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GARCH
GARCH
GARCH(1,1) Analysis
http://investexcel.net
Unconditional
Variance 0.00009403
0.00000397 The default data is the GBP/CAD exchange rate between 1st May 2007 and 18th O
0.08242922 Go to Data>Solver and click Solve to run the analysis
0.87405664
2007-05-01 2.2227
2007-05-02 2.2188 -0.0039 0.0000 0.0001
2007-05-03 2.2144 -0.0044 0.0000 0.0000 0.0001 3.6428
2007-05-04 2.204 -0.0104 0.0001 0.0000 0.0001 3.1259
2007-05-05 2.2006 -0.0034 0.0000 0.0001 0.0001 3.7019
2007-05-06 2.2053 0.0047 0.0000 0.0000 0.0001 3.6651
2007-05-07 2.2053 0 0.0000 0.0000 0.0001 3.8322
2007-05-08 2.2035 -0.0018 0.0000 0.0000 0.0001 3.8466
2007-05-09 2.1969 -0.0066 0.0000 0.0000 0.0001 3.5672
2007-05-10 2.2033 0.0064 0.0000 0.0000 0.0001 3.5889
2007-05-11 2.2019 -0.0014 0.0000 0.0000 0.0001 3.8984
2007-05-12 2.2018 -0.0001 0.0000 0.0000 0.0001 3.9451
2007-05-13 2.199 -0.0028 0.0000 0.0000 0.0001 3.9058
2007-05-14 2.1991 0.0001 0.0000 0.0000 0.0001 3.9979
2007-05-15 2.1981 -0.001 0.0000 0.0000 0.0001 4.0148
2007-05-16 2.1844 -0.0137 0.0002 0.0000 0.0000 2.1124
2007-05-17 2.1814 -0.003 0.0000 0.0002 0.0001 3.8540
2007-05-18 2.1774 -0.004 0.0000 0.0000 0.0001 3.8161
2007-05-19 2.1622 -0.0152 0.0002 0.0000 0.0001 1.9307
2007-05-20 2.1483 -0.0139 0.0002 0.0002 0.0001 2.5147
2007-05-21 2.1483 0 0.0000 0.0002 0.0001 3.7777
2007-05-22 2.1432 -0.0051 0.0000 0.0000 0.0001 3.6490
2007-05-23 2.1402 -0.003 0.0000 0.0000 0.0001 3.7807
2007-05-24 2.1482 0.008 0.0001 0.0000 0.0001 3.4081
2007-05-25 2.1508 0.0026 0.0000 0.0001 0.0001 3.8208
2007-05-26 2.15 -0.0008 0.0000 0.0000 0.0001 3.8960
2007-05-27 2.1415 -0.0085 0.0001 0.0000 0.0001 3.3410
2007-05-28 2.1416 0.0001 0.0000 0.0001 0.0001 3.9158
2007-05-29 2.1419 0.0003 0.0000 0.0000 0.0001 3.9477
2007-05-30 2.1394 -0.0025 0.0000 0.0000 0.0001 3.9226
2007-05-31 2.1227 -0.0167 0.0003 0.0000 0.0001 1.3800
2007-06-01 2.1183 -0.0044 0.0000 0.0003 0.0001 3.7087
2007-06-02 2.1127 -0.0056 0.0000 0.0000 0.0001 3.6415
2007-06-03 2.1017 -0.011 0.0001 0.0000 0.0001 2.9866
2007-06-04 2.1016 -0.0001 0.0000 0.0001 0.0001 3.8437
2007-06-05 2.1027 0.0011 0.0000 0.0000 0.0001 3.8719
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LOG L 4154.5453
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Standard Deviation
between 1st May 2007 and 18th October 2010 Conditionaland Unconditional GBP/CAD Exchange Rate Volatility
0.0300
0.0250
Conditional Unconditional
Standard Standard 0.0200
Deviation Deviation
0.0150
time weighted no time weight
0.0100
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0.0080 0.0097
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0.0080 0.0097
0.0081 0.0097
0.0078 0.0097
0.0076 0.0097
0.0075 0.0097
0.0082 0.0097
