EWMA

Initial SD 0.09
Lambda 0.94
trading days/y 252

Sigma(t) sq = Lambda x Sigma(t-1) sq + (1 - lambda) x u(t-1) sq

u
Exchange Rate time lnex ret Retsq (annuali SigmaSq
1.1812000275 1 0.166531
1.175999999 2 0.162119 -0.004412 0.004905469 0.0081
1.163599968 3 0.151519 -0.0106 0.028315941 0.007908
1.1671999693 4 0.154608 0.003089 0.002404676 0.009133
1.1554000378 5 0.144447 -0.010161 0.026018253 0.008729
1.1533999443 6 0.142714 -0.001733 0.000756465 0.009766
1.1548000574 7 0.143927 0.001213 0.000370886 0.009226
1.1698000431 8 0.156833 0.012906 0.041971817 0.008695
1.168900013 9 0.156063 -0.00077 0.000149288 0.010691
1.1591000557 10 0.147644 -0.008419 0.017862739 0.010059
1.1610000134 11 0.149282 0.001638 0.000675982 0.010527
1.1575000286 12 0.146263 -0.003019 0.002297097 0.009936
1.1576999426 13 0.146435 0.000173 7.515707E-06 0.009478
1.1582000256 14 0.146867 0.000432 4.700078E-05 0.008909
1.1565999985 15 0.145485 -0.001382 0.000481602 0.008378
1.1576999426 16 0.146435 0.000951 0.0002277 0.007904
1.1481000185 17 0.138108 -0.008327 0.017472614 0.007443
1.1395000219 18 0.13059 -0.007519 0.014246264 0.008045
1.1370999813 19 0.128481 -0.002108 0.001120275 0.008417
1.130300045 20 0.122483 -0.005998 0.009066017 0.007979
1.132799983 21 0.124692 0.002209 0.001230019 0.008044
1.1339000463 22 0.125663 0.000971 0.000237415 0.007636
1.1305999756 23 0.122748 -0.002915 0.002140735 0.007192
1.1282999516 24 0.120712 -0.002036 0.001045037 0.006889
1.1296000481 25 0.121864 0.001152 0.000334197 0.006538
1.1299999952 26 0.122218 0.000354 3.157931E-05 0.006166
1.1331000328 27 0.124957 0.00274 0.001891418 0.005798
1.130300045 28 0.122483 -0.002474 0.00154259 0.005563
1.1282000542 29 0.120623 -0.00186 0.000871476 0.005322
1.1188999414 30 0.112346 -0.008277 0.017266214 0.005055
1.1230000257 31 0.116004 0.003658 0.003371434 0.005788
1.1223000288 32 0.11538 -0.000624 9.797248E-05 0.005643
1.1074999571 33 0.102105 -0.013275 0.044408807 0.00531
1.1037000418 34 0.098668 -0.003437 0.002976824 0.007656
1.0993000269 35 0.094674 -0.003995 0.004021064 0.007375
1.097200036 36 0.092762 -0.001912 0.000921368 0.007174
1.1067999601 37 0.101473 0.008711 0.019123987 0.006799
1.0994999409 38 0.094855 -0.006617 0.011035261 0.007538
1.0891000032 39 0.085352 -0.009504 0.022761232 0.007748
1.0930999517 40 0.089018 0.003666 0.003386735 0.008649
1.0887999535 41 0.085076 -0.003942 0.003914971 0.008333
1.0823999643 42 0.079181 -0.005895 0.008758342 0.008068
1.0843000412 43 0.080935 0.001754 0.000775185 0.00811
1.0899000168 44 0.086086 0.005151 0.006687068 0.007669
1.087299943 45 0.083698 -0.002388 0.001437592 0.007611
1.0960999727 46 0.091758 0.008061 0.016374458 0.00724
1.0931999683 47 0.089109 -0.002649 0.001768674 0.007788
1.0936000347 48 0.089475 0.000366 3.3737E-05 0.007427
1.0930000544 49 0.088926 -0.000549 7.589198E-05 0.006983
1.0915000439 50 0.087553 -0.001373 0.000475275 0.006569
1.1015000343 51 0.096673 0.00912 0.020959863 0.006203
1.0989999771 52 0.094401 -0.002272 0.001301122 0.007089
1.0923000574 53 0.088286 -0.006115 0.009423207 0.006742
1.0915000439 54 0.087553 -0.000733 0.000135279 0.006902
1.0917999744 55 0.087828 0.000275 1.902283E-05 0.006496
1.0921000242 56 0.088102 0.000275 1.90275E-05 0.006108
1.087100029 57 0.083514 -0.004589 0.005306486 0.005742
1.0743000507 58 0.071669 -0.011844 0.035352394 0.005716
1.0715999603 59 0.069153 -0.002517 0.001595874 0.007494
1.0731999874 60 0.070645 0.001492 0.000560973 0.007141
1.0808000565 61 0.077702 0.007057 0.012548962 0.006746
1.0781999826 62 0.075293 -0.002409 0.001461931 0.007094
1.0781999826 63 0.075293 0 0 0.006756
1.0706000328 64 0.068219 -0.007074 0.012609376 0.006351
1.0837999582 65 0.080473 0.012254 0.037840919 0.006726
