Date

1/2/2009
1/5/2009
1/12/2009
1/20/2009
1/26/2009
2/2/2009
2/9/2009
2/17/2009
2/23/2009
3/2/2009
3/9/2009
3/16/2009
3/23/2009
3/30/2009
4/6/2009
4/13/2009
4/20/2009
4/27/2009
5/4/2009
5/11/2009
5/18/2009

Open
90.44
92.63
88.84
84.23
83.59
81.57
86.96
80.16
78.27
72.52
67.95
76.96
78.74
79.8
83.34
84.92
85.54
85.68
88.55
91.7
89.55

High
93.44
94.45
88.91
85.06
87.95
87.34
87.74
82.96
79.67
73.92
76.98
81
83.3
84.61
85.82
87.65
87.31
89.02
93.22
92.11
92.8

Low
89.85
85.36
81.72
80.05
82.21
77.73
81.05
75.77
73.81
67.1
67.73
75.45
78.31
77.96
81.51
83.61
82.75
84.76
88.38
88.15
88.26

Close
92.96
89.09
85.06
83.11
82.83
86.98
82.76
77.42
73.93
68.92
76.09
76.71
81.61
84.26
85.81
87.08
86.66
87.89
92.98
88.71
89.02

Volume Adj Close

2.28E+08
86.8
2.89E+08
83.19
4E+08
79.43
4E+08
77.61
3.2E+08
77.34
3.35E+08
81.22
3.73E+08
77.28
4.09E+08
72.29
4.2E+08
69.03
4.62E+08
64.36
3.78E+08
71.05
3.98E+08
72.14
3.87E+08
76.75
3.65E+08
79.24
2.56E+08
80.7
2.7E+08
81.9
2.72E+08
81.5
2.77E+08
82.66
2.88E+08
87.44
2.66E+08
83.43
2.32E+08
83.72

%RET
#N/A
-4.25%
-4.63%
-2.32%
-0.35%
4.90%
-4.97%
-6.67%
-4.61%
-7.00%
9.89%
1.52%
6.19%
3.19%
1.83%
1.48%
-0.49%
1.41%
5.62%
-4.69%
0.35%

RESID
#N/A
-1.29
-1.22
-0.62
-0.24
1.45
-1.52
-1.57
-0.88
-1.38
1.44
0.12
1.01
0.47
0.29
0.27
-0.43
0.39
2.76
-1.42
-0.06

5/26/2009

88.36

93.7

88.32

92.53

2.58E+08

87.02

3.87%

1.00

6/1/2009
6/8/2009
6/15/2009
6/22/2009
6/29/2009
7/6/2009
7/13/2009
7/20/2009
7/27/2009
8/3/2009
8/10/2009
8/17/2009
8/24/2009
8/31/2009
9/8/2009
9/14/2009
9/21/2009
9/28/2009
10/5/2009
10/12/2009
10/19/2009
10/26/2009
11/2/2009

93.67
93.84
93.96
91.14
92.11
88.94
88.31
94.68
97.88
99.85
100.74
98.85
103.39
102.37
103
103.88
105.89
104.85
102.9
107.76
109.07
108.2
104.13

95.67
96.11
94.02
92.24
93.23
89.93
94.51
98.14
99.83
102.03
101.61
103.13
104.35
103.24
105.3
108.06
108.03
107.02
107.26
109.71
110.31
109.31
107.4

92.76
93.04
90.83
88.85
89.76
87
87.59
94.19
96.98
99.31
99.46
98.11
101.94
99.57
102.39
103.15
104.09
101.99
102.6
106.76
107.5
103.44
103.08

94.55
95.08
92.04
91.84
89.81
87.96
94.13
98.06
98.81
101.2
100.79
102.97
103.38
102.06
104.77
106.72
104.45
102.49
107.26
108.89
108.08
103.56
107.13

2.47E+08
2.44E+08
2.2E+08
2.2E+08
1.96E+08
1.91E+08
1.98E+08
1.98E+08
1.95E+08
1.9E+08
1.77E+08
2.01E+08
1.89E+08
1.91E+08
1.51E+08
1.87E+08
1.91E+08
2.03E+08
1.66E+08
1.67E+08
2.09E+08
2.54E+08
2.16E+08

88.92
89.42
87.05
86.86
84.94
83.19
89.03
92.74
93.45
95.71
95.32
97.39
97.77
96.53
99.09
101.41
99.26
97.39
101.93
103.48
102.71
98.41
101.8