0.0080 0.0097
0.0078 0.0097
0.0077 0.0097
0.0075 0.0097
0.0080 0.0097
0.0078 0.0097
0.0076 0.0097
0.0080 0.0097
0.0083 0.0097
0.0081 0.0097
0.0079 0.0097
0.0077 0.0097
0.0075 0.0097
0.0073 0.0097
0.0073 0.0097
0.0078 0.0097
0.0089 0.0097
0.0085 0.0097
0.0084 0.0097
0.0081 0.0097
0.0079 0.0097
0.0078 0.0097
0.0084 0.0097
0.0085 0.0097
0.0082 0.0097
0.0079 0.0097
0.0082 0.0097
0.0104 0.0097
0.0102 0.0097
0.0102 0.0097
0.0098 0.0097
0.0094 0.0097
0.0090 0.0097
0.0086 0.0097
0.0088 0.0097
0.0085 0.0097
0.0082 0.0097
0.0087 0.0097
0.0084 0.0097
0.0082 0.0097
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0.0091 0.0097
0.0090 0.0097
0.0093 0.0097
0.0089 0.0097
0.0085 0.0097
0.0084 0.0097
0.0081 0.0097
0.0079 0.0097
0.0086 0.0097
0.0083 0.0097
0.0083 0.0097
0.0081 0.0097
0.0080 0.0097
0.0085 0.0097
0.0082 0.0097
0.0080 0.0097
0.0078 0.0097
0.0077 0.0097
0.0075 0.0097
0.0074 0.0097
0.0072 0.0097
0.0081 0.0097
0.0079 0.0097
0.0095 0.0097
0.0113 0.0097
0.0107 0.0097
0.0102 0.0097
0.0098 0.0097
0.0097 0.0097
0.0093 0.0097
0.0090 0.0097
0.0088 0.0097
0.0084 0.0097
0.0081 0.0097
0.0080 0.0097
0.0084 0.0097
0.0081 0.0097
0.0081 0.0097
0.0079 0.0097
0.0076 0.0097
0.0074 0.0097
0.0073 0.0097
0.0072 0.0097
0.0078 0.0097
0.0075 0.0097
0.0079 0.0097
0.0076 0.0097
0.0074 0.0097
0.0085 0.0097
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0.0096 0.0097
0.0105 0.0097
0.0110 0.0097
0.0104 0.0097
0.0101 0.0097
0.0105 0.0097
0.0106 0.0097
0.0105 0.0097
0.0104 0.0097
0.0101 0.0097
0.0097 0.0097
0.0093 0.0097
0.0089 0.0097
0.0088 0.0097
0.0085 0.0097
0.0082 0.0097
0.0079 0.0097
0.0077 0.0097
0.0074 0.0097
0.0073 0.0097
0.0071 0.0097
0.0069 0.0097
0.0073 0.0097
0.0092 0.0097
0.0088 0.0097
0.0086 0.0097
0.0083 0.0097
0.0080 0.0097
0.0081 0.0097
0.0085 0.0097
0.0083 0.0097
0.0080 0.0097
0.0080 0.0097
0.0081 0.0097
0.0078 0.0097
0.0076 0.0097
0.0075 0.0097
0.0073 0.0097
0.0072 0.0097
0.0071 0.0097
0.0070 0.0097
0.0068 0.0097
0.0067 0.0097
0.0067 0.0097
0.0067 0.0097
0.0066 0.0097
0.0065 0.0097
0.0064 0.0097
0.0064 0.0097
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0.0065 0.0097
0.0073 0.0097
0.0071 0.0097
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0.0076 0.0097
0.0094 0.0097
0.0145 0.0097
0.0140 0.0097
0.0134 0.0097
0.0127 0.0097
0.0120 0.0097
0.0119 0.0097
0.0114 0.0097
0.0109 0.0097
0.0118 0.0097
0.0114 0.0097
0.0109 0.0097
0.0105 0.0097
0.0111 0.0097
0.0108 0.0097
0.0104 0.0097
0.0099 0.0097
0.0097 0.0097
0.0093 0.0097
0.0090 0.0097
0.0098 0.0097
0.0095 0.0097
0.0094 0.0097
0.0092 0.0097
0.0089 0.0097
0.0086 0.0097
0.0086 0.0097
0.0089 0.0097
0.0086 0.0097
0.0101 0.0097
0.0101 0.0097
0.0097 0.0097
0.0093 0.0097
0.0094 0.0097
0.0097 0.0097
0.0093 0.0097
0.0092 0.0097
0.0089 0.0097
0.0104 0.0097