1.0784000158 66 0.075478 -0.004995 0.006287078 0.008593
1.0835000277 67 0.080197 0.004718 0.005609618 0.008455
1.078600049 68 0.075664 -0.004533 0.005177246 0.008284
1.0842000246 69 0.080842 0.005178 0.006757748 0.008098
1.0779999495 70 0.075107 -0.005735 0.008288293 0.008017
1.0779000521 71 0.075015 -9.27E-05 2.164271E-06 0.008033
1.0716999769 72 0.069246 -0.005769 0.008385743 0.007552
1.0687999725 73 0.066536 -0.00271 0.001850239 0.007602
1.0607999563 74 0.059023 -0.007513 0.014224935 0.007257
1.0629999638 75 0.061095 0.002072 0.001081638 0.007675
1.0612000227 76 0.0594 -0.001695 0.000723747 0.007279
1.0598000288 77 0.05808 -0.00132 0.000439169 0.006886
1.0634000301 78 0.061471 0.003391 0.00289791 0.006499
1.0590000153 79 0.057325 -0.004146 0.004332271 0.006283
1.0649000406 80 0.062881 0.005556 0.007778617 0.006166
1.0615999699 81 0.059777 -0.003104 0.002427599 0.006263
1.0591000319 82 0.05742 -0.002358 0.001400751 0.006033
1.0563999414 83 0.054867 -0.002553 0.00164207 0.005755
1.0571000576 84 0.055529 0.000663 0.00011061 0.005508
1.0592999458 85 0.057608 0.002079 0.001089097 0.005184
1.0723999739 86 0.069899 0.012291 0.038068326 0.004938
1.0779000521 87 0.075015 0.005116 0.006594806 0.006926
1.078099966 88 0.0752 0.000185 8.666612E-06 0.006906
1.0786999464 89 0.075757 0.000556 7.800365E-05 0.006492
1.0720000267 90 0.069526 -0.00623 0.009782343 0.006108
1.0665999651 91 0.064476 -0.00505 0.006426887 0.006328
1.0626000166 92 0.060719 -0.003757 0.003557439 0.006334
1.0650000572 93 0.062975 0.002256 0.001282679 0.006167
1.0671999454 94 0.065038 0.002063 0.001073016 0.005874
1.0671999454 95 0.065038 0 0 0.005586
1.0641000271 96 0.062129 -0.002909 0.002132419 0.005251
1.0629999638 97 0.061095 -0.001034 0.0002696 0.005064
1.057700038 98 0.056097 -0.004998 0.006295692 0.004776
1.0592999458 99 0.057608 0.001511 0.000575717 0.004867
1.0586999655 100 0.057042 -0.000567 8.088775E-05 0.00461
1.0470999479 101 0.046024 -0.011017 0.030588093 0.004338
1.043900013 102 0.042964 -0.003061 0.002360671 0.005913
1.0421999693 103 0.041334 -0.00163 0.000669438 0.0057
1.0448999405 104 0.043921 0.002587 0.001686913 0.005398
1.0356999636 105 0.035077 -0.008844 0.019708906 0.005176
1.0355000496 106 0.034884 -0.000193 9.390804E-06 0.006048
1.0326999426 107 0.032177 -0.002708 0.001847674 0.005685
1.0296000242 108 0.02917 -0.003006 0.002277498 0.005455
1.0437999964 109 0.042868 0.013697 0.047280591 0.005264
1.0449999571 110 0.044017 0.001149 0.00033266 0.007785
1.0477000475 111 0.046597 0.00258 0.001678045 0.007338
1.0515999794 112 0.050313 0.003715 0.003478777 0.006999
1.0415999889 113 0.040758 -0.009555 0.023006199 0.006787
1.0420000553 114 0.041142 0.000384 3.716173E-05 0.00776
1.0298000574 115 0.029365 -0.011777 0.034953799 0.007297
1.0328999758 116 0.03237 0.003006 0.002276615 0.008956
1.0368000269 117 0.036139 0.003769 0.003579211 0.008556
1.0322999954 118 0.031789 -0.00435 0.004767932 0.008257
1.0322999954 119 0.031789 0 0 0.008048
1.0315999985 120 0.031111 -0.000678 0.000115951 0.007565
1.0371999741 121 0.036525 0.005414 0.007385806 0.007118
1.0448000431 122 0.043826 0.007301 0.013431917 0.007134
1.0372999907 123 0.036621 -0.007204 0.013079457 0.007512
1.0336999893 124 0.033145 -0.003477 0.003045836 0.007846
1.0310000181 125 0.030529 -0.002615 0.001723715 0.007558
1.0235999823 126 0.023326 -0.007203 0.013076074 0.007208
1.0243999958 127 0.024107 0.000781 0.000153814 0.00756
1.0248999596 128 0.024595 0.000488 5.999659E-05 0.007116
1.0224000216 129 0.022153 -0.002442 0.001502991 0.006692
1.0197999477 130 0.019606 -0.002546 0.001633939 0.006381
1.018599987 131 0.018429 -0.001177 0.000349314 0.006096
1.0139000416 132 0.013804 -0.004625 0.005389973 0.005751
1.0176000595 133 0.017447 0.003643 0.003343763 0.00573
