Post on 30-Aug-2020
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ζ0 = 3.47, ζ = 0.88, Filter 1 = 1.89, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
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MMM , 2005−01−03
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ζ0 = 1.41, ζ = 1.07, Filter 1 = 1.9, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
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MMM , 2005−01−04
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23
45
ζ0 = 3.61, ζ = 1, Filter 1 = 1.62, # Vol.Jumps = 17Time
ζ i−1 (
x 10
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x MMM , 2005−01−05
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ζ0 = 1.88, ζ = 0.95, Filter 1 = 1.6, # Vol.Jumps = 5Time
ζ i−1 (
x 10
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xMMM , 2005−01−06
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ζ0 = 2.79, ζ = 0.95, Filter 1 = 1.51, # Vol.Jumps = 14Time
ζ i−1 (
x 10
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MMM , 2005−01−07
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ζ0 = 2.93, ζ = 0.88, Filter 1 = 1.48, # Vol.Jumps = 11Time
ζ i−1 (
x 10
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x MMM , 2005−01−10
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ζ0 = 0.97, ζ = 0.83, Filter 1 = 1.4, # Vol.Jumps = 17Time
ζ i−1 (
x 10
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x MMM , 2005−01−11
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ζ0 = 1.82, ζ = 0.98, Filter 1 = 1.74, # Vol.Jumps = 8Time
ζ i−1 (
x 10
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x MMM , 2005−01−12
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ζ0 = 2.48, ζ = 0.68, Filter 1 = 1.28, # Vol.Jumps = 19Time
ζ i−1 (
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MMM , 2005−01−13
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ζ0 = 3.01, ζ = 0.75, Filter 1 = 1.58, # Vol.Jumps = 8Time
ζ i−1 (
x 10
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MMM , 2005−01−14
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ζ0 = 3.09, ζ = 1.38, Filter 1 = 2.32, # Vol.Jumps = 11Time
ζ i−1 (
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MMM , 2005−01−18
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ζ0 = 3.87, ζ = 0.67, Filter 1 = 1.18, # Vol.Jumps = 14Time
ζ i−1 (
x 10
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MMM , 2005−01−19
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ζ0 = 7.47, ζ = 0.95, Filter 1 = 1.36, # Vol.Jumps = 15Time
ζ i−1 (
x 10
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MMM , 2005−01−20
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ζ0 = 3.31, ζ = 0.96, Filter 1 = 1.79, # Vol.Jumps = 8Time
ζ i−1 (
x 10
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MMM , 2005−01−21
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ζ0 = 3.39, ζ = 1.06, Filter 1 = 1.8, # Vol.Jumps = 7Time
ζ i−1 (
x 10
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x MMM , 2005−01−24
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ζ0 = 2.56, ζ = 0.77, Filter 1 = 1.29, # Vol.Jumps = 10Time
ζ i−1 (
x 10
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x MMM , 2005−01−25
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ζ0 = 3.22, ζ = 0.74, Filter 1 = 1.23, # Vol.Jumps = 11Time
ζ i−1 (
x 10
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MMM , 2005−01−26
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ζ0 = 3.75, ζ = 0.71, Filter 1 = 1.2, # Vol.Jumps = 13Time
ζ i−1 (
x 10
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MMM , 2005−01−27
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ζ0 = 4.17, ζ = 0.82, Filter 1 = 1.4, # Vol.Jumps = 6Time
ζ i−1 (
x 10
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MMM , 2005−01−28
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ζ0 = 6.34, ζ = 0.52, Filter 1 = 0.82, # Vol.Jumps = 20Time
ζ i−1 (
x 10
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MMM , 2005−01−31
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ζ0 = 1.92, ζ = 0.72, Filter 1 = 1.13, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0) x
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MMM , 2005−02−01
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ζ0 = 0.62, ζ = 0.64, Filter 1 = 1.03, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
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MMM , 2005−02−02
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3.0
ζ0 = 2.89, ζ = 0.64, Filter 1 = 0.99, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
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MMM , 2005−02−03
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ζ0 = 2.75, ζ = 0.71, Filter 1 = 1.2, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
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MMM , 2005−02−04
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2.5
3.0
ζ0 = 3.27, ζ = 0.73, Filter 1 = 1.15, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
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xx x
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MMM , 2005−02−07
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23
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ζ0 = 4.82, ζ = 0.64, Filter 1 = 0.95, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
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x
MMM , 2005−02−08
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ζ0 = 2.67, ζ = 0.82, Filter 1 = 1.4, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x
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x
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xx
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x
MMM , 2005−02−09
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ζ0 = 2.98, ζ = 0.7, Filter 1 = 1.28, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
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x
MMM , 2005−02−10
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ζ0 = 1.45, ζ = 0.92, Filter 1 = 1.79, # Vol.Jumps = 3Time
ζ i−1 (
x 10
0)
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x MMM , 2005−02−11
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ζ0 = 1.35, ζ = 0.62, Filter 1 = 1.23, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
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MMM , 2005−02−14
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ζ0 = 2.2, ζ = 0.77, Filter 1 = 1.39, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x
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x MMM , 2005−02−15
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ζ0 = 3.28, ζ = 0.81, Filter 1 = 1.26, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
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MMM , 2005−02−16
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ζ0 = 2.61, ζ = 0.78, Filter 1 = 1.3, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
