
Feb-14
Feb-14
Feb-14
Feb-14
Feb-14
Feb-14
Feb-14
Feb-14
Feb-14
Jan-14
Jan-14
Jan-14
Jan-14
Jan-14
Jan-14
Jan-14
Jan-14
Jan-14
Jan-14

0.004295
0.006640
-0.006041
0.001764
0.008957
0.011552
-0.012438
-0.000132
0.011394
-0.011822
0.014225
-0.005152
-0.019206
0.006240
0.005863
0.016495
0.004749
0.005592
-0.005493
-0.014861
-0.002755
-0.002096
-0.004547
-0.011043
0.005212
0.006588
0.009409
-0.019275
-0.004591
0.000545
0.011030
0.014960
-0.013964
0.016387
0.009029
0.006284
0.014835
0.002472
0.001019
0.004327
0.001325
-0.002529
0.016985
0.004243
-0.001261

0.011863
0.011892
0.011928
0.011932
0.011957
0.011952
0.011955
0.011949
0.011950
0.011935
0.011912
0.011883
0.011901
0.011840
0.011836
0.011851
0.011867
0.011873
0.011874
0.011881
0.011846
0.011859
0.011860
0.011863
0.011857
0.011854
0.011856
0.011843
0.011786
0.011788
0.011864
0.011882
0.011854
0.011818
0.011849
0.011850
0.011845
0.011814
0.011813
0.011830
0.011954
0.011959
0.011980
0.011982
0.011983

0.015635
0.015648
0.015664
0.015666
0.015677
0.015675
0.015677
0.015674
0.015674
0.015667
0.015657
0.015644
0.015652
0.015624
0.015622
0.015629
0.015636
0.015639
0.015640
0.015643
0.015627
0.015633
0.015633
0.015635
0.015632
0.015630
0.015631
0.015626
0.015600
0.015601
0.015635
0.015643
0.015631
0.015614
0.015628
0.015629
0.015626
0.015612
0.015612
0.015620
0.015676
0.015678
0.015688
0.015689
0.015689

0.011718
0.011769
0.011809
0.011853
0.011912
0.011938
0.011942
0.011937
0.011997
0.012003
0.012004
0.011980
0.012029
0.011935
0.011978
0.012024
0.011971
0.012021
0.012069
0.012117
0.012086
0.012144
0.012203
0.012256
0.012268
0.012319
0.012363
0.012389
0.012300
0.012353
0.012415
0.012429
0.012400
0.012384
0.012337
0.012365
0.012412
0.012385
0.012445
0.012507
0.012563
0.012625
0.012686
0.012635
0.012692

0.015569
0.015592
0.015610
0.015630
0.015657
0.015669
0.015670
0.015668
0.015696
0.015698
0.015699
0.015688
0.015711
0.015667
0.015687
0.015708
0.015684
0.015707
0.015729
0.015751
0.015737
0.015763
0.015791
0.015816
0.015821
0.015845
0.015865
0.015878
0.015836
0.015861
0.015890
0.015896
0.015883
0.015875
0.015853
0.015866
0.015888
0.015875
0.015904
0.015933
0.015959
0.015989
0.016018
0.015993
0.016020

Jan-14
Jan-14
Jan-14
Jan-14
Jan-14
Jan-14
Jan-14
Jan-14
Jan-14
Jan-14
Jan-14
Jan-14
Jan-14
Jan-14
Jan-14
Jan-14
Jan-14
Jan-14
Jan-14
Jan-14
Jan-14
Dec-13
Dec-13
Dec-13
Dec-13
Dec-13
Dec-13
Dec-13
Dec-13
Dec-13
Dec-13
Dec-13
Dec-13
Dec-13
Dec-13
Dec-13
Dec-13
Dec-13
Dec-13
Dec-13
Dec-13
Dec-13
Dec-13
Dec-13
Dec-13

0.018430
-0.012079
-0.007967
0.004842
0.026636
-0.005161
0.013679
0.003977
-0.001414
-0.006128
0.008847
0.000723
0.018888
-0.004364
-0.004337
0.018285
0.002682
-0.005709
0.011752
0.004369
0.009478
0.007453
0.008920
-0.002978
-0.000014
0.002123
0.000850
0.002076
-0.006805
-0.004476
-0.008527
-0.010978
-0.007952
-0.008366
0.001256
-0.008436
0.004085
0.019072
-0.003819
0.004833
-0.009125
0.013712
-0.007086
-0.012240
0.010462

0.011983
0.011929
0.011907
0.011895
0.011892
0.011778
0.011772
0.011744
0.011743
0.011823
0.011816
0.011874
0.011888
0.011860
0.011861
0.011859
0.011808
0.011816
0.011848
0.011835
0.011866
0.011859
0.011859
0.011857
0.011868
0.011909
0.011957
0.011965
0.011965
0.011981
0.011979
0.011992
0.011973
0.011978
0.011984
0.012012
0.012000
0.011998
0.011947
0.011945
0.011943
0.011972
0.011943
0.011952
0.011943

0.015689
0.015665
0.015655
0.015649
0.015648
0.015596
0.015593
0.015581
0.015580
0.015616
0.015613
0.015639
0.015646
0.015633
0.015634
0.015633
0.015610
0.015613
0.015628
0.015622
0.015636
0.015633
0.015633
0.015632
0.015637
0.015656
0.015678
0.015681
0.015681
0.015689
0.015688
0.015693
0.015685
0.015687
0.015690
0.015703
0.015697
0.015696
0.015673
0.015672
0.015671
0.015684
0.015671
0.015675
0.015671