1.0214999914 134 0.021272 0.003825 0.003687216 0.005586
1.0219999552 135 0.021761 0.000489 6.033764E-05 0.005473
1.0203000307 136 0.020097 -0.001665 0.000698363 0.005148
1.0203000307 137 0.020097 0 0 0.004881
1.0420000553 138 0.041142 0.021045 0.111611597 0.004588
1.0526000261 139 0.051263 0.010121 0.025815174 0.011009
1.0508999825 140 0.049647 -0.001616 0.000658409 0.011898
1.0497000217 141 0.048504 -0.001142 0.000328933 0.011223
1.0650999546 142 0.063069 0.014564 0.053453352 0.01057
1.0627000332 143 0.060813 -0.002256 0.001282311 0.013143
1.0643999577 144 0.062411 0.001598 0.00064379 0.012431
1.0719000101 145 0.069433 0.007022 0.012424194 0.011724
1.0693999529 146 0.067098 -0.002335 0.00137406 0.011766
1.0661000013 147 0.064007 -0.003091 0.002407006 0.011142
1.067999959 148 0.065788 0.001781 0.000798949 0.010618
1.0765999556 149 0.073808 0.00802 0.016209483 0.010029
1.079300046 150 0.076313 0.002505 0.001581104 0.0104
1.0770000219 151 0.074179 -0.002133 0.001146852 0.009871
1.0693999529 152 0.067098 -0.007082 0.012637988 0.009347
1.0751999617 153 0.072507 0.005409 0.007372714 0.009545
1.0659999847 154 0.063913 -0.008593 0.01860908 0.009414
1.0635999441 155 0.061659 -0.002254 0.001280271 0.009966
1.0568000078 156 0.055245 -0.006414 0.010366631 0.009445
1.0556999445 157 0.054204 -0.001041 0.00027334 0.0095
1.0525000095 158 0.051168 -0.003036 0.002322308 0.008947
1.0505000353 159 0.049266 -0.001902 0.000911656 0.008549
1.0642999411 160 0.062317 0.013051 0.042922648 0.008091
1.0654000044 161 0.06335 0.001033 0.000268942 0.010181
1.0552999973 162 0.053825 -0.009525 0.022863988 0.009586
1.0506000519 163 0.049361 -0.004464 0.00502079 0.010383
1.0461000204 164 0.045069 -0.004292 0.004643232 0.010061
1.0441000462 165 0.043155 -0.001914 0.000922856 0.009736
1.0460000038 166 0.044973 0.001818 0.000832941 0.009207
1.0444999933 167 0.043538 -0.001435 0.000518978 0.008705
1.0580999851 168 0.056475 0.012937 0.042173207 0.008214
1.0582000017 169 0.056569 9.452E-05 2.251387E-06 0.010251
1.0688999891 170 0.06663 0.010061 0.025506953 0.009636
1.0605000257 171 0.058741 -0.00789 0.015685751 0.010589
1.0580999851 172 0.056475 -0.002266 0.0012936 0.010894
1.0590000153 173 0.057325 0.00085 0.000182176 0.010318
1.0542999506 174 0.052877 -0.004448 0.004985943 0.00971
1.040199995 175 0.039413 -0.013464 0.04568235 0.009427
1.0399999619 176 0.039221 -0.000192 9.320828E-06 0.011602
1.0407999754 177 0.03999 0.000769 0.000149003 0.010906
1.0384999514 178 0.037777 -0.002212 0.001233364 0.010261
1.0418000221 179 0.04095 0.003173 0.002536622 0.009719
1.0398999453 180 0.039125 -0.001826 0.000839783 0.009288
1.0407999754 181 0.03999 0.000865 0.000188606 0.008781
1.0460000038 182 0.044973 0.004984 0.006259103 0.008266
1.0499999523 183 0.04879 0.003817 0.003671029 0.008145
1.0414999723 184 0.040662 -0.008128 0.016648895 0.007877
1.0465999842 185 0.045547 0.004885 0.00601315 0.008403
1.0430999994 186 0.042197 -0.00335 0.002827651 0.00826
1.0508999825 187 0.049647 0.00745 0.013986161 0.007934
1.0613000393 188 0.059495 0.009848 0.024438182 0.008297
1.0642999411 189 0.062317 0.002823 0.002007761 0.009266
1.0717999935 190 0.069339 0.007022 0.012426521 0.00883
1.070299983 191 0.067939 -0.001401 0.000494276 0.009046
1.0693000555 192 0.067004 -0.000935 0.000220157 0.008533
1.0703999996 193 0.068032 0.001028 0.000266377 0.008034
1.0721000433 194 0.069619 0.001587 0.000634657 0.007568
1.0629999638 195 0.061095 -0.008524 0.018311323 0.007152
1.0736999512 196 0.071111 0.010016 0.025278265 0.007822
1.075799942 197 0.073065 0.001954 0.000962101 0.008869
1.0799000263 198 0.076868 0.003804 0.003646452 0.008395
1.0887000561 199 0.084984 0.008116 0.016598722 0.00811