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MMM , 2005−02−17
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ζ0 = 2.95, ζ = 0.87, Filter 1 = 1.6, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
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x
MMM , 2005−02−18
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ζ i−1 (
x 10
0) x
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MMM , 2005−02−22
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ζ0 = 2.93, ζ = 0.7, Filter 1 = 1.05, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
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MMM , 2005−02−23
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23
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ζ0 = 4.89, ζ = 0.85, Filter 1 = 1.64, # Vol.Jumps = 4Time
ζ i−1 (
x 10
0)
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MMM , 2005−02−24
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ζ i−1 (
x 10
0)
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MMM , 2005−02−25
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ζ0 = 1.48, ζ = 0.7, Filter 1 = 1.1, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
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x xxx
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x
xMMM , 2005−02−28
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ζ i−1 (
x 10
0)
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MMM , 2005−03−01
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ζ i−1 (
x 10
0)
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MMM , 2005−03−02
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ζ i−1 (
x 10
0)
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x x x
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MMM , 2005−03−03
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ζ0 = 0.75, ζ = 0.69, Filter 1 = 1.38, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0) x
x
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x
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x
x
MMM , 2005−03−04
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ζ i−1 (
x 10
0) x x
x
xx
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x
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x
x
MMM , 2005−03−07
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ζ0 = 3.46, ζ = 0.69, Filter 1 = 1.47, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
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xxx
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xx
MMM , 2005−03−08
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ζ0 = 1.63, ζ = 0.82, Filter 1 = 1.28, # Vol.Jumps = 16Time
ζ i−1 (
x 10
0)
xx
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xxx
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x MMM , 2005−03−09
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ζ0 = 2.76, ζ = 0.83, Filter 1 = 1.66, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x x
x
x
x
MMM , 2005−03−10
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ζ0 = 1.71, ζ = 0.8, Filter 1 = 1.58, # Vol.Jumps = 3Time
ζ i−1 (
x 10
0)
xx
x MMM , 2005−03−11
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ζ0 = 9.58, ζ = 0.78, Filter 1 = 1.62, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
xxx
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MMM , 2005−03−14
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ζ0 = 2.52, ζ = 0.87, Filter 1 = 1.34, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x
x
xx
x xx
x
MMM , 2005−03−15
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3.0
ζ0 = 2.42, ζ = 0.79, Filter 1 = 1.29, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
x
xx
x
xx
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x
x xxx x
x MMM , 2005−03−16
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23
4
ζ0 = 3.14, ζ = 0.81, Filter 1 = 1.22, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
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xx xx
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x
x
MMM , 2005−03−17
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01
23
4
ζ0 = 4.29, ζ = 0.93, Filter 1 = 1.52, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
x
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x
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x
MMM , 2005−03−18
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2.0
ζ0 = 1.29, ζ = 0.85, Filter 1 = 1.29, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x
x
x
x
x
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x
x MMM , 2005−03−21
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2.5
3.0
ζ0 = 2.29, ζ = 0.72, Filter 1 = 1.79, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x
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xxx
x
MMM , 2005−03−22
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ζ0 = 0.87, ζ = 0.79, Filter 1 = 1.33, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x
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x x
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MMM , 2005−03−23
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23
4
ζ0 = 4.69, ζ = 0.69, Filter 1 = 1.13, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
xx
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x x
xx
x
x
MMM , 2005−03−24
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ζ0 = 1.88, ζ = 0.71, Filter 1 = 1.44, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x
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x
MMM , 2005−03−28
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ζ0 = 2.41, ζ = 0.71, Filter 1 = 1.06, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
x
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x
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xx
x
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x
MMM , 2005−03−29
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3.0
ζ0 = 3.11, ζ = 0.83, Filter 1 = 1.2, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x
x
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x x x
MMM , 2005−03−30
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ζ0 = 2.25, ζ = 0.7, Filter 1 = 1.06, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x
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x
MMM , 2005−03−31
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ζ0 = 1.31, ζ = 1, Filter 1 = 1.61, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x
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x x
xxx
MMM , 2005−04−01
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ζ0 = 3.12, ζ = 0.84, Filter 1 = 1.32, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0) x
x
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x xx
MMM , 2005−04−04
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23
45
ζ0 = 2.42, ζ = 0.79, Filter 1 = 1.39, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x
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x
xx
MMM , 2005−04−05