0.012755
0.012685
0.012691
0.012730
0.012784
0.012567
0.012619
0.012608
0.012666
0.012729
0.012778
0.012811
0.012876
0.012801
0.012858
0.012915
0.012849
0.012911
0.012964
0.012975
0.013033
0.013064
0.013109
0.013144
0.013207
0.013274
0.013339
0.013406
0.013472
0.013522
0.013583
0.013624
0.013648
0.013694
0.013737
0.013806
0.013849
0.013913
0.013851
0.013916
0.013977
0.014018
0.014021
0.014073
0.014091

0.016050
0.016017
0.016020
0.016038
0.016064
0.015961
0.015986
0.015981
0.016008
0.016038
0.016061
0.016077
0.016108
0.016072
0.016099
0.016127
0.016095
0.016125
0.016150
0.016156
0.016184
0.016199
0.016220
0.016238
0.016268
0.016301
0.016333
0.016365
0.016398
0.016423
0.016453
0.016473
0.016485
0.016508
0.016530
0.016564
0.016586
0.016618
0.016587
0.016619
0.016650
0.016670
0.016672
0.016698
0.016707

Dec-13
Dec-13
Dec-13
Dec-13
Dec-13
Dec-13
Dec-13
Nov-13
Nov-13
Nov-13
Nov-13
Nov-13
Nov-13
Nov-13
Nov-13
Nov-13
Nov-13
Nov-13
Nov-13
Nov-13
Nov-13
Nov-13
Nov-13
Nov-13
Nov-13
Nov-13
Nov-13
Nov-13
Nov-13
Nov-13
Nov-13
Nov-13
Nov-13
Nov-13
Nov-13
Nov-13
Nov-13
Oct-13
Oct-13
Oct-13
Oct-13
Oct-13
Oct-13
Oct-13
Oct-13

0.004729
-0.012742
0.016519
-0.001817
-0.016090
0.100000
0.005760
-0.008563
-0.010784
0.000409
0.012795
0.009826
0.016441
-0.000510
-0.013721
0.006968
0.007012
0.004806
0.000312
-0.017139
0.001359
0.004668
-0.004163
-0.002785
-0.007232
0.004200
0.002857
-0.003983
-0.022306
0.002929
-0.004272
-0.023893
-0.004222
-0.009906
-0.010368
-0.003887
-0.003487
-0.004021
0.001381
-0.001722
-0.010148
0.004318
-0.019176
-0.003478
-0.004509

0.011944
0.012010
0.011985
0.011962
0.011970
0.011927
0.010116
0.010112
0.010102
0.010085
0.010166
0.010183
0.010163
0.010112
0.010138
0.010102
0.010093
0.010112
0.010113
0.010114
0.010058
0.010058
0.010088
0.010091
0.010151
0.010142
0.010140
0.010191
0.010195
0.010096
0.010112
0.010118
0.010005
0.010007
0.009993
0.009973
0.010007
0.010006
0.010003
0.010040
0.010040
0.010051
0.010054
0.010024
0.010026

0.015671
0.015702
0.015690
0.015680
0.015684
0.015664
0.014880
0.014878
0.014874
0.014867
0.014900
0.014907
0.014899
0.014878
0.014889
0.014874
0.014870
0.014878
0.014878
0.014879
0.014856
0.014856
0.014868
0.014869
0.014894
0.014890
0.014889
0.014910
0.014912
0.014871
0.014878
0.014880
0.014834
0.014835
0.014830
0.014822
0.014835
0.014835
0.014833
0.014849
0.014849
0.014853
0.014854
0.014842
0.014843

0.014123
0.014186
0.014200
0.014174
0.014245
0.014225
0.010167
0.010202
0.010217
0.010212
0.010263
0.010234
0.010238
0.010156
0.010207
0.010166
0.010193
0.010220
0.010260
0.010312
0.010219
0.010270
0.010311
0.010355
0.010403
0.010430
0.010474
0.010523
0.010568
0.010382
0.010431
0.010474
0.010249
0.010292
0.010296
0.010295
0.010340
0.010386
0.010431
0.010482
0.010534
0.010537
0.010582
0.010459
0.010506

0.016723
0.016755
0.016762
0.016750
0.016785
0.016775
0.014901
0.014915
0.014921
0.014919
0.014940
0.014928
0.014930
0.014896
0.014917
0.014900
0.014911
0.014922
0.014939
0.014960
0.014922
0.014943
0.014960
0.014978
0.014998
0.015009
0.015027
0.015048
0.015067
0.014989
0.015009
0.015028
0.014934
0.014952
0.014954
0.014953
0.014972
0.014991
0.015009
0.015031
0.015052
0.015054
0.015073
0.015021
0.015041

Oct-13
Oct-13
Oct-13
Oct-13
Oct-13
Oct-13
Oct-13
Oct-13
Oct-13
Oct-13
Oct-13
Oct-13
Oct-13
Oct-13
Oct-13
Oct-13
Oct-13
Oct-13
Oct-13
Oct-13
Oct-13
Oct-13
Oct-13
Sep-13
Sep-13
Sep-13
Sep-13
Sep-13
Sep-13
Sep-13
Sep-13
Sep-13
Sep-13
Sep-13
Sep-13
Sep-13
Sep-13
Sep-13
Sep-13
Sep-13
Sep-13
Sep-13
Sep-13
Sep-13
Sep-13

-0.004330
-0.007403
-0.001938
-0.000435
0.018636
-0.005390
0.012321
0.009422
-0.002304
0.016258
-0.000389
0.004523
-0.012597
0.021217
-0.015599
0.015726
-0.017395
-0.024951
0.003313
0.001065
-0.001792
-0.001477
0.022422
0.012143
0.000512
0.008604
0.000736
-0.018399
-0.010679
-0.003088
0.026811
0.012836
0.007573
-0.006947
-0.015467
0.019101
-0.002468
0.006175
0.012903
0.001098
0.008660
0.005624
0.003078
0.008633
-0.003216