0.0099 0.0097
0.0096 0.0097
0.0101 0.0097
0.0102 0.0097
0.0122 0.0097
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0.0123 0.0097
0.0117 0.0097
0.0112 0.0097
0.0114 0.0097
0.0109 0.0097
0.0103 0.0097
0.0100 0.0097
0.0096 0.0097
0.0092 0.0097
0.0088 0.0097
0.0103 0.0097
0.0106 0.0097
0.0102 0.0097
0.0100 0.0097
0.0115 0.0097
0.0109 0.0097
0.0104 0.0097
0.0099 0.0097
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0.0091 0.0097
0.0089 0.0097
0.0090 0.0097
0.0086 0.0097
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0.0080 0.0097
0.0081 0.0097
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0.0087 0.0097
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0.0080 0.0097
0.0078 0.0097
0.0076 0.0097
0.0084 0.0097
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0.0080 0.0097
0.0078 0.0097
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0.0078 0.0097
0.0076 0.0097
0.0074 0.0097
0.0111 0.0097
0.0106 0.0097
0.0103 0.0097
0.0099 0.0097
0.0097 0.0097
0.0094 0.0097
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0.0085 0.0097
0.0107 0.0097
0.0105 0.0097
0.0102 0.0097
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0.0109 0.0097
0.0103 0.0097
0.0101 0.0097
0.0100 0.0097
0.0096 0.0097
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0.0075 0.0097
0.0106 0.0097
0.0106 0.0097
0.0102 0.0097
0.0097 0.0097
0.0094 0.0097
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0.0089 0.0097
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0.0079 0.0097
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0.0076 0.0097
0.0081 0.0097
0.0078 0.0097
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0.0074 0.0097
0.0075 0.0097
0.0082 0.0097
0.0094 0.0097
0.0091 0.0097
0.0110 0.0097
0.0106 0.0097
0.0101 0.0097
0.0097 0.0097
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0.0096 0.0097
0.0092 0.0097
0.0088 0.0097
0.0085 0.0097
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0.0080 0.0097
0.0077 0.0097
0.0087 0.0097
0.0092 0.0097
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0.0090 0.0097
0.0086 0.0097
0.0083 0.0097
0.0091 0.0097
0.0108 0.0097
0.0106 0.0097
0.0101 0.0097
0.0102 0.0097
0.0097 0.0097
0.0094 0.0097
0.0091 0.0097
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0.0090 0.0097
0.0086 0.0097
0.0084 0.0097
0.0081 0.0097
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0.0077 0.0097
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0.0072 0.0097
0.0070 0.0097
0.0069 0.0097
0.0072 0.0097
0.0072 0.0097
0.0074 0.0097
0.0072 0.0097
0.0072 0.0097
0.0073 0.0097
0.0077 0.0097
0.0078 0.0097
0.0082 0.0097
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0.0079 0.0097
0.0077 0.0097
0.0075 0.0097
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0.0080 0.0097