1.0863000154 200 0.082777 -0.002207 0.001227381 0.008619
1.0832999945 201 0.080012 -0.002766 0.001927304 0.008175
1.0765000582 202 0.073715 -0.006297 0.009991852 0.007801
1.0808000565 203 0.077702 0.003986 0.004004766 0.007932
1.067800045 204 0.0656 -0.012101 0.036901789 0.007696
1.0665999651 205 0.064476 -0.001125 0.000318661 0.009449
1.0578000546 206 0.056191 -0.008285 0.017296149 0.008901
1.0532000065 207 0.051833 -0.004358 0.004786413 0.009405
1.0519000292 208 0.050598 -0.001235 0.000384403 0.009128
1.0518000126 209 0.050503 -9.51E-05 2.278437E-06 0.008603
1.049399972 210 0.048219 -0.002284 0.001315114 0.008087
1.0506000519 211 0.049361 0.001143 0.000329187 0.007681
1.0484999418 212 0.047361 -0.002001 0.001008971 0.00724
1.0440000296 213 0.04306 -0.004301 0.004661643 0.006866
1.0399999619 214 0.039221 -0.003839 0.003713649 0.006733
1.0362999439 215 0.035657 -0.003564 0.003201024 0.006552
1.0400999784 216 0.039317 0.00366 0.003376094 0.006351
1.0435999632 217 0.042676 0.003359 0.002843959 0.006173
1.0314999819 218 0.031014 -0.011662 0.034273759 0.005973
1.0314999819 219 0.031014 0 0 0.007671
1.0312000513 220 0.030723 -0.000291 2.131228E-05 0.007211
1.0403000116 221 0.039509 0.008786 0.019452491 0.006779
1.0297000408 222 0.029268 -0.010242 0.026432409 0.00754
1.0312999487 223 0.03082 0.001553 0.000607428 0.008673
1.0326999426 224 0.032177 0.001357 0.00046376 0.008189
1.0261000395 225 0.025765 -0.006411 0.010358821 0.007726
1.0176000595 226 0.017447 -0.008318 0.017436809 0.007884
1.0137000084 227 0.013607 -0.00384 0.003715815 0.008457
1.0099999905 228 0.00995 -0.003657 0.003369589 0.008173
1.0076999664 229 0.00767 -0.00228 0.001309823 0.007884
1.0059000254 230 0.005883 -0.001788 0.000805436 0.00749
1.002300024 231 0.002297 -0.003585 0.003239312 0.007089
1.0016000271 232 0.001599 -0.000699 0.000122999 0.006858
1.0252000093 233 0.024888 0.023289 0.136678856 0.006454
1.0221999884 234 0.021957 -0.002931 0.002164235 0.014267
1.0262999535 235 0.02596 0.004003 0.004037849 0.013541
1.016100049 236 0.015972 -0.009988 0.025140757 0.012971
1.0157999992 237 0.015676 -0.000295 2.198075E-05 0.013701
1.0119999647 238 0.011929 -0.003748 0.003539863 0.01288
1.0067000389 239 0.006678 -0.005251 0.00694798 0.01232
1.0066000223 240 0.006578 -9.94E-05 2.487641E-06 0.011998
1.0168999434 241 0.016759 0.01018 0.026117369 0.011278
1.0088000298 242 0.008762 -0.007997 0.016116684 0.012168
1.0066000223 243 0.006578 -0.002183 0.001201121 0.012405
1.0092999935 244 0.009257 0.002679 0.001808179 0.011733
1.0080000162 245 0.007968 -0.001289 0.000418592 0.011137
1.0161999464 246 0.01607 0.008102 0.016541648 0.010494
1.0127999783 247 0.012719 -0.003351 0.002830395 0.010857
1.0135999918 248 0.013508 0.00079 0.00015711 0.010376
1.0068000555 249 0.006777 -0.006731 0.011418229 0.009762
1.0045000315 250 0.00449 -0.002287 0.001318171 0.009862
1.0024000406 251 0.002397 -0.002093 0.001103682 0.009349
1.0069999695 252 0.006976 0.004578 0.005282402 0.008854
1.0154999495 253 0.015381 0.008405 0.01780428 0.00864
1.0309000015 254 0.030432 0.015051 0.057087401 0.00919
1.0334999561 255 0.032951 0.002519 0.001598839 0.012064
1.032400012 256 0.031886 -0.001065 0.000285748 0.011436
1.029399991 257 0.028976 -0.00291 0.002134109 0.010767
1.0252000093 258 0.024888 -0.004088 0.004212132 0.010249
1.0321999788 259 0.031692 0.006805 0.011668599 0.009887
1.0281000137 260 0.027712 -0.00398 0.003991729 0.009994
1.0269999504 261 0.026642 -0.001071 0.000288822 0.009634
1.0127999783 262 0.012719 -0.013923 0.048851106 0.009073
1.0120999813 263 0.012027 -0.000691 0.000120461 0.01146
1.011500001 264 0.011434 -0.000593 8.861052E-05 0.010779
1.013299942 265 0.013212 0.001778 0.00079655 0.010138
1.0099999905 266 0.00995 -0.003262 0.002681365 0.009577