0.010043
0.010051
0.010040
0.010040
0.010049
0.010019
0.010024
0.009996
0.009980
0.010043
0.009999
0.010000
0.010021
0.009988
0.009904
0.009870
0.009828
0.009774
0.009900
0.009898
0.009940
0.010029
0.010041
0.009939
0.010002
0.010002
0.009987
0.009999
0.009973
0.009957
0.009957
0.009812
0.009799
0.009840
0.009926
0.009912
0.009839
0.009838
0.009864
0.009828
0.009872
0.009866
0.009859
0.009857
0.009862

0.014850
0.014853
0.014849
0.014849
0.014852
0.014840
0.014842
0.014831
0.014824
0.014850
0.014832
0.014832
0.014841
0.014828
0.014794
0.014780
0.014763
0.014742
0.014792
0.014791
0.014808
0.014844
0.014849
0.014808
0.014833
0.014833
0.014827
0.014832
0.014821
0.014815
0.014815
0.014757
0.014752
0.014768
0.014803
0.014797
0.014768
0.014767
0.014777
0.014763
0.014781
0.014779
0.014776
0.014775
0.014777

0.010549
0.010593
0.010621
0.010672
0.010726
0.010616
0.010656
0.010638
0.010649
0.010700
0.010629
0.010683
0.010727
0.010706
0.010547
0.010484
0.010417
0.010323
0.010067
0.010112
0.010163
0.010212
0.010263
0.010065
0.010042
0.010092
0.010106
0.010157
0.010039
0.010033
0.010078
0.009764
0.009728
0.009747
0.009772
0.009697
0.009555
0.009600
0.009628
0.009589
0.009637
0.009647
0.009679
0.009722
0.009733

0.015059
0.015077
0.015089
0.015111
0.015134
0.015087
0.015104
0.015096
0.015101
0.015123
0.015093
0.015115
0.015134
0.015125
0.015058
0.015031
0.015004
0.014964
0.014860
0.014878
0.014899
0.014919
0.014940
0.014859
0.014849
0.014870
0.014876
0.014896
0.014848
0.014846
0.014864
0.014738
0.014724
0.014731
0.014741
0.014711
0.014655
0.014673
0.014684
0.014669
0.014688
0.014691
0.014704
0.014721
0.014725

Sep-13
Sep-13
Sep-13
Sep-13
Sep-13
Sep-13
Sep-13
Sep-13
Aug-13
Aug-13
Aug-13
Aug-13
Aug-13
Aug-13
Aug-13
Aug-13
Aug-13
Aug-13
Aug-13
Aug-13
Aug-13
Aug-13
Aug-13
Aug-13
Aug-13
Aug-13
Aug-13
Aug-13
Aug-13
Aug-13
Aug-13
Aug-13
Aug-13
Aug-13
Aug-13
Aug-13
Aug-13
Aug-13
Aug-13
Jul-13
Jul-13
Jul-13
Jul-13
Jul-13
Jul-13

0.010450
-0.001730
-0.007285
0.007580
-0.009110
0.003878
0.009630
0.012183
0.005032
0.001578
-0.017094
-0.003166
0.012151
0.007010
0.003938
-0.002375
0.001060
0.007813
-0.009990
-0.002141
-0.021072
0.004276
-0.001596
0.013947
0.002492
-0.009419
0.000876
-0.025356
-0.008071
-0.001075
-0.011813
0.006110
0.002200
0.008906
0.007073
-0.024462
0.002088
-0.002213
-0.003340
0.001205
-0.004633
-0.001889
0.002989
-0.001847
-0.005218

0.009870
0.009847
0.009967
0.010189
0.010189
0.010189
0.010186
0.010188
0.010175
0.010179
0.010178
0.010122
0.010122
0.010129
0.010145
0.010151
0.010183
0.010199
0.010188
0.010170
0.010175
0.010090
0.010126
0.010127
0.010157
0.010156
0.010184
0.010193
0.010068
0.010063
0.010083
0.010072
0.010067
0.010067
0.010051
0.010041
0.009931
0.009952
0.009954
0.009952
0.010004
0.010014
0.010047
0.010114
0.010192

0.014780
0.014771
0.014819
0.014910
0.014909
0.014909
0.014908
0.014909
0.014903
0.014905
0.014905
0.014882
0.014882
0.014885
0.014891
0.014894
0.014907
0.014913
0.014909
0.014902
0.014904
0.014869
0.014884
0.014884
0.014896
0.014896
0.014907
0.014911
0.014860
0.014858
0.014866
0.014862
0.014860
0.014859
0.014853
0.014849
0.014805
0.014813
0.014814
0.014813
0.014834
0.014838
0.014851
0.014879
0.014911

0.009777
0.009770
0.009817
0.009839
0.009860
0.009867
0.009909
0.009912
0.009886
0.009923
0.009972
0.009874
0.009918
0.009893
0.009918
0.009960
0.010007
0.010057
0.010077
0.010078
0.010127
0.009955
0.009996
0.010045
0.009998
0.010045
0.010051
0.010101
0.009827
0.009843
0.009892
0.009871
0.009902
0.009949
0.009959
0.009984
0.009729
0.009775
0.009822
0.009866
0.009915
0.009954
0.010002
0.010048
0.010097