2.16%
0.56%
-2.69%
-0.22%
-2.24%
-2.08%
6.78%
4.08%
0.76%
2.39%
-0.41%
2.15%
0.39%
-1.28%
2.62%
2.31%
-2.14%
-1.90%
4.56%
1.51%
-0.75%
-4.28%
3.39%

0.47
-0.01
-1.57
-0.29
-1.27
-1.02
2.26
0.75
0.04
0.59
-0.39
0.72
-0.10
-1.10
1.03
0.80
-1.31
-0.99
1.52
0.27
-0.52
-2.20
0.74

11/9/2009
11/16/2009
11/23/2009
11/30/2009
12/7/2009
12/14/2009
12/21/2009
12/28/2009
1/4/2010
1/11/2010
1/19/2010
1/25/2010
2/1/2010
2/8/2010
2/16/2010
2/22/2010
3/1/2010
3/8/2010
3/15/2010
3/22/2010
3/29/2010
4/5/2010
4/12/2010
4/19/2010
4/26/2010
5/3/2010
5/10/2010
5/17/2010
5/24/2010
6/1/2010
6/7/2010
6/14/2010
6/21/2010
6/28/2010
7/6/2010
7/12/2010
7/19/2010
7/26/2010
8/2/2010
8/9/2010
8/16/2010
8/23/2010
8/30/2010
9/7/2010
9/13/2010
9/20/2010
9/27/2010

107.95
110.38
110.72
109.48
110.91
111.87
110.76
112.9
112.37
115.08
113.62
110.21
108.15
106.74
108.86
111.55
111.2
114.26
115.26
115.31
117.17
118.25
119.7
119.01
121.85
119.38
115.81
114.2
108.52
108.35
107.2
110.52
113.12
108.03
103.64
107.6
107.05
110.6
111.99
112.92
107.57
108.04
106.58
110.37
112.58
112.88
114.86

110.82
111.69
111.74
112.38
111.53
112.13
112.6
113.03
114.62
115.14
115.13
110.47
110.59
108.25
111.57
111.58
114.34
115.97
117.48
118.17
118.25
119.6
121.57
121.86
122.12
120.68
117.68
115.22
110.8
111.06
109.75
112.42
113.2
108.32
107.97
110.09
110.57
112.29
113.11
113.18
110.39
108.57
110.99
111.68
113.29
114.9
115.79

107.87
109.01
108.29
108.12
109.02
109.28
110.76
111.39
111.51
113.2
109.09
107.22
104.58
105.81
107.82
108.94
111.17
113.87
114.6
115.24
116.61
117.6
118.75
118.47
118.25
105
112.87
105.36
104.38
106.46
104.65
109.4
106.77
101.13
101.88
106.45
105.82
108.98
110.92
107.6
106.75
104.29
104.49
109.55
111.98
112.18
113.18

109.62
109.43
109.57
111.01
111.11
110.21
112.48
111.44
114.57
113.64
109.21
107.39
106.66
108.04
111.14
110.74
114.25
115.46
115.97
116.58
117.8
119.55
119.36
121.81
118.81
111.26
113.89
109.11
109.37
106.82
109.68
111.73
107.87
102.2
107.96
106.66
110.41
110.27
112.39
108.31
107.53
106.86
110.89
111.48
112.49
114.82
114.61

1.62E+08
1.71E+08
1.3E+08
1.79E+08
1.43E+08
1.48E+08
90301900
82964300
1.21E+08
1.52E+08
2.62E+08
2.59E+08
2.85E+08
2.66E+08
1.86E+08
1.9E+08
1.54E+08
1.56E+08
1.83E+08
1.99E+08
1.51E+08
1.39E+08
1.82E+08
1.72E+08
2.53E+08
4.31E+08
3.06E+08
4.22E+08
3.23E+08
2.86E+08
2.84E+08
2.2E+08
2.43E+08
2.89E+08
2.17E+08
2.09E+08
2.41E+08
1.99E+08
1.75E+08
2.07E+08
1.96E+08
2.43E+08
2.13E+08
1.42E+08
1.91E+08
2.17E+08
1.96E+08

104.17
103.99
104.12
105.49
105.59
105.29
107.46
106.47
109.46
108.57
104.34
102.6
101.9
103.22
106.18
105.8
109.15
110.31
110.8
111.38
112.55
114.22
114.04
116.38
113.51
106.3
108.81
104.24
104.49
102.05
104.79
107.25
103.55
98.11
103.63
102.39
105.99
105.85
107.89
103.97
103.22
102.58
106.45
107.01
108.56
110.81
110.61