1.0018999577 267 0.001898 -0.008052 0.016339021 0.009164
1.0040999651 268 0.004092 0.002193 0.001212404 0.009594
1.0010999441 269 0.001099 -0.002992 0.002256287 0.009091
0.9890000224 270 -0.011061 -0.01216 0.037263751 0.008681
0.9764999747 271 -0.023781 -0.01272 0.040770824 0.010396
0.9757000208 272 -0.0246 -0.00082 0.000169255 0.012219
0.9731000066 273 -0.027268 -0.002668 0.001794229 0.011496
0.9768000245 274 -0.023473 0.003795 0.003629481 0.010913
0.9886999726 275 -0.011364 0.012109 0.036950063 0.010476
0.976000011 276 -0.024293 -0.012928 0.042119671 0.012065
0.9782999754 277 -0.021939 0.002354 0.001396113 0.013868
0.986199975 278 -0.013896 0.008043 0.01630104 0.01312
0.9914000034 279 -0.008637 0.005259 0.006969427 0.013311
0.9865000248 280 -0.013592 -0.004955 0.006186457 0.01293
0.9847000241 281 -0.015418 -0.001826 0.000840514 0.012526
0.9782999754 282 -0.021939 -0.006521 0.010714936 0.011824
0.9833999872 283 -0.016739 0.0052 0.00681302 0.011758
0.9842000008 284 -0.015926 0.000813 0.000166641 0.011461
0.9862999916 285 -0.013795 0.002131 0.001144835 0.010784
0.9850000143 286 -0.015114 -0.001319 0.000438356 0.010205
1.006000042 287 0.005982 0.021096 0.112147587 0.009619
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1.3157999516 2010 0.274445 0.002511 0.001589009 0.003811
1.3197000027 2011 0.277404 0.00296 0.002207373 0.003678
 1.328600049 2012 0.284126 0.006721 0.0113845 0.00359
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1.4690999985 2230 0.38465 0.001635 0.000673667 0.004835
1.4665000439 2231 0.382879 -0.001771 0.000790676 0.004585
1.459800005 2232 0.378299 -0.004579 0.005284197 0.004357
1.4670000076 2233 0.38322 0.00492 0.006100164 0.004413
1.4638999701 2234 0.381104 -0.002115 0.001127698 0.004514
1.4651999474 2235 0.381992 0.000888 0.000198547 0.004311
1.4658000469 2236 0.382401 0.000409 4.225475E-05 0.004064
1.4787000418 2237 0.391163 0.008762 0.019347374 0.003823
1.4829000235 2238 0.394 0.002836 0.00202723 0.004754
1.4829000235 2239 0.394 0 0 0.004591
1.4824999571 2240 0.39373 -0.00027 1.834671E-05 0.004315
1.486199975 2241 0.396223 0.002493 0.001565799 0.004057
1.4816999435 2242 0.39319 -0.003032 0.002317362 0.003908
1.4750000238 2243 0.388658 -0.004532 0.00517591 0.003813
1.4766000509 2244 0.389742 0.001084 0.00029621 0.003894
1.4687999487 2245 0.384446 -0.005296 0.00706927 0.003678
1.4657000303 2246 0.382333 -0.002113 0.001124846 0.003882
 1.475900054 2247 0.389268 0.006935 0.012119902 0.003716
1.4665999413 2248 0.382947 -0.006321 0.010069477 0.004221
1.4637999535 2249 0.381036 -0.001911 0.000920279 0.004572
1.4664000273 2250 0.38281 0.001775 0.000793666 0.004353
1.4714000225 2251 0.386214 0.003404 0.00291982 0.004139
1.4701999426 2252 0.385398 -0.000816 0.00016777 0.004066
1.4701999426 2253 0.385398 0 0 0.003832
1.459100008 2254 0.37782 -0.007579 0.014473642 0.003602
1.4433000088 2255 0.366932 -0.010888 0.029872303 0.004254
1.4369000196 2256 0.362488 -0.004444 0.004977086 0.005791
1.4392000437 2257 0.364087 0.001599 0.00064464 0.005743
1.4343999624 2258 0.360747 -0.003341 0.002812586 0.005437
1.4352999926 2259 0.361374 0.000627 9.915205E-05 0.005279
1.4361000061 2260 0.361931 0.000557 7.824703E-05 0.004968
1.4408999681 2261 0.365268 0.003337 0.002805803 0.004675
1.4500000477 2262 0.371564 0.006296 0.009988209 0.004563
1.4601000547 2263 0.378505 0.006941 0.012142036 0.004888
1.4717999697 2264 0.386486 0.007981 0.016052114 0.005324
1.4602999687 2265 0.378642 -0.007844 0.015506122 0.005967
1.4737999439 2266 0.387844 0.009202 0.02133943 0.00654
1.4736000299 2267 0.387708 -0.000136 4.637338E-06 0.007428
1.4786000252 2268 0.391096 0.003387 0.002891405 0.006982
1.4684000015 2269 0.384173 -0.006922 0.012075527 0.006737