0.0078 0.0097
0.0078 0.0097
0.0075 0.0097
0.0074 0.0097
0.0075 0.0097
0.0078 0.0097
0.0077 0.0097
0.0080 0.0097
0.0077 0.0097
0.0075 0.0097
0.0076 0.0097
0.0075 0.0097
0.0073 0.0097
0.0073 0.0097
0.0077 0.0097
0.0076 0.0097
0.0074 0.0097
0.0072 0.0097
0.0084 0.0097
0.0082 0.0097
0.0085 0.0097
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0.0080 0.0097
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0.0076 0.0097
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0.0072 0.0097
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0.0070 0.0097
0.0068 0.0097
0.0068 0.0097
0.0066 0.0097
0.0065 0.0097
0.0065 0.0097
0.0064 0.0097
0.0063 0.0097
0.0064 0.0097
0.0063 0.0097
0.0064 0.0097
0.0064 0.0097
0.0068 0.0097
0.0071 0.0097
0.0069 0.0097
0.0068 0.0097
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0.0071 0.0097
0.0069 0.0097
0.0068 0.0097
0.0067 0.0097
0.0065 0.0097
0.0064 0.0097
0.0068 0.0097
0.0067 0.0097
0.0066 0.0097
0.0065 0.0097
0.0065 0.0097
0.0064 0.0097
0.0064 0.0097
0.0071 0.0097
0.0096 0.0097
0.0116 0.0097
0.0110 0.0097
0.0108 0.0097
0.0103 0.0097
0.0098 0.0097
0.0095 0.0097
0.0092 0.0097
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0.0104 0.0097
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0.0095 0.0097
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0.0090 0.0097
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0.0097 0.0097
0.0100 0.0097
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0.0094 0.0097
0.0090 0.0097
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0.0087 0.0097
0.0086 0.0097
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0.0111 0.0097
0.0123 0.0097
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0.0107 0.0097
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0.0130 0.0097
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0.0258 0.0097
0.0247 0.0097
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0.0225 0.0097
0.0214 0.0097
0.0201 0.0097
0.0189 0.0097
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0.0168 0.0097
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0.0147 0.0097
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0.0119 0.0097
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0.0130 0.0097
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0.0126 0.0097
0.0122 0.0097
0.0115 0.0097
0.0114 0.0097
0.0109 0.0097
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0.0110 0.0097
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0.0104 0.0097
0.0101 0.0097
0.0122 0.0097
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0.0110 0.0097
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0.0135 0.0097
0.0154 0.0097
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0.0139 0.0097