0.014743
0.014740
0.014759
0.014768
0.014776
0.014779
0.014796
0.014797
0.014787
0.014801
0.014821
0.014782
0.014799
0.014789
0.014799
0.014816
0.014835
0.014856
0.014864
0.014864
0.014884
0.014814
0.014831
0.014851
0.014832
0.014851
0.014853
0.014874
0.014763
0.014769
0.014789
0.014781
0.014793
0.014812
0.014816
0.014826
0.014724
0.014742
0.014761
0.014778
0.014798
0.014814
0.014833
0.014852
0.014872

Jul-13
Jul-13
Jul-13
Jul-13
Jul-13
Jul-13
Jul-13
Jul-13
Jul-13
Jul-13
Jul-13
Jul-13
Jul-13
Jul-13
Jul-13
Jul-13
Jul-13
Jul-13
Jul-13
Jul-13
Jul-13
Jul-13
Jul-13
Jul-13
Jul-13
Jun-13
Jun-13
Jun-13
Jun-13
Jun-13
Jun-13
Jun-13
Jun-13
Jun-13
Jun-13
Jun-13
Jun-13
Jun-13
Jun-13
Jun-13
Jun-13
Jun-13
Jun-13
Jun-13
Jun-13

0.004866
-0.001866
-0.001453
-0.025951
0.009513
0.005485
-0.026723
0.006355
0.005692
-0.008650
-0.006660
-0.016907
-0.012380
-0.004692
-0.006915
0.002862
0.010444
0.000393
0.008098
0.002541
0.010901
0.006083
0.007343
-0.003225
0.002165
-0.012911
-0.015242
-0.007492
0.012833
0.007112
-0.011230
0.012013
0.002816
0.005963
0.004728
-0.003597
0.012199
-0.005615
-0.002138
0.011388
-0.017885
0.008130
-0.004852
-0.008198
0.006117

0.010196
0.010221
0.010268
0.010349
0.010249
0.010232
0.010232
0.010089
0.010083
0.010077
0.010082
0.010077
0.010018
0.010026
0.010042
0.010056
0.010073
0.010089
0.010141
0.010132
0.010142
0.010159
0.010166
0.010174
0.010179
0.010183
0.010149
0.010125
0.010143
0.010120
0.010116
0.010129
0.010145
0.010166
0.010160
0.010157
0.010158
0.010236
0.010232
0.010233
0.010212
0.010190
0.010211
0.010377
0.010381

0.014912
0.014922
0.014942
0.014975
0.014934
0.014927
0.014927
0.014869
0.014866
0.014864
0.014866
0.014864
0.014840
0.014843
0.014849
0.014855
0.014862
0.014868
0.014890
0.014886
0.014890
0.014897
0.014900
0.014903
0.014905
0.014907
0.014893
0.014883
0.014891
0.014881
0.014879
0.014885
0.014891
0.014900
0.014898
0.014896
0.014897
0.014929
0.014927
0.014928
0.014919
0.014910
0.014918
0.014987
0.014988

0.010134
0.010174
0.010223
0.010274
0.009991
0.009995
0.010031
0.009717
0.009745
0.009777
0.009788
0.009814
0.009716
0.009686
0.009723
0.009747
0.009792
0.009785
0.009835
0.009851
0.009897
0.009886
0.009917
0.009940
0.009985
0.010033
0.009999
0.009932
0.009954
0.009920
0.009945
0.009931
0.009908
0.009954
0.009986
0.010025
0.010069
0.010045
0.010080
0.010128
0.010115
0.010006
0.010023
0.010061
0.010079

0.014887
0.014903
0.014923
0.014944
0.014829
0.014831
0.014845
0.014719
0.014730
0.014743
0.014747
0.014758
0.014719
0.014707
0.014722
0.014731
0.014749
0.014746
0.014766
0.014772
0.014791
0.014787
0.014799
0.014808
0.014826
0.014846
0.014832
0.014805
0.014814
0.014800
0.014810
0.014805
0.014795
0.014814
0.014827
0.014842
0.014860
0.014851
0.014865
0.014885
0.014879
0.014835
0.014842
0.014857
0.014864

Jun-13
Jun-13
Jun-13
Jun-13
Jun-13
Jun-13
Jun-13
Jun-13
Jun-13
Jun-13
May-13
May-13
May-13
May-13
May-13
May-13
May-13
May-13
May-13
May-13
May-13
May-13
May-13
May-13
May-13
May-13
May-13
May-13
May-13
May-13
May-13
May-13
May-13
May-13
May-13
May-13
May-13
May-13
May-13
May-13
May-13
Apr-13
Apr-13
Apr-13
Apr-13

0.010144
-0.002619
0.007699
0.010838
0.001256
-0.006183
0.000119
0.008706
0.007281
0.021968
-0.013684
-0.005203
-0.001405
0.021318
0.009481
0.002250
-0.002765
0.000158
-0.009305
-0.026766
-0.004768
0.012251
0.017340
0.004678
-0.001167
-0.000628
-0.004514
0.001902
-0.001133
0.003145
0.000729
0.003425
0.002521
-0.021398
0.000845
0.020750
-0.008833
-0.012906
-0.005330
-0.002649
0.005261
0.007242
-0.014825
0.007654
-0.014069

0.010376
0.010394
0.010461
0.010451
0.010450
0.010454
0.010454
0.010457
0.010444
0.010447
0.010381
0.010392
0.010399
0.010403
0.010325
0.010311
0.010311
0.010311
0.010314
0.010316
0.010173
0.010215
0.010201
0.010146
0.010145
0.010151
0.010153
0.010152
0.010153
0.010204
0.010220
0.010241
0.010280
0.010280
0.010203
0.010213
0.010130
0.010114
0.010101
0.010102
0.010100
0.010097
0.010094
0.010080
0.010071