1.4716999531 2270 0.386418 0.002245 0.001269848 0.007057
1.4663000107 2271 0.382742 -0.003676 0.00340515 0.00671
1.4739999771 2272 0.38798 0.005238 0.006912846 0.006512
1.4787000418 2273 0.391163 0.003184 0.002554055 0.006536
1.4876999855 2274 0.397231 0.006068 0.009278619 0.006297
1.4842000008 2275 0.394876 -0.002355 0.001398057 0.006476
1.4643000364 2276 0.381377 -0.013499 0.045917268 0.006171
1.4689999819 2277 0.384582 0.003205 0.002587819 0.008556
1.461599946 2278 0.379532 -0.00505 0.006427128 0.008198
1.4608999491 2279 0.379053 -0.000479 5.782875E-05 0.008091
1.4573999643 2280 0.376654 -0.002399 0.001449884 0.007609
1.4737000465 2281 0.387776 0.011122 0.03117366 0.00724
1.4673000574 2282 0.383424 -0.004352 0.004773427 0.008676
1.4788999557 2283 0.391299 0.007875 0.01562604 0.008442
1.4766999483 2284 0.38981 -0.001489 0.000558493 0.008873
1.4781999588 2285 0.390825 0.001015 0.000259755 0.008374
1.4840999842 2286 0.394809 0.003983 0.003998631 0.007887
1.4851000309 2287 0.395482 0.000674 0.000114346 0.007654
1.483199954 2288 0.394202 -0.00128 0.000413036 0.007201
1.4637999535 2289 0.381036 -0.013166 0.043683389 0.006794
1.4646999836 2290 0.38165 0.000615 9.521036E-05 0.009007
1.4494999647 2291 0.371219 -0.010432 0.02742319 0.008473
1.4505000114 2292 0.371908 0.00069 0.000119869 0.00961
1.450600028 2293 0.371977 6.895E-05 1.198062E-06 0.00904
1.4592000246 2294 0.377888 0.005911 0.00880508 0.008498
1.4569000006 2295 0.376311 -0.001577 0.000627077 0.008516
1.4635000229 2296 0.380831 0.00452 0.005148351 0.008043
1.4673999548 2297 0.383492 0.002661 0.001784732 0.007869
1.4742000103 2298 0.388115 0.004623 0.005386663 0.007504
1.4663000107 2299 0.382742 -0.005373 0.007275693 0.007377
1.4812999964 2300 0.39292 0.010178 0.026104334 0.007371
1.4824999571 2301 0.39373 0.00081 0.000165233 0.008495
1.4822000265 2302 0.393527 -0.000202 1.031669E-05 0.007995
1.4888999462 2303 0.398038 0.00451 0.005125859 0.007516
1.5132000446 2304 0.414227 0.016189 0.066045809 0.007373
1.5171999931 2305 0.416867 0.00264 0.001756184 0.010893
1.5187000036 2306 0.417855 0.000988 0.000246079 0.010345
1.5195000172 2307 0.418381 0.000527 6.98912E-05 0.009739
1.5210000277 2308 0.419368 0.000987 0.000245335 0.009159
1.5282000303 2309 0.424091 0.004723 0.00562025 0.008624
1.535599947 2310 0.428921 0.004831 0.00588024 0.008444
1.5333000422 2311 0.427422 -0.001499 0.000566128 0.00829
1.5369000435 2312 0.429767 0.002345 0.001385903 0.007827
1.5328999758 2313 0.427161 -0.002606 0.001711495 0.00744
1.5494999886 2314 0.437932 0.010771 0.029235316 0.007096
1.5584000349 2315 0.44366 0.005727 0.008266342 0.008425
1.5604000092 2316 0.444942 0.001283 0.000414509 0.008415
1.5765000582 2317 0.455207 0.010265 0.026553464 0.007935
1.5784000158 2318 0.456412 0.001204 0.000365576 0.009052
1.5642000437 2319 0.447375 -0.009037 0.020580845 0.008531
1.5417000055 2320 0.432886 -0.014489 0.052901414 0.009254
1.5447000265 2321 0.43483 0.001944 0.000952368 0.011873
1.5393999815 2322 0.431393 -0.003437 0.002976896 0.011218
1.559499979 2323 0.444365 0.012973 0.042408177 0.010723
1.5760999918 2324 0.454953 0.010588 0.028251674 0.012624
1.5798000097 2325 0.457298 0.002345 0.00138555 0.013562
1.5758999586 2326 0.454827 -0.002472 0.001539608 0.012831
1.5805000067 2327 0.457741 0.002915 0.002140927 0.012154
1.5614999533 2328 0.445647 -0.012094 0.03686111 0.011553
1.5618000031 2329 0.445839 0.000192 9.30293E-06 0.013072
1.5666999817 2330 0.448971 0.003132 0.002472733 0.012288
1.5735000372 2331 0.453302 0.004331 0.004726854 0.011699
1.5713000298 2332 0.451903 -0.001399 0.000493313 0.011281
1.5705000162 2333 0.451394 -0.000509 6.535791E-05 0.010633
1.5803999901 2334 0.457678 0.006284 0.009950897 0.009999