0.0132 0.0097
0.0125 0.0097
0.0118 0.0097
0.0115 0.0097
0.0156 0.0097
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0.0135 0.0097
0.0196 0.0097
0.0201 0.0097
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0.0089 0.0097
0.0087 0.0097
0.0088 0.0097
0.0094 0.0097
0.0091 0.0097
0.0087 0.0097
0.0085 0.0097
0.0087 0.0097
0.0084 0.0097
0.0084 0.0097
0.0081 0.0097
0.0080 0.0097
0.0077 0.0097
0.0075 0.0097
0.0081 0.0097
0.0079 0.0097
0.0081 0.0097
0.0082 0.0097
0.0084 0.0097
0.0082 0.0097
0.0079 0.0097
0.0080 0.0097
0.0078 0.0097
0.0080 0.0097
0.0079 0.0097
0.0077 0.0097
0.0075 0.0097
Page 41
WEEKLY
0.0073 0.0097
0.0071 0.0097
0.0070 0.0097
0.0072 0.0097
0.0077 0.0097
0.0075 0.0097
0.0073 0.0097
0.0071 0.0097
0.0086 0.0097
0.0083 0.0097
0.0083 0.0097
0.0082 0.0097
0.0080 0.0097
0.0077 0.0097
0.0075 0.0097
0.0074 0.0097
0.0072 0.0097
0.0073 0.0097
0.0072 0.0097
0.0076 0.0097
0.0074 0.0097
0.0073 0.0097
0.0071 0.0097
0.0071 0.0097
0.0070 0.0097
0.0076 0.0097
0.0075 0.0097
0.0073 0.0097
0.0074 0.0097
0.0088 0.0097
0.0087 0.0097
0.0084 0.0097
0.0106 0.0097
0.0107 0.0097
0.0102 0.0097
0.0097 0.0097
0.0095 0.0097
0.0099 0.0097
0.0099 0.0097
0.0110 0.0097
0.0105 0.0097
0.0101 0.0097
0.0097 0.0097
0.0095 0.0097
0.0092 0.0097
0.0090 0.0097
0.0088 0.0097
0.0094 0.0097
0.0090 0.0097
0.0090 0.0097
Page 42
WEEKLY
0.0087 0.0097
0.0088 0.0097
0.0084 0.0097
0.0082 0.0097
0.0082 0.0097
0.0079 0.0097
0.0078 0.0097
0.0079 0.0097
0.0086 0.0097
0.0087 0.0097
0.0085 0.0097
0.0082 0.0097
0.0079 0.0097
0.0080 0.0097
0.0079 0.0097
0.0080 0.0097
0.0079 0.0097
0.0082 0.0097
0.0080 0.0097
0.0077 0.0097
0.0077 0.0097
0.0087 0.0097
0.0099 0.0097
0.0100 0.0097
0.0098 0.0097
0.0098 0.0097
0.0093 0.0097
0.0091 0.0097
0.0087 0.0097
0.0089 0.0097
0.0086 0.0097
0.0098 0.0097
0.0095 0.0097
0.0091 0.0097
0.0087 0.0097
0.0084 0.0097
0.0081 0.0097
0.0081 0.0097
0.0079 0.0097
0.0081 0.0097
0.0079 0.0097
0.0077 0.0097
0.0077 0.0097
0.0081 0.0097
0.0080 0.0097
0.0080 0.0097
0.0078 0.0097
0.0076 0.0097
0.0074 0.0097
0.0072 0.0097
Page 43
WEEKLY
0.0074 0.0097
0.0078 0.0097
0.0076 0.0097
0.0082 0.0097
0.0079 0.0097
0.0077 0.0097
0.0076 0.0097
0.0074 0.0097
0.0080 0.0097
0.0090 0.0097
0.0089 0.0097
0.0086 0.0097
0.0085 0.0097
0.0086 0.0097
0.0087 0.0097
0.0084 0.0097
0.0083 0.0097
0.0081 0.0097
0.0078 0.0097
0.0079 0.0097
0.0076 0.0097
0.0077 0.0097
0.0082 0.0097
0.0082 0.0097
0.0082 0.0097
0.0079 0.0097
0.0085 0.0097
0.0082 0.0097
0.0089 0.0097
0.0089 0.0097
0.0087 0.0097
0.0084 0.0097
0.0081 0.0097
0.0081 0.0097
0.0084 0.0097
0.0108 0.0097
0.0105 0.0097
0.0104 0.0097
0.0102 0.0097
0.0098 0.0097
0.0094 0.0097
0.0091 0.0097
0.0089 0.0097
0.0086 0.0097
0.0086 0.0097
0.0083 0.0097
0.0080 0.0097
0.0080 0.0097
0.0078 0.0097
0.0077 0.0097