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ζ0 = 2.46, ζ = 0.81, Filter 1 = 1.47, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x
x
x
x
x
MMM , 2005−04−06
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ζ0 = 2.24, ζ = 0.74, Filter 1 = 1.38, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x
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xx x
x
MMM , 2005−04−07
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2.0
ζ0 = 2.31, ζ = 0.65, Filter 1 = 1.13, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x
xx
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x
x
MMM , 2005−04−08
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23
ζ0 = 3.6, ζ = 0.76, Filter 1 = 1.31, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0) xx
x xxx
x
x xx
x
x
MMM , 2005−04−11
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2.5
ζ0 = 1.46, ζ = 0.77, Filter 1 = 1.9, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x
xxx
x
MMM , 2005−04−12
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ζ0 = 2.31, ζ = 0.74, Filter 1 = 1.25, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x
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x x
MMM , 2005−04−13
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01
23
4
ζ0 = 0.79, ζ = 0.97, Filter 1 = 1.46, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x
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MMM , 2005−04−14
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46
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ζ0 = 2.59, ζ = 1.28, Filter 1 = 1.98, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
xx
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x xx x
xx
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x
x
MMM , 2005−04−15
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05
1015
ζ0 = 18.41, ζ = 2.09, Filter 1 = 4.84, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x
xx
xx xx x
x
x
MMM , 2005−04−18
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01
23
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ζ0 = 4.42, ζ = 1.44, Filter 1 = 2.21, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x x x
xx
x
xx
xx
x
x MMM , 2005−04−19
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23
45
ζ0 = 5.1, ζ = 1.19, Filter 1 = 1.79, # Vol.Jumps = 17Time
ζ i−1 (
x 10
0)
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MMM , 2005−04−20
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23
4
ζ0 = 1.68, ζ = 1.28, Filter 1 = 2.02, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
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MMM , 2005−04−21
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23
4
ζ0 = 3.05, ζ = 1.27, Filter 1 = 1.75, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x
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x MMM , 2005−04−22
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ζ0 = 2.3, ζ = 1.13, Filter 1 = 1.97, # Vol.Jumps = 4Time
ζ i−1 (
x 10
0)
xx
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x MMM , 2005−04−25
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ζ0 = 3.16, ζ = 1.12, Filter 1 = 1.97, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
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MMM , 2005−04−26
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ζ0 = 1.15, ζ = 1.11, Filter 1 = 1.8, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
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MMM , 2005−04−27
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ζ0 = 2.43, ζ = 1.23, Filter 1 = 1.94, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
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MMM , 2005−04−28
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ζ0 = 2.65, ζ = 1.2, Filter 1 = 1.88, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x x
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MMM , 2005−04−29
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23
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ζ0 = 4.3, ζ = 0.89, Filter 1 = 1.48, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x x
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x x
MMM , 2005−05−02
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23
4
ζ0 = 2.4, ζ = 0.73, Filter 1 = 1.46, # Vol.Jumps = 18Time
ζ i−1 (
x 10
0)
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MMM , 2005−05−03
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ζ0 = 1.54, ζ = 0.97, Filter 1 = 1.97, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
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MMM , 2005−05−04
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ζ0 = 2.47, ζ = 1.19, Filter 1 = 2.27, # Vol.Jumps = 4Time
ζ i−1 (
x 10
0)
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MMM , 2005−05−05
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ζ0 = 1.99, ζ = 0.81, Filter 1 = 1.45, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
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MMM , 2005−05−06
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23
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ζ0 = 3.91, ζ = 0.82, Filter 1 = 1.6, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
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MMM , 2005−05−09
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23
45
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ζ0 = 4.6, ζ = 1.03, Filter 1 = 1.83, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
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MMM , 2005−05−10
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ζ0 = 1.56, ζ = 0.99, Filter 1 = 1.62, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0) x
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MMM , 2005−05−11
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ζ0 = 3.36, ζ = 1.09, Filter 1 = 1.8, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0) x
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MMM , 2005−05−12
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ζ0 = 2.06, ζ = 0.9, Filter 1 = 1.78, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
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MMM , 2005−05−13
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ζ0 = 2.03, ζ = 0.83, Filter 1 = 1.44, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
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MMM , 2005−05−16
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ζ0 = 1.47, ζ = 1.03, Filter 1 = 1.63, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x x
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MMM , 2005−05−17
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23
4
ζ0 = 2.79, ζ = 1.06, Filter 1 = 1.88, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
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x x
MMM , 2005−05−18
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ζ0 = 1.62, ζ = 0.97, Filter 1 = 1.72, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x