0.014986
0.014994
0.015022
0.015018
0.015017
0.015019
0.015019
0.015020
0.015015
0.015016
0.014989
0.014993
0.014996
0.014998
0.014966
0.014960
0.014960
0.014960
0.014961
0.014962
0.014903
0.014920
0.014914
0.014892
0.014891
0.014894
0.014895
0.014894
0.014895
0.014915
0.014922
0.014931
0.014947
0.014947
0.014915
0.014919
0.014885
0.014879
0.014873
0.014874
0.014873
0.014872
0.014870
0.014865
0.014861

0.010111
0.010110
0.010158
0.010180
0.010173
0.010223
0.010256
0.010308
0.010322
0.010349
0.010164
0.010122
0.010159
0.010210
0.010035
0.010040
0.010088
0.010135
0.010187
0.010195
0.009887
0.009925
0.009899
0.009795
0.009833
0.009882
0.009931
0.009971
0.010020
0.010069
0.010115
0.010166
0.010211
0.010260
0.010085
0.010135
0.009970
0.009981
0.009947
0.009983
0.010030
0.010066
0.010091
0.010032
0.010053

0.014877
0.014877
0.014897
0.014906
0.014903
0.014923
0.014937
0.014958
0.014964
0.014975
0.014899
0.014882
0.014897
0.014918
0.014847
0.014849
0.014868
0.014887
0.014908
0.014912
0.014787
0.014802
0.014792
0.014750
0.014765
0.014785
0.014805
0.014821
0.014840
0.014861
0.014879
0.014900
0.014919
0.014938
0.014867
0.014887
0.014820
0.014825
0.014811
0.014826
0.014844
0.014859
0.014869
0.014845
0.014854

Apr-13
Apr-13
Apr-13
Apr-13
Apr-13
Apr-13
Apr-13
Apr-13
Apr-13
Apr-13
Apr-13
Apr-13
Apr-13
Apr-13
Apr-13
Apr-13
Apr-13
Apr-13
Apr-13
Apr-13
Apr-13
Apr-13
Apr-13
Apr-13
Apr-13
Apr-13
Mar-13
Mar-13
Mar-13
Mar-13
Mar-13
Mar-13
Mar-13
Mar-13
Mar-13
Mar-13
Mar-13
Mar-13
Mar-13
Mar-13
Mar-13
Mar-13
Mar-13
Mar-13
Mar-13

0.007033
-0.007071
0.008363
0.008593
-0.015601
0.017057
0.006885
-0.002324
-0.011897
0.003087
0.012326
-0.003618
0.009931
-0.010461
-0.012668
0.002224
0.001420
0.007354
-0.001613
0.003053
-0.016007
-0.002759
0.010522
-0.009887
-0.010379
0.020521
-0.004034
0.011575
0.007639
0.003390
-0.006366
-0.003412
0.004565
-0.005405
0.020218
-0.015830
0.000284
0.004160
0.011321
-0.000457
-0.002655
0.011922
-0.005828
-0.002139
0.003082

0.010051
0.010147
0.010136
0.010141
0.010129
0.010078
0.010186
0.010179
0.010178
0.010232
0.010243
0.010235
0.010324
0.010312
0.010318
0.010330
0.010329
0.010340
0.010398
0.010398
0.010406
0.010371
0.010388
0.010394
0.010378
0.010354
0.010278
0.010281
0.010266
0.010295
0.010315
0.010326
0.010376
0.010413
0.010420
0.010354
0.010330
0.010337
0.010350
0.010330
0.010341
0.010348
0.010329
0.010411
0.010415

0.014853
0.014892
0.014888
0.014890
0.014885
0.014864
0.014908
0.014905
0.014905
0.014927
0.014932
0.014928
0.014965
0.014960
0.014962
0.014967
0.014967
0.014972
0.014996
0.014996
0.014999
0.014984
0.014992
0.014994
0.014987
0.014977
0.014946
0.014947
0.014941
0.014953
0.014961
0.014966
0.014987
0.015002
0.015005
0.014977
0.014967
0.014970
0.014976
0.014968
0.014972
0.014975
0.014967
0.015001
0.015003

0.010004
0.010030
0.010055
0.010071
0.010084
0.010013
0.009917
0.009943
0.009990
0.009969
0.010014
0.009988
0.010032
0.010033
0.010028
0.009998
0.010046
0.010096
0.010120
0.010169
0.010216
0.010141
0.010188
0.010184
0.010187
0.010185
0.010027
0.010069
0.010053
0.010074
0.010119
0.010150
0.010195
0.010237
0.010274
0.010124
0.010049
0.010100
0.010142
0.010130
0.010181
0.010228
0.010210
0.010245
0.010294

0.014834
0.014844
0.014855
0.014861
0.014867
0.014838
0.014799
0.014809
0.014828
0.014820
0.014838
0.014828
0.014845
0.014846
0.014844
0.014832
0.014851
0.014871
0.014881
0.014901
0.014920
0.014890
0.014909
0.014907
0.014909
0.014908
0.014843
0.014860
0.014854
0.014863
0.014881
0.014893
0.014912
0.014929
0.014944
0.014883
0.014852
0.014873
0.014890
0.014885
0.014906
0.014926
0.014918
0.014932
0.014953