2.30%
-0.17%
0.12%
1.31%
0.09%
-0.28%
2.04%
-0.93%
2.77%
-0.82%
-3.97%
-1.68%
-0.68%
1.29%
2.83%
-0.36%
3.12%
1.06%
0.44%
0.52%
1.04%
1.47%
-0.16%
2.03%
-2.50%
-6.56%
2.33%
-4.29%
0.24%
-2.36%
2.65%
2.32%
-3.51%
-5.40%
5.47%
-1.20%
3.46%
-0.13%
1.91%
-3.70%
-0.72%
-0.62%
3.70%
0.52%
1.44%
2.05%
-0.18%

0.51
-0.28
-0.22
0.39
-0.31
-0.59
0.95
-0.89
1.19
-0.66
-2.29
-0.65
-0.42
0.28
1.11
-0.43
1.31
0.20
-0.08
-0.05
0.31
0.62
-0.51
0.98
-1.84
-2.79
0.33
-1.24
-0.08
-0.92
0.65
0.63
-1.70
-1.78
1.02
-0.38
0.78
-0.22
0.52
-1.97
-0.39
-0.45
1.38
-0.03
0.39
0.79
-0.42

10/4/2010
10/11/2010
10/18/2010
10/25/2010
11/1/2010
11/8/2010
11/15/2010
11/22/2010
11/29/2010
12/6/2010
12/13/2010
12/20/2010
12/27/2010
1/3/2011
1/10/2011
1/18/2011
1/24/2011
1/31/2011
2/7/2011
2/14/2011
2/22/2011
2/28/2011
3/7/2011
3/14/2011
3/21/2011
3/28/2011
4/4/2011
4/11/2011
4/18/2011
4/25/2011
5/2/2011
5/9/2011
5/16/2011
5/23/2011
5/31/2011
6/6/2011
6/13/2011
6/20/2011
6/27/2011
7/5/2011
7/11/2011
7/18/2011
7/25/2011
8/1/2011
8/8/2011
8/15/2011
8/22/2011

114.37
116.72
117.74
119.14
119.07
122.34
120.58
119.69
118.5
122.63
125.05
124.64
125.13
126.71
126.58
129.18
128.29
128.07
131.44
133.03
133.12
132.82
132.86
129.99
129.35
131.58
133.43
133
130.59
133.68
137.07
134.19
133.56
131.98
134.77
130.09
127.89
126.62
126.89
133.78
132.75
131.08
133.3
130.84
116.91
119.19
115.17

116.86
118.55
119.09
119.76
122.92
122.95
121.05
120.24
123.03
124.6
125.23
125.82
126.2
127.83
129.33
129.64
130.35
131.2
133.28
134.69
134.56
133.69
133.16
130.48
131.87
133.77
134
133.45
133.84
136.57
137.18
136.11
135.03
133.87
134.92
130.36
129.77
129.81
134.1
135.7
133.22
134.82
134.49
130.96
120.12
121.2
119.4

113.18
115.65
116.02
117.26
117.85
119.65
117.59
117.99
117.74
122.41
123.75
123.98
125.04
125.7
126.2
127.13
127.51
127.75
131.3
132.32
129.7
130.35
129.49
125.28
128.32
130.44
132.31
130.27
129.51
133.2
133.02
133.39
132.12
131.38
130.08
127.26
126.32
126.19
126.64
133.11
130.68
129.63
127.97
116.86
110.27
112.5
112.41

116.54
117.7
118.35
118.49
122.72
120.2
120.29
118.8
122.89
124.48
124.3
125.6
125.75
127.14
129.3
128.37
127.72
131.15
133.11
134.53
132.33
132.47
130.84
127.76
131.3
133.15
132.86
132.04
133.78
136.43
134.2
134.04
133.61
133.51
130.42
127.6
127.05
126.81
133.92
134.4
131.69
134.58
129.33
120.08
118.12
112.64
117.97

1.77E+08
1.88E+08
1.9E+08
1.63E+08
1.91E+08
1.92E+08
1.98E+08
1.55E+08
2.04E+08
1.38E+08
1.54E+08
90745700
67860800
1.38E+08
1.17E+08
1.48E+08
1.68E+08
1.43E+08
1.32E+08
1.18E+08
2.16E+08
2.11E+08
2.14E+08
3.1E+08
1.49E+08
1.32E+08
1.32E+08
1.55E+08
1.57E+08
1.19E+08
1.79E+08
1.5E+08
1.54E+08
1.51E+08
2.08E+08
1.88E+08
2.42E+08
2.18E+08
2.01E+08
1.68E+08
2.12E+08
1.74E+08
2.06E+08
4.44E+08
5.77E+08
3.46E+08
2.96E+08