Page 44
WEEKLY
0.0081 0.0097
0.0085 0.0097
0.0083 0.0097
0.0080 0.0097
0.0079 0.0097
0.0092 0.0097
0.0095 0.0097
0.0094 0.0097
0.0103 0.0097
0.0122 0.0097
0.0116 0.0097
0.0113 0.0097
0.0110 0.0097
0.0107 0.0097
0.0113 0.0097
0.0141 0.0097
0.0134 0.0097
0.0127 0.0097
0.0121 0.0097
0.0116 0.0097
0.0142 0.0097
0.0137 0.0097
0.0131 0.0097
0.0131 0.0097
0.0124 0.0097
0.0118 0.0097
0.0131 0.0097
0.0126 0.0097
0.0129 0.0097
0.0122 0.0097
0.0120 0.0097
0.0114 0.0097
0.0113 0.0097
0.0111 0.0097
0.0107 0.0097
0.0104 0.0097
0.0104 0.0097
0.0107 0.0097
0.0102 0.0097
0.0098 0.0097
0.0104 0.0097
0.0112 0.0097
0.0111 0.0097
0.0116 0.0097
0.0110 0.0097
0.0105 0.0097
0.0100 0.0097
0.0105 0.0097
0.0101 0.0097
0.0097 0.0097
Page 45
WEEKLY
0.0093 0.0097
0.0089 0.0097
0.0086 0.0097
0.0086 0.0097
0.0083 0.0097
0.0081 0.0097
0.0080 0.0097
0.0078 0.0097
0.0075 0.0097
0.0073 0.0097
0.0074 0.0097
0.0078 0.0097
0.0078 0.0097
0.0079 0.0097
0.0077 0.0097
0.0075 0.0097
0.0073 0.0097
0.0073 0.0097
0.0075 0.0097
0.0073 0.0097
0.0077 0.0097
0.0074 0.0097
0.0077 0.0097
0.0074 0.0097
0.0072 0.0097
0.0071 0.0097
0.0070 0.0097
0.0069 0.0097
0.0069 0.0097
0.0069 0.0097
0.0067 0.0097
0.0069 0.0097
0.0083 0.0097
0.0093 0.0097
0.0091 0.0097
0.0088 0.0097
0.0086 0.0097
0.0086 0.0097
0.0083 0.0097
0.0082 0.0097
0.0080 0.0097
0.0102 0.0097
0.0099 0.0097
0.0096 0.0097
0.0093 0.0097
0.0102 0.0097
0.0107 0.0097
0.0105 0.0097
0.0104 0.0097
0.0099 0.0097
Page 46
WEEKLY
0.0096 0.0097
0.0091 0.0097
0.0091 0.0097
0.0094 0.0097
0.0096 0.0097
0.0093 0.0097
0.0089 0.0097
0.0086 0.0097
0.0083 0.0097
0.0081 0.0097
0.0081 0.0097
0.0083 0.0097
0.0082 0.0097
0.0080 0.0097
0.0077 0.0097
0.0075 0.0097
0.0074 0.0097
0.0077 0.0097
0.0076 0.0097
0.0074 0.0097
0.0072 0.0097
0.0073 0.0097
0.0071 0.0097
0.0073 0.0097
0.0077 0.0097
0.0075 0.0097
0.0073 0.0097
0.0072 0.0097
0.0073 0.0097
0.0071 0.0097
0.0072 0.0097
0.0071 0.0097
0.0070 0.0097
0.0085 0.0097
0.0083 0.0097
0.0080 0.0097
0.0077 0.0097
0.0076 0.0097
0.0074 0.0097
0.0072 0.0097
0.0079 0.0097
0.0091 0.0097
0.0090 0.0097
0.0087 0.0097
0.0084 0.0097
0.0084 0.0097
0.0086 0.0097
0.0086 0.0097
0.0087 0.0097
0.0087 0.0097
Page 47
WEEKLY
0.0084 0.0097
0.0113 0.0097
0.0130 0.0097
0.0124 0.0097
0.0118 0.0097
0.0112 0.0097
0.0107 0.0097
0.0102 0.0097
0.0098 0.0097
0.0102 0.0097
0.0099 0.0097
0.0097 0.0097
0.0093 0.0097
0.0090 0.0097
0.0087 0.0097
0.0090 0.0097
0.0087 0.0097
0.0087 0.0097
0.0084 0.0097
0.0089 0.0097
0.0087 0.0097
0.0084 0.0097
0.0082 0.0097
0.0079 0.0097
0.0078 0.0097
0.0078 0.0097
0.0077 0.0097
0.0075 0.0097
0.0073 0.0097
0.0071 0.0097
0.0071 0.0097
0.0070 0.0097
0.0069 0.0097
0.0067 0.0097
0.0067 0.0097
0.0066 0.0097
0.0065 0.0097
0.0073 0.0097
0.0071 0.0097
0.0072 0.0097
0.0074 0.0097
0.0072 0.0097