Mar-13
Mar-13
Mar-13
Mar-13
Mar-13
Mar-13
Mar-13
Mar-13
Mar-13
Mar-13
Mar-13
Mar-13
Feb-13
Feb-13
Feb-13
Feb-13
Feb-13
Feb-13
Feb-13
Feb-13
Feb-13
Feb-13
Feb-13
Feb-13
Feb-13
Feb-13
Feb-13
Feb-13
Feb-13
Feb-13
Feb-13
Feb-13
Feb-13
Feb-13
Feb-13
Feb-13
Feb-13
Feb-13
Feb-13
Feb-13
Jan-13
Jan-13
Jan-13
Jan-13
Jan-13

-0.000812
-0.013266
-0.005902
0.017409
-0.003024
-0.002068
0.016390
0.005572
0.000357
-0.009358
-0.006991
0.002811
-0.005209
-0.005771
-0.003100
-0.013432
-0.002618
-0.000444
0.013850
-0.001806
-0.012473
-0.005668
0.015180
0.005585
-0.009942
0.008317
0.002835
-0.002068
0.007093
0.013894
-0.007076
0.003168
0.001136
-0.017567
0.006568
0.001706
0.011507
0.000827
-0.004355
-0.009002
-0.005580
0.007008
-0.035132
-0.001182
-0.014240

0.010458
0.010476
0.010445
0.010438
0.010403
0.010419
0.010472
0.010524
0.010521
0.010522
0.010554
0.010568
0.010593
0.010603
0.010595
0.010606
0.010626
0.010625
0.010625
0.010626
0.010625
0.010592
0.010591
0.010552
0.010555
0.010535
0.010526
0.010620
0.010619
0.010675
0.010647
0.010677
0.010719
0.010742
0.010679
0.010674
0.010814
0.010800
0.010807
0.010802
0.010785
0.010781
0.010775
0.010537
0.010656

0.015021
0.015028
0.015015
0.015012
0.014998
0.015004
0.015026
0.015048
0.015047
0.015047
0.015061
0.015067
0.015077
0.015082
0.015078
0.015083
0.015091
0.015091
0.015091
0.015091
0.015091
0.015077
0.015076
0.015060
0.015062
0.015053
0.015049
0.015089
0.015088
0.015112
0.015100
0.015113
0.015131
0.015141
0.015114
0.015112
0.015171
0.015165
0.015168
0.015166
0.015159
0.015157
0.015154
0.015054
0.015104

0.010341
0.010393
0.010360
0.010395
0.010300
0.010347
0.010397
0.010319
0.010356
0.010408
0.010418
0.010447
0.010496
0.010536
0.010573
0.010622
0.010590
0.010640
0.010693
0.010656
0.010709
0.010689
0.010728
0.010674
0.010713
0.010720
0.010742
0.010792
0.010844
0.010876
0.010841
0.010872
0.010923
0.010977
0.010890
0.010925
0.010979
0.010973
0.011028
0.011075
0.011094
0.011136
0.011170
0.010656
0.010709

0.014972
0.014994
0.014980
0.014995
0.014955
0.014975
0.014995
0.014963
0.014978
0.015000
0.015004
0.015016
0.015037
0.015053
0.015069
0.015089
0.015076
0.015097
0.015120
0.015104
0.015126
0.015118
0.015135
0.015111
0.015128
0.015131
0.015140
0.015162
0.015184
0.015198
0.015183
0.015196
0.015218
0.015241
0.015204
0.015219
0.015242
0.015240
0.015263
0.015284
0.015292
0.015310
0.015325
0.015104
0.015127

Jan-13
Jan-13
Jan-13
Jan-13
Jan-13
Jan-13
Jan-13
Jan-13
Jan-13
Jan-13
Jan-13
Jan-13
Jan-13
Jan-13
Jan-13
Jan-13
Jan-13
Jan-13
Jan-13
Jan-13
Jan-13
Jan-13
Jan-13
Jan-13
Jan-13
Jan-13
Dec-12
Dec-12
Dec-12
Dec-12
Dec-12
Dec-12
Dec-12
Dec-12
Dec-12
Dec-12
Dec-12
Dec-12
Dec-12
Dec-12
Dec-12
Dec-12
Dec-12
Dec-12
Dec-12

-0.021073
-0.007611
-0.000521
-0.021649
-0.000740
-0.001244
0.007624
0.014082
-0.005938
-0.002979
0.003083
-0.010544
0.015952
0.021558
-0.012869
0.003190
0.001213
-0.013053
0.000834
-0.014942
-0.007813
-0.000381
0.000390
0.009873
0.006517
0.002346
0.023964
0.033913
-0.007679
-0.009300
-0.000595
-0.010713
0.009051
0.006700
0.000787
-0.000260
-0.002538
-0.014196
0.011260
0.006499
-0.013248
0.008789
0.003310
0.000055
-0.005623

0.010613
0.010521
0.010545
0.010561
0.010465
0.010476
0.010502
0.010501
0.010469
0.010460
0.010465
0.010514
0.010489
0.010447
0.010365
0.010339
0.010339
0.010345
0.010495
0.010574
0.010525
0.010542
0.010547
0.010559
0.010557
0.010554
0.010577
0.010551
0.010341
0.010328
0.010313
0.010314
0.010292
0.010296
0.010318
0.010381
0.010441
0.010441
0.010400
0.010411
0.010408
0.010404
0.010396
0.010407
0.010434

0.015086
0.015047
0.015057
0.015064
0.015024
0.015028
0.015039
0.015039
0.015025
0.015022
0.015023
0.015044
0.015034
0.015016
0.014982
0.014971
0.014971
0.014974
0.015036
0.015069
0.015049
0.015056
0.015058
0.015063
0.015062
0.015061
0.015071
0.015060
0.014972
0.014967
0.014960
0.014961
0.014952
0.014954
0.014963
0.014989
0.015014
0.015013
0.014996
0.015001
0.015000
0.014998
0.014995
0.014999
0.015011