112.47
113.59
114.22
114.35
118.43
116
116.09
114.65
118.6
120.13
120.59
121.85
122
123.35
125.44
124.54
123.91
127.24
129.14
130.51
128.38
128.52
126.93
124.48
127.93
129.74
129.45
128.66
130.35
132.93
130.76
130.6
130.18
130.09
127.08
124.33
124.41
124.17
131.13
131.6
128.95
131.78
126.64
117.58
115.66
110.3
115.52

1.67%
0.99%
0.55%
0.11%
3.51%
-2.07%
0.08%
-1.25%
3.39%
1.28%
0.38%
1.04%
0.12%
1.10%
1.68%
-0.72%
-0.51%
2.65%
1.48%
1.06%
-1.65%
0.11%
-1.24%
-1.95%
2.73%
1.40%
-0.22%
-0.61%
1.30%
1.96%
-1.65%
-0.12%
-0.32%
-0.07%
-2.34%
-2.19%
0.06%
-0.19%
5.45%
0.36%
-2.03%
2.17%
-3.98%
-7.42%
-1.65%
-4.75%
4.62%

0.64
0.24
-0.03
-0.35
2.11
-1.13
-0.20
-0.89
1.32
0.27
-0.10
0.26
-0.31
0.35
0.77
-0.86
-0.66
1.24
0.44
0.26
-1.42
-0.23
-1.05
-1.29
0.90
0.34
-0.42
-0.69
0.41
0.86
-1.31
-0.34
-0.51
-0.40
-1.89
-1.14
-0.20
-0.37
2.66
-0.07
-0.98
0.57
-1.93
-2.22
-0.37
-1.17
0.82

8/29/2011
9/6/2011
9/12/2011
9/19/2011
9/26/2011
10/3/2011
10/10/2011
10/17/2011
10/24/2011
10/31/2011
11/7/2011
11/14/2011
11/21/2011
11/28/2011
12/5/2011
12/12/2011
12/19/2011
12/27/2011
1/3/2012
1/9/2012
1/17/2012
1/23/2012
1/30/2012
2/6/2012
2/13/2012
2/21/2012
2/27/2012
3/5/2012
3/12/2012
3/19/2012
3/26/2012
4/2/2012
4/9/2012
4/16/2012
4/23/2012
4/30/2012
5/7/2012
5/14/2012
5/21/2012
5/29/2012
6/4/2012
6/11/2012
6/18/2012
6/25/2012
7/2/2012
7/9/2012
7/16/2012

119.56
114.39
114.47
119.53
114.61
112.49
117.68
121.99
124.17
127.16
125.39
126.19
120.2
119.54
126.84
124.95
122.06
126.17
127.76
128
130.08
131.51
130.51
133.98
135.32
136.73
136.02
137.1
137.55
140.21
140.65
140.64
138.03
137.84
136.54
140.11
136.51
134.31
130.16
133.16
128.39
134.17
133.58
132.05
136.48
135.38
135.44

123.51
120.94
121.97
121.99
119.56
117.25
122.6
124.12
129.42
128.62
128.02
127.45
120.35
126.5
127.26
125.57
126.43
126.82
128.38
129.7
131.95
133.4
134.62
135.59
136.63
137.2
138.19
137.93
140.78
141.28
141.83
142.21
139.84
139.36
140.79
141.66
137.56
135.61
133.23
133.93
133.53
134.26
136.25
136.27
137.8
136.23
138.18

117.43
114.38
114.05
111.3
112.98
107.43
117.67
119.2
122.21
121.52
122.86
121.23
116.2
118.82
123.65
121.3
120.03
124.73
126.43
127.41
128.9
130.6
130.06
133.64
134.25
135.5
135.8
134.36
137.09
138.55
139.09
139.26
135.76
136.58
135.94
136.92
134.49
129.55
129.95
128.16
127.14
131.16
132.33
130.85
134.85
132.6
134.55

117.85
115.92
121.52
113.54
113.15
115.71
122.57
123.97
128.6
125.48
126.66
121.98
116.34
124.86
126.05
121.59
126.39
125.5
127.71
128.84
131.95
131.82
134.54
134.36
136.41
136.93
137.31
137.57
140.3
139.65
140.81
139.79
137.14
137.95
140.39
137
135.61
129.74
132.1
128.16
133.1
134.14
133.46
136.1
135.49
135.75
136.47