1.5743999481 2335 0.453874 -0.003804 0.003646083 0.009996
1.5795999765 2336 0.457172 0.003297 0.002739993 0.009615
1.5827000141 2337 0.459132 0.001961 0.000968698 0.009203
1.5801000595 2338 0.457488 -0.001644 0.000681159 0.008709
1.5978000164 2339 0.468628 0.01114 0.031270401 0.008227
1.5923999548 2340 0.465242 -0.003385 0.002888171 0.00961
1.5742000341 2341 0.453747 -0.011495 0.033298347 0.009206
1.5880999565 2342 0.462538 0.008791 0.019475326 0.010652
1.6009999514 2343 0.470628 0.00809 0.01649332 0.011181
1.5898000002 2344 0.463608 -0.00702 0.012419302 0.0115
1.5667999983 2345 0.449035 -0.014573 0.053517097 0.011555
1.5634000301 2346 0.446863 -0.002172 0.001189231 0.014073
1.564800024 2347 0.447758 0.000895 0.000201894 0.0133
1.5604000092 2348 0.444942 -0.002816 0.001998084 0.012514
1.5568000078 2349 0.442632 -0.00231 0.001344426 0.011883
1.5457999706 2350 0.435542 -0.007091 0.012670709 0.011251
1.5430999994 2351 0.433793 -0.001748 0.000770143 0.011336
1.5491000414 2352 0.437674 0.003881 0.003795203 0.010702
1.5548000336 2353 0.441347 0.003673 0.00339934 0.010288
1.5369999409 2354 0.429832 -0.011515 0.033411185 0.009874
1.540899992 2355 0.432367 0.002534 0.001618425 0.011287
 GARCH (1,1)
lambda0 7.92E-08
lambda1 0.022842
lambda2 0.97519

q + (1 - lambda) x u(t-1) sq
Sigma(t) sq = Lambda0 + Lambda1 x u(t-1)sq + Lambda2 x Sigma(t-1)sq

SigmaSq

0.0081
0.008011
0.008459
0.008304
0.008693
0.008494
0.008292
0.009045
0.008824
0.009014
0.008805
0.00864
0.008425
0.008218
0.008025
0.007831
0.008036
0.008162
0.007985
0.007994
0.007824
0.007635
0.007495
0.007333
0.007159
0.006982
0.006852
0.006717
0.006571
0.006802
0.00671
0.006546
0.007398
0.007283
0.007194
0.007037
0.007299
0.00737
0.007707
0.007593
0.007495
0.007509
0.00734
0.007311
0.007163
0.007359
0.007217
0.007039
0.006866
0.006706
0.007019
0.006875
0.006919
0.006751
0.006584
0.006421
0.006383
0.007032
0.006894
0.006736
0.006856
0.006719
0.006552
0.006678
0.007377
0.007337
0.007284
0.007221
0.007197
0.007207
0.007029
0.007046
0.006913
0.007067
0.006916
0.006761
0.006604
0.006506
0.006444
0.006462
0.006357
0.006231
0.006114
0.005965
0.005842
0.006567
0.006555
0.006392
0.006236
0.006304
0.006295
0.00622
0.006095
0.005968
0.00582
0.005725
0.005589
0.005594
0.005469
0.005335
0.005901
0.005809
0.00568
0.005578
0.00589
0.005744
0.005644
0.005556
0.006498
0.006344
0.006225
0.006151
0.006524
0.006363
0.007003
0.006882
0.006793
0.006733
0.006566
0.006406
0.006416
0.006564
0.0067
0.006603
0.006479
0.006617
0.006456
0.006297
0.006176
0.00606
0.005917
0.005894
0.005824
0.005764
0.005622
0.005499
0.005363
0.007779
0.008176
0.007988
0.007797
0.008825
0.008635
0.008436
0.008511
0.008331
0.008179
0.007995
0.008167
0.008
0.007828
0.007923
0.007894
0.008124
0.007952
0.007991
0.007799
0.007659
0.00749
0.008284
0.008085
0.008407
0.008313
0.008213
0.00803
0.00785
0.007667
0.008441
0.008231
0.00861
0.008755
0.008567
0.008359
0.008265
0.009104
0.008878
0.008661
0.008475
0.008323
0.008135
0.007938
0.007884
0.007772
0.00796
0.0079
0.007768
0.007895
0.008258
0.008099
0.008182
0.00799
0.007797
0.00761
0.007435
0.007669
0.008057
0.007879
0.007767
0.007953
0.007784
0.007635
0.007674
0.007575
0.00823
0.008033
0.008229
0.008134
0.007941
0.007744
0.007582
0.007402
0.007241
0.007168
0.007075
0.006973
0.006877
0.006772
0.007387
0.007203
0.007025
0.007295
0.007718
0.007541
0.007364
0.007418
0.007633
0.007528
0.007418
0.007264
0.007103
0.007001
0.00683
0.009782
0.009589
0.009444
0.009784
0.009541
0.009386
0.009312
0.009081
0.009452
0.009586
0.009376
0.009184
0.008966
0.009122
0.00896
0.008741
0.008785
0.008598
0.00841
0.008322
0.008522
0.009615
0.009413
0.009186
0.009007
0.00888
0.008926
0.008796
0.008584
0.009487
0.009255
0.009027
0.008821
0.008664
0.008822
0.008631