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x
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xx x
MMM , 2005−05−19
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ζ0 = 1.55, ζ = 0.81, Filter 1 = 1.29, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
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MMM , 2005−05−20
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ζ0 = 2.06, ζ = 0.87, Filter 1 = 1.43, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x
x
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xx
x
MMM , 2005−05−23
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2.5
ζ0 = 1.69, ζ = 0.85, Filter 1 = 1.55, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x
x
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xxx
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x
x
MMM , 2005−05−24
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ζ0 = 1.68, ζ = 0.82, Filter 1 = 1.33, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x
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MMM , 2005−05−25
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ζ0 = 1.03, ζ = 0.65, Filter 1 = 1.16, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
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MMM , 2005−05−26
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23
ζ0 = 1.27, ζ = 0.58, Filter 1 = 1.05, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
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MMM , 2005−05−27
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ζ0 = 1.4, ζ = 0.61, Filter 1 = 0.88, # Vol.Jumps = 16Time
ζ i−1 (
x 10
0)
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MMM , 2005−05−31
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ζ0 = 1.19, ζ = 0.72, Filter 1 = 1.3, # Vol.Jumps = 16Time
ζ i−1 (
x 10
0)
x
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x x x
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MMM , 2005−06−01
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ζ0 = 1, ζ = 0.65, Filter 1 = 1.07, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x x
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x x
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MMM , 2005−06−02
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ζ0 = 1.62, ζ = 0.65, Filter 1 = 1.19, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
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MMM , 2005−06−03
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ζ0 = 0.81, ζ = 0.58, Filter 1 = 1.19, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
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MMM , 2005−06−06
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ζ0 = 4.14, ζ = 0.81, Filter 1 = 1.57, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
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MMM , 2005−06−07
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ζ0 = 0.71, ζ = 0.66, Filter 1 = 1.04, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
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x x
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MMM , 2005−06−08
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ζ0 = 0.97, ζ = 0.77, Filter 1 = 1.32, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
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MMM , 2005−06−09
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ζ0 = 1.63, ζ = 0.79, Filter 1 = 1.1, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
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MMM , 2005−06−10
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ζ i−1 (
x 10
0)
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MMM , 2005−06−13
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ζ0 = 3.73, ζ = 0.64, Filter 1 = 1.11, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
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MMM , 2005−06−14
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ζ i−1 (
x 10
0)
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MMM , 2005−06−15
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ζ0 = 4.64, ζ = 0.69, Filter 1 = 1.39, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
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MMM , 2005−06−16
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ζ0 = 4.71, ζ = 0.88, Filter 1 = 1.36, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
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MMM , 2005−06−17
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ζ0 = 4.66, ζ = 0.65, Filter 1 = 1.09, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x x xx x
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MMM , 2005−06−20
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ζ0 = 7.52, ζ = 0.82, Filter 1 = 1.22, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
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MMM , 2005−06−21
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ζ0 = 1.06, ζ = 0.82, Filter 1 = 1.36, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
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MMM , 2005−06−22
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ζ0 = 3.95, ζ = 0.8, Filter 1 = 1.6, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
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MMM , 2005−06−23
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ζ0 = 0.94, ζ = 0.72, Filter 1 = 1.48, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
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MMM , 2005−06−24
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ζ0 = 2.96, ζ = 0.73, Filter 1 = 1.22, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
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MMM , 2005−06−27
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ζ0 = 2.32, ζ = 0.73, Filter 1 = 1.22, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x x
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MMM , 2005−06−28
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ζ0 = 1.4, ζ = 0.72, Filter 1 = 1.15, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
x
x
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x x
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xMMM , 2005−06−29
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23
45
6
ζ0 = 6.69, ζ = 1.21, Filter 1 = 1.8, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x
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x x
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MMM , 2005−06−30
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02
46
8
ζ0 = 1.64, ζ = 1.35, Filter 1 = 2.23, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x
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x
x
MMM , 2005−07−01
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ζ0 = 1.89, ζ = 0.78, Filter 1 = 1.41, # Vol.Jumps = 16Time