2.49E+08
2.81E+08
3.02E+08
3.2E+08
2.89E+08
3.36E+08
2.29E+08
2.58E+08
2.76E+08
2.86E+08
2.36E+08
2.25E+08
1.92E+08
2.26E+08
2.18E+08
2.24E+08
1.63E+08
1.06E+08
1.61E+08
1.25E+08
1.4E+08
1.5E+08
1.49E+08
1.4E+08
1.59E+08
1.25E+08
1.45E+08
1.45E+08
1.5E+08
1.25E+08
1.38E+08
1.48E+08
1.68E+08
1.52E+08
1.45E+08
1.43E+08
1.73E+08
2.29E+08
1.77E+08
1.91E+08
1.76E+08
1.85E+08
1.62E+08
1.56E+08
1.22E+08
1.37E+08
1.24E+08

115.4
113.51
119.61
111.75
111.37
113.89
120.64
122.02
126.58
123.51
124.67
120.06
114.51
122.89
124.07
120.44
125.19
124.31
126.5
127.62
130.7
130.57
133.26
133.08
135.11
135.63
136.01
136.26
139.58
138.93
140.08
139.07
136.43
137.24
139.67
136.29
134.91
129.07
131.42
127.5
132.41
134.14
133.46
136.1
135.49
135.75
136.47

-0.10%
-1.65%
5.23%
-6.80%
-0.34%
2.24%
5.76%
1.14%
3.67%
-2.46%
0.93%
-3.77%
-4.73%
7.06%
0.96%
-2.97%
3.87%
-0.71%
1.75%
0.88%
2.38%
-0.10%
2.04%
-0.14%
1.51%
0.38%
0.28%
0.18%
2.41%
-0.47%
0.82%
-0.72%
-1.92%
0.59%
1.76%
-2.45%
-1.02%
-4.43%
1.80%
-3.03%
3.78%
1.30%
-0.51%
1.96%
-0.45%
0.19%
0.53%

-0.16
-0.69
1.60
-1.93
-0.16
0.40
1.60
0.13
0.98
-0.97
0.11
-1.83
-1.52
1.46
0.07
-0.91
0.87
-0.37
0.41
0.12
0.97
-0.35
0.83
-0.41
0.56
-0.13
-0.22
-0.30
1.33
-0.59
0.13
-0.87
-1.51
0.00
0.64
-1.74
-0.63
-2.20
0.31
-1.23
0.96
0.21
-0.44
0.64
-0.53
-0.23
-0.04

7/23/2012
7/30/2012

134.47
138.52

139.07
139.34

133.03
138.1

138.68
138.38

1.68E+08
88149300

138.68
138.68

1.61%
0.00%

0.70
-0.39

Feb-11
Mar-11

Jan-11

Dec-10

Goodness-of-fit
LLF
AIC
CHECK
425.29
-844.57

Nov-10

Oct-10

3.77%

Sep-10

0.49

Aug-10

Jul-10

VL

Jun-10

0.45

May-10

Apr-10

Value
0.60%
0.00

Feb-10
Mar-10

Jan-10

Dec-09

Nov-09

Oct-09

Sep-09

Aug-09

GARCH(1,1)
Param

Jul-09

Jun-09

May-09

Apr-09

Feb-09
Mar-09

Jan-09

Jan-11

Dec-10

Nov-10

Oct-10

Sep-10

Aug-10

Jul-10

Jun-10

May-10

Apr-10

Feb-10
Mar-10

Jan-10

Dec-09

Nov-09

Oct-09

Sep-09

Aug-09

Jul-09

Jun-09

May-09

Apr-09

Feb-09
Mar-09

Jan-09

12%
10%
8%
6%
4%
2%
0%
-2%
-4%
-6%
-8%
-10%

Standardized Residuals

-1

-2

-3

-4

Jul-12

Jun-12

FALSE

May-12

Apr-12

FALSE

Feb-12
Mar-12

Jan-12

Dec-11

Nov-11

Oct-11

Sep-11

Aug-11

Jun-11

FALSE

Jul-11

Residuals
SIG?

May-11

Apr-11

Feb-11
Mar-11

Residuals (standardized) Analysis

AVG
STDEV
SKEW KURTOSIS
-0.13
0.99
-0.01
0.06
Target
0.00
1.00
0.00
0.00

FALSE
Noise?
TRUE
Normal?
TRUE
ARCH?
FALSE

Jul-12

Jun-12

May-12

Apr-12

Feb-12
Mar-12

Jan-12

Dec-11

Nov-11

Oct-11

Sep-11

Aug-11

Jul-11

Jun-11

May-11

Apr-11

Feb-11
Mar-11

Jan-11