0.0070 0.0097
0.0072 0.0097
0.0072 0.0097
0.0070 0.0097
0.0070 0.0097
0.0071 0.0097
0.0069 0.0097
0.0068 0.0097
Page 48
WEEKLY
0.0067 0.0097
0.0069 0.0097
0.0074 0.0097
0.0073 0.0097
0.0071 0.0097
0.0070 0.0097
0.0068 0.0097
0.0071 0.0097
0.0070 0.0097
0.0069 0.0097
0.0070 0.0097
0.0076 0.0097
0.0078 0.0097
0.0075 0.0097
0.0077 0.0097
0.0075 0.0097
0.0076 0.0097
0.0074 0.0097
0.0089 0.0097
0.0086 0.0097
0.0083 0.0097
0.0088 0.0097
0.0089 0.0097
0.0086 0.0097
0.0100 0.0097
0.0096 0.0097
0.0094 0.0097
0.0090 0.0097
0.0089 0.0097
0.0088 0.0097
0.0090 0.0097
0.0106 0.0097
0.0109 0.0097
0.0104 0.0097
0.0099 0.0097
0.0096 0.0097
0.0102 0.0097
0.0100 0.0097
0.0096 0.0097
0.0095 0.0097
0.0091 0.0097
0.0087 0.0097
0.0084 0.0097
0.0086 0.0097
0.0085 0.0097
0.0091 0.0097
0.0088 0.0097
0.0089 0.0097
0.0085 0.0097
0.0082 0.0097
Page 49
WEEKLY
0.0087 0.0097
0.0085 0.0097
0.0082 0.0097
0.0080 0.0097
0.0082 0.0097
0.0079 0.0097
0.0085 0.0097
0.0084 0.0097
0.0081 0.0097
0.0079 0.0097
0.0077 0.0097
0.0078 0.0097
0.0076 0.0097
0.0074 0.0097
0.0072 0.0097
0.0114 0.0097
0.0117 0.0097
0.0112 0.0097
0.0106 0.0097
0.0102 0.0097
0.0097 0.0097
0.0109 0.0097
0.0104 0.0097
0.0107 0.0097
0.0111 0.0097
0.0105 0.0097
0.0101 0.0097
0.0096 0.0097
0.0094 0.0097
0.0092 0.0097
0.0098 0.0097
0.0103 0.0097
0.0104 0.0097
0.0099 0.0097
0.0095 0.0097
0.0093 0.0097
0.0098 0.0097
0.0104 0.0097
0.0114 0.0097
0.0111 0.0097
0.0106 0.0097
0.0104 0.0097
0.0100 0.0097
0.0107 0.0097
0.0102 0.0097
0.0101 0.0097
0.0097 0.0097
0.0092 0.0097
0.0090 0.0097
0.0086 0.0097
Page 50
WEEKLY
0.0088 0.0097
0.0085 0.0097
0.0082 0.0097
0.0079 0.0097
0.0077 0.0097
0.0076 0.0097
0.0080 0.0097
0.0078 0.0097
0.0087 0.0097
0.0096 0.0097
0.0095 0.0097
0.0091 0.0097
0.0088 0.0097
0.0087 0.0097
0.0084 0.0097
0.0081 0.0097
0.0084 0.0097
0.0081 0.0097
0.0078 0.0097
0.0077 0.0097
0.0080 0.0097
0.0084 0.0097
0.0082 0.0097
0.0087 0.0097
0.0084 0.0097
0.0081 0.0097
0.0079 0.0097
0.0077 0.0097
0.0076 0.0097
0.0074 0.0097
0.0073 0.0097
0.0075 0.0097
0.0073 0.0097
0.0071 0.0097
0.0070 0.0097
0.0070 0.0097
0.0074 0.0097
0.0073 0.0097
0.0079 0.0097
0.0077 0.0097
0.0078 0.0097
0.0076 0.0097
0.0081 0.0097
0.0089 0.0097
0.0087 0.0097
0.0084 0.0097
0.0081 0.0097
0.0078 0.0097
0.0076 0.0097
0.0082 0.0097
Page 51
WEEKLY
0.0080 0.0097
0.0078 0.0097
0.0078 0.0097
0.0076 0.0097
0.0077 0.0097
0.0076 0.0097
0.0076 0.0097
0.0080 0.0097
0.0078 0.0097
0.0076 0.0097
0.0073 0.0097
0.0072 0.0097
0.0074 0.0097
0.0073 0.0097
0.0071 0.0097
0.0072 0.0097
0.0075 0.0097
0.0073 0.0097
0.0072 0.0097
0.0070 0.0097
0.0074 0.0097
0.0073 0.0097
0.0072 0.0097
0.0070 0.0097
0.0069 0.0097
0.0067 0.0097
0.0068 0.0097
0.0074 0.0097
0.0077 0.0097
0.0082 0.0097
0.0079 0.0097
Page 52
WEEKLY
Rate Volatility
Page 53