0.008469
0.00911
0.009815
0.009575
0.009379
0.009229
0.009844
0.010562
0.010332
0.010448
0.010348
0.010233
0.009998
0.009995
0.009903
0.009661
0.009448
0.009223
0.011556
0.011375
0.011521
0.012911
0.013129
0.012846
0.012727
0.012816
0.012498
0.012202
0.012015
0.011733
0.012166
0.011903
0.011615
0.011328
0.011214
0.010948
0.010692
0.010442
0.010186
0.010491
0.010656
0.010459
0.010582
0.01038
0.010631
0.010676
0.010437
0.01019
0.009987
0.009955
0.009988
0.009747
0.009505
0.00927
0.009141
0.00896
0.008839
0.008632
0.008757
0.009296
0.009069
0.008844
0.008644
0.009564
0.009482
0.010482
0.010224
0.010037
0.009977
0.011966
0.011688
0.01155
0.011265
0.011365
0.011467
0.011588
0.011545
0.011492
0.01171
0.012661
0.012416
0.012111
0.012387
0.012081
0.012069
0.011809
0.015377
0.014996
0.014637
0.014304
0.014973
0.0147
0.014958
0.014643
0.01445
0.014122
0.013792
0.013803
0.013513
0.013404
0.013944
0.01364
0.013566
0.013892
0.013758
0.013521
0.013224
0.013146
0.012819
0.012824
0.012563
0.012275
0.012001
0.011731
0.011558
0.011358
0.011113
0.011432
0.0114
0.011198
0.010955
0.010739
0.010956
0.010887
0.010789
0.010577
0.010705
0.010471
0.010652
0.01087
0.010627
0.010461
0.010767
0.011128
0.010929
0.01072
0.010973
0.010756
0.011011
0.010806
0.010543
0.010951
0.010684
0.010425
0.010656
0.01051
0.010522
0.010262
0.010272
0.010018
0.009804
0.009653
0.009541
0.009458
0.010177
0.010911
0.012897
0.012686
0.012811
0.012616
0.012364
0.012208
0.011946
0.011807
0.011704
0.01142
0.011352
0.011803
0.015735
0.015571
0.015628
0.015248
0.014902
0.014541
0.014252
0.014214
0.013879
0.013662
0.013325
0.012995
0.012755
0.012824
0.012955
0.013128
0.012828
0.013595
0.013276
0.01295
0.012734
0.012419
0.012846
0.012527
0.013725
0.01344
0.013341
0.013769
0.013435
0.013133
0.012878
0.012558
0.012292
0.012005
0.011909
0.011639
0.011441
0.011158
0.010994
0.010742
0.010547
0.010349
0.010191
0.010075
0.01095
0.010854
0.010655
0.011448
0.011544
0.012153
0.012223
0.012313
0.012022
0.011929
0.011967
0.011671
0.011411
0.011916
0.012715
0.012594
0.012334
0.013765
0.013627
0.014242
0.014147
0.013806
0.013611
0.01441
0.014437
0.014083
0.013773
0.013915
0.013723
0.013894
0.013556
0.014359
0.014077
0.01454
0.014484
0.015408
0.015474
0.015098
0.014739
0.015509
0.015227
0.014852
0.014553
0.014659
0.014424
0.014447
0.014136
0.01388
0.014081
0.01378
0.01489
0.014987
0.014642
0.014742
0.01438
0.015378
0.015761
0.015671
0.015307
0.014932
0.014609
0.014247
0.013979
0.014115
0.014184
0.013992
0.013817
0.013513
0.013279
0.012953
0.012709
0.012408
0.013664
 0.01334
0.013537
0.014177
0.01405
0.014038
0.01419
0.014411
0.0142
0.013909
0.01371
0.013427
0.013507
0.013185
0.012925
0.013425
0.013585
0.013345
0.013062
0.012748
0.013647
0.013366
0.013352
0.013104
0.012829
0.01268
0.012366
0.012693
0.013461
0.013495
0.013175
0.012897
0.012685
0.012912
0.012774
0.012745
0.012439
0.012214
0.012045
0.01177
0.011816
0.011523
0.011445
0.011243
0.010973
0.010821
0.010768
0.010516
0.010472
0.010223
0.010806
0.010807
0.0106
0.010341
0.010155
0.009969
0.010884
0.010615
0.010353
0.010338
0.010298
0.010276
0.010022
0.010287
0.010267
0.010271
0.010317
0.010131
0.009905
0.009871
0.00984
0.00971
0.009522
0.009417
0.009195
0.008967
0.010542
0.010282
0.010056
0.009845
0.01053
0.011002
0.010736
0.011016
0.010997
0.011277
0.010998
0.010763
0.010496
0.012024
0.011735
0.011484
0.011303
0.011461
0.011328
0.011123
0.010867
0.010597
0.010335
0.010204
0.009981
0.0098
0.009681
0.009495
0.00926
0.009891
0.009857
0.009745
0.009629
0.009945
0.009738
0.009546
0.009409
0.009185
0.009386
0.009207
0.009151
0.008946
0.008726
0.008511
0.008525
0.008596
0.011902
0.011669
0.011532
0.011972
0.011897
0.012065
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