ζ i−1 (
x 10
0)
x
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xx
MMM , 2005−07−05
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23
ζ0 = 3.66, ζ = 0.82, Filter 1 = 1.28, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
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x
MMM , 2005−07−06
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1015
20
ζ0 = 10.65, ζ = 1.14, Filter 1 = 1.82, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
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x
MMM , 2005−07−07
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ζ0 = 1.94, ζ = 0.77, Filter 1 = 1.27, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
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xx
x
MMM , 2005−07−08
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23
4
ζ0 = 3.86, ζ = 0.76, Filter 1 = 1.24, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
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MMM , 2005−07−11
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ζ0 = 3.4, ζ = 0.78, Filter 1 = 1.31, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
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MMM , 2005−07−12
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ζ0 = 3.12, ζ = 0.84, Filter 1 = 1.31, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0) x
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MMM , 2005−07−13
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23
4
ζ0 = 0.57, ζ = 0.92, Filter 1 = 1.61, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
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MMM , 2005−07−14
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23
4
ζ0 = 2.17, ζ = 0.85, Filter 1 = 1.46, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
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MMM , 2005−07−15
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23
45
67
ζ0 = 7.18, ζ = 0.98, Filter 1 = 1.68, # Vol.Jumps = 18Time
ζ i−1 (
x 10
0)
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MMM , 2005−07−18
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ζ0 = 3.04, ζ = 0.7, Filter 1 = 1.02, # Vol.Jumps = 21Time
ζ i−1 (
x 10
0)
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MMM , 2005−07−19
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23
4
ζ0 = 1.67, ζ = 0.98, Filter 1 = 1.96, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x x
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x MMM , 2005−07−20
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ζ i−1 (
x 10
0)
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MMM , 2005−07−21
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ζ i−1 (
x 10
0)
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MMM , 2005−07−22
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46
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ζ0 = 11.44, ζ = 0.87, Filter 1 = 1.46, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
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MMM , 2005−07−25
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3.5
ζ0 = 1.53, ζ = 0.77, Filter 1 = 1.39, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
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MMM , 2005−07−26
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23
4
ζ0 = 3.94, ζ = 0.73, Filter 1 = 1.21, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
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x xx
MMM , 2005−07−27
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2.5
ζ0 = 1.11, ζ = 0.9, Filter 1 = 1.5, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x
x
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x x
x
x
x MMM , 2005−07−28
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2.5
ζ0 = 2.86, ζ = 0.74, Filter 1 = 1.38, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
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MMM , 2005−07−29
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ζ0 = 1.45, ζ = 0.62, Filter 1 = 1.04, # Vol.Jumps = 17Time
ζ i−1 (
x 10
0)
xx x
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x xx x
xx x
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x MMM , 2005−08−01
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2.0
ζ0 = 1.15, ζ = 0.81, Filter 1 = 1.23, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x
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x
MMM , 2005−08−02
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2.5
3.0
ζ0 = 1.09, ζ = 0.86, Filter 1 = 1.11, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x
x
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xx
x x
x
MMM , 2005−08−03
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2.5
ζ0 = 1.61, ζ = 0.94, Filter 1 = 1.79, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x
x x
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x
x
MMM , 2005−08−04
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ζ0 = 0.99, ζ = 0.58, Filter 1 = 0.96, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
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x MMM , 2005−08−05
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ζ0 = 1.14, ζ = 0.95, Filter 1 = 1.4, # Vol.Jumps = 17Time
ζ i−1 (
x 10
0)
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x MMM , 2005−08−08
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23
45
ζ0 = 1.68, ζ = 0.8, Filter 1 = 1.28, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
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x xx xx
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x MMM , 2005−08−09
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ζ0 = 1.65, ζ = 0.84, Filter 1 = 1.48, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
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xMMM , 2005−08−10
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ζ0 = 1.45, ζ = 0.82, Filter 1 = 1.27, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
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x x x
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MMM , 2005−08−11
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ζ0 = 2.01, ζ = 0.72, Filter 1 = 1.11, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0) x
xx x
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MMM , 2005−08−12
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ζ0 = 0.93, ζ = 0.69, Filter 1 = 1.17, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
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MMM , 2005−08−15
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ζ0 = 2.26, ζ = 0.63, Filter 1 = 1, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0) xx
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MMM , 2005−08−16
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ζ0 = 2.38, ζ = 0.68, Filter 1 = 1.36, # Vol.Jumps = 16Time
ζ i−1 (
x 10
0)
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x MMM , 2005−08−17