0.010668
0.010510
0.010535
0.010588
0.010417
0.010469
0.010521
0.010546
0.010504
0.010541
0.010589
0.010638
0.010639
0.010572
0.010402
0.010374
0.010421
0.010473
0.010444
0.010496
0.010442
0.010465
0.010517
0.010570
0.010577
0.010610
0.010661
0.010441
0.009924
0.009944
0.009950
0.010000
0.009993
0.010002
0.010030
0.010080
0.010131
0.010179
0.010130
0.010118
0.010148
0.010112
0.010124
0.010170
0.010221

0.015109
0.015043
0.015053
0.015075
0.015004
0.015025
0.015047
0.015058
0.015040
0.015055
0.015076
0.015096
0.015097
0.015068
0.014997
0.014986
0.015005
0.015027
0.015015
0.015037
0.015014
0.015024
0.015046
0.015068
0.015071
0.015085
0.015106
0.015013
0.014802
0.014810
0.014812
0.014833
0.014830
0.014833
0.014844
0.014865
0.014886
0.014905
0.014885
0.014880
0.014893
0.014878
0.014883
0.014901
0.014923

Dec-12
Dec-12
Dec-12
Dec-12
Dec-12
Dec-12
Dec-12
Dec-12
Dec-12
Dec-12
Dec-12
Dec-12
Nov-12
Nov-12
Nov-12
Nov-12
Nov-12
Nov-12
Nov-12
Nov-12
Nov-12
Nov-12
Nov-12
Nov-12
Nov-12
Nov-12
Nov-12
Nov-12
Nov-12
Nov-12
Nov-12
Nov-12
Nov-12
Nov-12
Nov-12
Nov-12
Nov-12
Nov-12
Nov-12
Nov-12
Nov-12
Nov-12
Oct-12
Oct-12
Oct-12

0.000675
-0.014607
-0.002427
0.018620
-0.001527
0.014668
0.006849
-0.001501
-0.006468
0.009953
-0.009141
0.003749
0.000652
0.002055
0.000522
-0.006955
0.010279
-0.003713
-0.001108
0.016205
-0.008327
0.013138
-0.018570
0.019998
0.007074
0.012199
-0.015558
0.020584
0.013536
0.000063
-0.004438
0.003750
-0.001638
0.001388
-0.009864
0.005175
-0.002121
0.014957
-0.009591
-0.010835
-0.009052
0.013758
-0.015794
0.003907
0.007894

0.010443
0.010449
0.010410
0.010444
0.010391
0.010398
0.010370
0.010378
0.010398
0.010395
0.010424
0.010406
0.010413
0.010417
0.010417
0.010435
0.010477
0.010464
0.010470
0.010484
0.010438
0.010490
0.010461
0.010394
0.010332
0.010330
0.010350
0.010320
0.010247
0.010215
0.010218
0.010252
0.010261
0.010262
0.010303
0.010284

0.015014
0.015017
0.015001
0.015015
0.014993
0.014996
0.014984
0.014987
0.014996
0.014995
0.015007
0.014999
0.015002
0.015003
0.015004
0.015011
0.015029
0.015023
0.015026
0.015031
0.015012
0.015034
0.015022
0.014994
0.014968
0.014967
0.014976
0.014963
0.014933
0.014920
0.014921
0.014935
0.014939
0.014940
0.014956
0.014949

0.010257
0.010308
0.010256
0.010305
0.010186
0.010236
0.010182
0.010210
0.010260
0.010291
0.010295
0.010305
0.010351
0.010402
0.010453
0.010505
0.010535
0.010538
0.010584
0.010637
0.010566
0.010586
0.010557
0.010445
0.010303
0.010331
0.010310
0.010243
0.010085
0.010044
0.010095
0.010136
0.010180
0.010230
0.010280
0.010284

0.014937
0.014959
0.014937
0.014957
0.014908
0.014929
0.014906
0.014918
0.014939
0.014951
0.014953
0.014957
0.014976
0.014998
0.015019
0.015041
0.015053
0.015054
0.015074
0.015096
0.015066
0.015074
0.015062
0.015015
0.014956
0.014968
0.014959
0.014932
0.014867
0.014850
0.014871
0.014888
0.014906
0.014926
0.014947
0.014949

Oct-12
Oct-12
Oct-12
Oct-12
Oct-12
Oct-12
Oct-12
Oct-12
Oct-12
Oct-12
Oct-12
Oct-12
Oct-12
Oct-12
Oct-12
Oct-12
Oct-12
Oct-12
Oct-12
Oct-12
Oct-12
Oct-12
Oct-12
Oct-12
Oct-12
Oct-12
Oct-12
Oct-12
Sep-12
Sep-12
Sep-12
Sep-12
Sep-12
Sep-12
Sep-12
Sep-12
Sep-12
Sep-12
Sep-12
Sep-12
Sep-12
Sep-12
Sep-12
Sep-12
Sep-12

-0.013556
-0.008073
0.009858
0.006264
0.005375
-0.001485
0.011498
-0.012070
0.006358
0.005330
-0.013853
-0.014337
0.010899
0.001578
0.002396
0.004615
-0.022916
0.004247
-0.002982
0.004393
0.014972
0.013384
0.030124
0.010285
-0.001651
-0.013140
-0.018467
0.000787
-0.009862
0.005182
0.007083
0.004149
-0.000950
0.008179
0.011584
-0.015535
-0.008117
0.005049
-0.006228
0.003593
0.002012
0.003264
0.004364
0.010390
0.001843