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ζ0 = 2.34, ζ = 0.82, Filter 1 = 1.27, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
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MMM , 2005−08−18
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ζ0 = 2.35, ζ = 0.77, Filter 1 = 1.33, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
xx x
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x MMM , 2005−08−19
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ζ0 = 2.92, ζ = 0.9, Filter 1 = 1.41, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
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xx x
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x x
MMM , 2005−08−22
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ζ0 = 0.52, ζ = 0.77, Filter 1 = 1.26, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
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xx MMM , 2005−08−23
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ζ0 = 2.17, ζ = 0.88, Filter 1 = 1.24, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
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MMM , 2005−08−24
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ζ0 = 1.54, ζ = 0.69, Filter 1 = 1.16, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
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xxx
x x
x MMM , 2005−08−25
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ζ0 = 1.43, ζ = 0.76, Filter 1 = 1.16, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
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xx MMM , 2005−08−26
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23
4
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ζ i−1 (
x 10
0)
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xx x x x
MMM , 2005−08−29
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ζ0 = 3.44, ζ = 0.95, Filter 1 = 1.57, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0) x
x
x
x
x
xx
x
x
MMM , 2005−08−30
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ζ0 = 2.7, ζ = 0.9, Filter 1 = 1.26, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
x
x
xx
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x
x
x
x
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x x x
MMM , 2005−08−31
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ζ0 = 1.32, ζ = 1.06, Filter 1 = 1.65, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x
x
x
x
xx x
x
x
xx
x
MMM , 2005−09−01
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ζ0 = 2.01, ζ = 0.79, Filter 1 = 1.17, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0) x
x
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x
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xx x
MMM , 2005−09−02
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ζ0 = 2.66, ζ = 0.67, Filter 1 = 1.12, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0) x
x
x
xx
x
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x
xx
MMM , 2005−09−06
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ζ0 = 2.43, ζ = 0.78, Filter 1 = 1.2, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x
x
x
x
x
x
x
xx
x x
x MMM , 2005−09−07
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ζ0 = 7.47, ζ = 0.72, Filter 1 = 1.09, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xx x
x
xx x xx
x x
x MMM , 2005−09−08
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ζ0 = 1.89, ζ = 0.75, Filter 1 = 1.13, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
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MMM , 2005−09−09
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ζ0 = 2.09, ζ = 0.78, Filter 1 = 1.18, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
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MMM , 2005−09−12
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ζ0 = 1.24, ζ = 0.64, Filter 1 = 1.13, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0) x
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MMM , 2005−09−13
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ζ0 = 2.23, ζ = 0.76, Filter 1 = 1.28, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
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MMM , 2005−09−14
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ζ0 = 2, ζ = 1.01, Filter 1 = 1.59, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0) xx
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MMM , 2005−09−15
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ζ0 = 1.68, ζ = 0.68, Filter 1 = 1.16, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
x xx
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xMMM , 2005−09−16
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ζ0 = 2.68, ζ = 0.76, Filter 1 = 1.29, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
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MMM , 2005−09−19
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ζ0 = 1.83, ζ = 0.7, Filter 1 = 1.26, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
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MMM , 2005−09−20
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ζ0 = 0.47, ζ = 0.75, Filter 1 = 1.49, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
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MMM , 2005−09−21
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ζ0 = 1.42, ζ = 0.95, Filter 1 = 2.01, # Vol.Jumps = 0Time
ζ i−1 (
x 10
0)
MMM , 2005−09−22
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ζ0 = 1.56, ζ = 0.73, Filter 1 = 1.27, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x
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x
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x MMM , 2005−09−23
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ζ0 = 0.57, ζ = 0.75, Filter 1 = 1.3, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
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MMM , 2005−09−26
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ζ0 = 1.64, ζ = 0.71, Filter 1 = 1.58, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
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x MMM , 2005−09−27
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ζ0 = 0.95, ζ = 0.85, Filter 1 = 1.19, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
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MMM , 2005−09−28
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ζ i−1 (
x 10
0)
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MMM , 2005−09−29
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ζ0 = 1.22, ζ = 0.68, Filter 1 = 1.11, # Vol.Jumps = 19Time
ζ i−1 (
x 10
0)
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x x x xx x xxx
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MMM , 2005−09−30
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ζ0 = 1.43, ζ = 0.93, Filter 1 = 1.48, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
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MMM , 2005−10−03
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ζ0 = 2.02, ζ = 0.64, Filter 1 = 1.39, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0) xx
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x MMM , 2005−10−04
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ζ0 = 2.85, ζ = 1.19, Filter 1 = 1.77, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
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MMM , 2005−10−05
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ζ0 = 3.84, ζ = 1.19, Filter 1 = 1.86, # Vol.Jumps = 17Time
ζ i−1 (
x 10
0)
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MMM , 2005−10−06
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ζ0 = 2.2, ζ = 0.8, Filter 1 = 1.48, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
x
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x xx
x
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MMM , 2005−10−07
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ζ0 = 2.95, ζ = 0.94, Filter 1 = 1.47, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
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xx
MMM , 2005−10−10
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ζ0 = 3.94, ζ = 0.94, Filter 1 = 1.69, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
xx xx
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MMM , 2005−10−11
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ζ0 = 3.07, ζ = 1.06, Filter 1 = 1.59, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0) x
xx
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MMM , 2005−10−12
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ζ0 = 2.18, ζ = 0.96, Filter 1 = 1.66, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x
x
xx x
x
MMM , 2005−10−13
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ζ0 = 1.51, ζ = 0.77, Filter 1 = 1.2, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
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x MMM , 2005−10−14
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ζ0 = 0.7, ζ = 0.95, Filter 1 = 1.52, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
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x MMM , 2005−10−17
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23
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ζ0 = 2.58, ζ = 1.29, Filter 1 = 2.36, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
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x MMM , 2005−10−18
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ζ0 = 2.3, ζ = 0.99, Filter 1 = 1.68, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
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xxx
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MMM , 2005−10−19
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ζ0 = 2.12, ζ = 0.76, Filter 1 = 1.39, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
x
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MMM , 2005−10−20
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ζ0 = 3.36, ζ = 0.89, Filter 1 = 1.75, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x x
xx
x MMM , 2005−10−21
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ζ0 = 3.01, ζ = 0.96, Filter 1 = 1.65, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
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MMM , 2005−10−24
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ζ0 = 2.05, ζ = 0.87, Filter 1 = 1.55, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
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MMM , 2005−10−25
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ζ0 = 0.6, ζ = 0.93, Filter 1 = 1.39, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
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MMM , 2005−10−26
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ζ0 = 1.62, ζ = 0.68, Filter 1 = 1.24, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0) x
x
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x MMM , 2005−10−27
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ζ0 = 1.8, ζ = 0.86, Filter 1 = 1.33, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
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x MMM , 2005−10−28
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23
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ζ0 = 4.46, ζ = 0.75, Filter 1 = 1.3, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
xx x
x
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x
MMM , 2005−10−31
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ζ0 = 2.25, ζ = 0.85, Filter 1 = 1.57, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x x
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x
MMM , 2005−11−01
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ζ0 = 2.07, ζ = 0.76, Filter 1 = 1.47, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
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xx x
x
MMM , 2005−11−02
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ζ0 = 3, ζ = 0.69, Filter 1 = 1.16, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
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xx x
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x x x
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MMM , 2005−11−03
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ζ0 = 3.08, ζ = 0.8, Filter 1 = 1.32, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
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x x x xx
x
xx
MMM , 2005−11−04
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ζ0 = 0.89, ζ = 0.99, Filter 1 = 1.65, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x
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x MMM , 2005−11−07
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ζ0 = 4.03, ζ = 0.82, Filter 1 = 1.22, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
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MMM , 2005−11−08
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ζ0 = 3.02, ζ = 0.81, Filter 1 = 1.21, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
xx
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x
MMM , 2005−11−09
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23
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ζ0 = 5.09, ζ = 0.99, Filter 1 = 1.62, # Vol.Jumps = 4Time
ζ i−1 (
x 10
0)
x
x
x
x
MMM , 2005−11−10
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2.5
ζ0 = 0.93, ζ = 0.54, Filter 1 = 0.95, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x
x xx x
x
x
x
x
x
MMM , 2005−11−11
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ζ0 = 0.58, ζ = 0.64, Filter 1 = 0.94, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x
xx
x
x
x
x
x
x
xx
x MMM , 2005−11−14
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23
4
ζ0 = 3.42, ζ = 0.73, Filter 1 = 1.08, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
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x x