Sep-12
Sep-12
Sep-12
Sep-12
Sep-12
Sep-12
Sep-12
Sep-12
Sep-12
Sep-12
Sep-12
Sep-12
Sep-12
Aug-12
Aug-12
Aug-12
Aug-12
Aug-12
Aug-12
Aug-12
Aug-12
Aug-12
Aug-12
Aug-12
Aug-12
Aug-12
Aug-12
Aug-12
Aug-12
Aug-12
Aug-12
Aug-12
Aug-12
Aug-12
Aug-12
Aug-12
Aug-12
Aug-12
Aug-12
Aug-12
Aug-12
Aug-12
Aug-12
Aug-12
Jul-12

0.016059
-0.007839
-0.002358
-0.003307
-0.005276
0.004016
-0.004041
0.002975
-0.015788
0.009725
-0.010144
-0.014330
-0.001710
0.009004
0.007148
0.001332
0.001050
0.010861
0.006545
-0.000026
-0.001708
0.006130
-0.012363
0.002804
0.010964
0.023427
-0.001026
-0.008725
-0.001820
0.001391
0.029183
-0.001268
0.002301
0.021368
0.008837
0.010403
-0.021041
-0.004259
0.013025
-0.014846
0.000673
0.008033
0.019333
0.002729
0.007511

Jul-12
Jul-12
Jul-12
Jul-12
Jul-12
Jul-12
Jul-12
Jul-12
Jul-12
Jul-12
Jul-12
Jul-12
Jul-12
Jul-12
Jul-12
Jul-12
Jul-12
Jul-12
Jul-12
Jul-12
Jul-12
Jul-12
Jul-12
Jul-12
Jul-12
Jul-12
Jul-12
Jul-12
Jul-12
Jul-12
Jun-12
Jun-12
Jun-12
Jun-12
Jun-12
Jun-12
Jun-12
Jun-12
Jun-12
Jun-12
Jun-12
Jun-12
Jun-12
Jun-12
Jun-12

-0.009268
-0.009267
0.011926
-0.004943
-0.000356
0.000312
-0.005283
-0.005579
0.014705
-0.009980
0.011056
-0.015782
0.015098
-0.007724
-0.005901
-0.011516
0.006687
0.009665
0.003793
-0.006943
0.007596
0.005695
-0.020987
0.005847
0.015853
0.010362
0.006428
-0.002555
0.010436
-0.009197
0.017578
-0.022053
0.003431
0.002265
0.017144
-0.010929
0.012316
0.010337
0.001428
0.009613
-0.016750
-0.001316
-0.000810
-0.012275
0.001893

Jun-12
Jun-12
Jun-12
Jun-12
Jun-12
Jun-12
Jun-12
Jun-12
Jun-12
Jun-12
Jun-12
Jun-12
Jun-12
Jun-12
Jun-12
May-12
May-12
May-12
May-12
May-12
May-12
May-12
May-12
May-12
May-12
May-12
May-12
May-12
May-12
May-12
May-12
May-12
May-12
May-12
May-12
May-12
May-12
May-12
May-12
May-12
May-12
May-12
May-12
May-12
May-12

0.003437
-0.004975
-0.000566
0.007132
0.004117
-0.001807
0.023233
0.002363
-0.017396
0.005756
-0.014087
-0.014321
0.011986
0.002146
0.002894
-0.026557
0.007295
0.006843
0.001814
0.002289
0.005569
-0.000229
0.006898
-0.024268
-0.000325
0.000041
-0.013214
-0.008196
-0.002686
0.008679
-0.010907
-0.005069
-0.000996
-0.000754
0.007097
-0.015310
-0.000260
-0.001074
-0.001052
0.008083
-0.001439
0.006502
0.032219
0.021556
0.000054

May-12
Apr-12
Apr-12
Apr-12
Apr-12
Apr-12
Apr-12
Apr-12
Apr-12
Apr-12
Apr-12
Apr-12
Apr-12
Apr-12
Apr-12
Apr-12
Apr-12
Apr-12
Apr-12
Apr-12
Apr-12
Apr-12
Apr-12
Apr-12
Apr-12
Apr-12
Apr-12
Apr-12
Apr-12
Apr-12
Apr-12
Mar-12
Mar-12
Mar-12
Mar-12
Mar-12
Mar-12
Mar-12
Mar-12
Mar-12
Mar-12
Mar-12
Mar-12
Mar-12
Mar-12

-0.011902
0.006641
-0.006629
-0.007000
-0.002032
-0.010025
-0.018939
0.000612
-0.001725
0.005424
-0.002490
0.005403
-0.008514
-0.011411
-0.017251
-0.016994
0.003568
-0.002166
0.013848
0.004813
0.013972
-0.003755
0.008768
-0.011200
-0.008388
-0.005258
0.006316
0.014505
0.007050
0.007551
-0.005929
0.009540
-0.009688
-0.005634
0.016043
-0.001635
0.007178
-0.003708
0.002637
-0.009051
-0.015869
-0.004138
0.007927
-0.007915
0.002713

Mar-12
Mar-12
Mar-12
Mar-12
Mar-12
Mar-12
Mar-12
Mar-12
Mar-12
Mar-12
Mar-12
Mar-12
Mar-12
Mar-12
Mar-12
Mar-12

0.019393
0.003126
-0.003888
-0.006605
-0.005015
-0.015010
0.010716
-0.004811
-0.002674
0.004215
-0.013634
-0.007191
0.003567
0.014756
-0.003204
0.011062

1.8%

1.6%

1.4%

1.2%

1.0%
Stdev
ARCH(n)
EWMA
GARCH(1,1)

0.8%

0.6%
Nov-12

May-13

Nov-13

May-14

<== Jump in return of 10% here

May-14

Nov-14