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MMM , 2005−11−15
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01
23
4
ζ0 = 1.1, ζ = 0.85, Filter 1 = 1.92, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x
x
x
x
x
x
x x
MMM , 2005−11−16
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3.0
ζ0 = 2.04, ζ = 0.69, Filter 1 = 1.1, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
x
x
x
x
x
xx
x
x x
x x
x
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x
MMM , 2005−11−17
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01
23
4
ζ0 = 4.29, ζ = 0.71, Filter 1 = 1.24, # Vol.Jumps = 4Time
ζ i−1 (
x 10
0)
x x x
x
MMM , 2005−11−18
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ζ0 = 1.24, ζ = 0.76, Filter 1 = 1.26, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x
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xx
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x
MMM , 2005−11−21
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ζ0 = 3.32, ζ = 0.84, Filter 1 = 1.47, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
xx
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x x
MMM , 2005−11−22
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ζ0 = 3.56, ζ = 0.78, Filter 1 = 1.2, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
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xxx x
MMM , 2005−11−23
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ζ0 = 2.48, ζ = 0.68, Filter 1 = 0.97, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
xx
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x MMM , 2005−11−25
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23
4
ζ0 = 3.27, ζ = 0.86, Filter 1 = 1.27, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
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MMM , 2005−11−28
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23
ζ0 = 0.98, ζ = 0.86, Filter 1 = 1.36, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x
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x
MMM , 2005−11−29
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ζ0 = 1.97, ζ = 0.82, Filter 1 = 1.72, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x
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x
MMM , 2005−11−30
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ζ0 = 3.14, ζ = 0.71, Filter 1 = 1.11, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x
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x x
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x
MMM , 2005−12−01
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23
4
ζ0 = 3.87, ζ = 0.69, Filter 1 = 1.19, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x xxx
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x x
MMM , 2005−12−02
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23
4
ζ0 = 4.13, ζ = 0.89, Filter 1 = 1.62, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0) x
xxx
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x
MMM , 2005−12−05
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ζ0 = 3.41, ζ = 0.81, Filter 1 = 1.48, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x
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MMM , 2005−12−06
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23
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ζ0 = 4.65, ζ = 1, Filter 1 = 2.01, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
xx
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MMM , 2005−12−07
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23
4
ζ0 = 3.07, ζ = 1.04, Filter 1 = 1.85, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
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MMM , 2005−12−08
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ζ0 = 2.75, ζ = 0.9, Filter 1 = 1.32, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0) x
xx x x x xxx
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x MMM , 2005−12−09
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ζ0 = 3.47, ζ = 0.79, Filter 1 = 1.36, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0) x
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MMM , 2005−12−12
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23
4
ζ0 = 1.67, ζ = 0.69, Filter 1 = 1.42, # Vol.Jumps = 18Time
ζ i−1 (
x 10
0)
x xx
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MMM , 2005−12−13
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ζ0 = 0.58, ζ = 0.72, Filter 1 = 1.11, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
xx
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MMM , 2005−12−14
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01
23
4
ζ0 = 2.31, ζ = 0.73, Filter 1 = 1.26, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x
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xx x
x MMM , 2005−12−15
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01
23
4
ζ0 = 3.97, ζ = 0.57, Filter 1 = 1.14, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x
x xx
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MMM , 2005−12−16
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ζ0 = 1.54, ζ = 0.63, Filter 1 = 0.94, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x
x
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xx
x
MMM , 2005−12−19
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2.5
ζ0 = 2.02, ζ = 0.64, Filter 1 = 1.05, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x
x
x x
x
x
x
MMM , 2005−12−20
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2.5
ζ0 = 1.55, ζ = 0.72, Filter 1 = 1.15, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x
xx x
xx
x x
x
x
x
MMM , 2005−12−21
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2.5
ζ0 = 1.92, ζ = 0.8, Filter 1 = 1.25, # Vol.Jumps = 16Time
ζ i−1 (
x 10
0) x
x
x
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x x
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x
MMM , 2005−12−22
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02
46
810
12
ζ0 = 11.89, ζ = 0.57, Filter 1 = 0.97, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
xx
xx x x xxx x
MMM , 2005−12−23
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2.5
ζ0 = 2.38, ζ = 0.97, Filter 1 = 1.7, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x
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x
x
x
MMM , 2005−12−27
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0.0
0.5
1.0
1.5
2.0
2.5
3.0
ζ0 = 3.09, ζ = 0.71, Filter 1 = 1.08, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x
x
x
xx
x x
x
MMM , 2005−12−28
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0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.5
1.0
1.5
2.0
ζ0 = 2.26, ζ = 0.53, Filter 1 = 1.04, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x
x
x
x
xx
x
x
x
x
x
MMM , 2005−12−29
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0.0 0.2 0.4 0.6 0.8 1.0
0.0
0.5
1.0
1.5
2.0
ζ0 = 1.69, ζ = 0.7, Filter 1 = 1.24, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x
x
x xx x
x MMM , 2005−12−30