Sie sind auf Seite 1von 102

Ok, ich verstehe Euer Problem:

die 'bliche' Varianz steht in Zelle F11 in mildem Gelb als =VARIANZ(ersteZelle:letzteZelle) mit ersteZelle hier C8
sein, wenn dort die Daten enden. Dann rechnet Excel die Varianz aus der Renditen fr den Zeitraum (blderweis
Krimskrams und ich war zu faul, das zu programmieren o - es langt das alle paar Wochen anzupassen)

Also ist Verona nicht blond, sondern die Zahl kann stimmen.

Die Zahl, die ich meine, ist aber nicht in F1585, sondern in B2. Da habe ich dummerweise 'Uncond. Var' davor g

Also da hab ich dmlich gebastelt & benannt, 'compared to' wre besser ... es ist so:

wenn
a) die _Modell-Annahmen_ fr Garch(1,1) erfllt sind
und
b) die Opimierung richtig ist
dann
stimmt dieser Wert mit der unbdingten Varianz berein

Ich zume das Pferd von hinten auf und Octopussy interessiert:

wenn
a) Solver sagt, nu geht es nimmer besser
und
b) dieser Wert (in B2) so +- 10% mit der blichen (in F11) bereinstimmt
dann
pat's

Damit ist ev auch klarer, wie/warum ich den Kalibrierungsvorschlag gemacht habe:

ich starte damit, da


a) die Pfrimelwerte etwa 0.5 sind (ne, das darf man nicht genau nehmen, das geht schon theoretisch schief, es m
Mittel die Hlfte)
b) die beiden Varianzwerte etwa bereinstimmen
eZelle) mit ersteZelle hier C860 und die letzte sollte zB C1585
fr den Zeitraum (blderweise kann es das nicht mit variablem
Wochen anzupassen)

weise 'Uncond. Var' davor geschrieben. Die Zahl meine ich.

chon theoretisch schief, es mu in Summe kleiner 1 sein, aber im


Date ODAX close

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Fri, 22/10/1999 5357.75
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Fri, 29/10/1999 5525.40
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Fri, 05/11/1999 5658.10
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Thu, 11/11/1999 5802.36
Fri, 12/11/1999 5791.05
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Fri, 19/11/1999 5955.97
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Fri, 07/01/2000 6780.96
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Fri, 24/03/2000 7932.42
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Fri, 07/04/2000 7522.20
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Fri, 28/04/2000 7414.68
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Fri, 19/05/2000 6989.03
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Fri, 26/05/2000 6938.33
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Fri, 09/06/2000 7254.53
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Fri, 16/06/2000 7131.40
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### 7027.19
### 7048.96
### 7056.05
### 6874.54
Fri, 30/06/2000 6898.21
### 6958.96
### 6944.36
### 6961.73
### 6951.09
Fri, 07/07/2000 7052.22
### 7070.82
### 7003.98
### 7065.97
### 7195.99
Fri, 14/07/2000 7318.38
### 7430.70
### 7406.91
### 7366.57
### 7480.14
Fri, 21/07/2000 7373.26
### 7328.31
### 7329.04
### 7302.12
### 7183.44
Fri, 28/07/2000 7128.30
### 7190.37
### 7145.53
### 7112.45
### 7037.91
Fri, 04/08/2000 7016.59
### 7113.22
### 7123.81
### 7226.71
### 7280.97
Fri, 11/08/2000 7322.98
### 7331.67
### 7307.43
### 7315.27
### 7278.43
Fri, 18/08/2000 7232.42
### 7199.34
### 7249.20
### 7232.78
### 7230.26
Fri, 25/08/2000 7307.17
### 7339.22
### 7294.40
### 7185.56
### 7216.45
Fri, 01/09/2000 7344.67
### 7445.56
### 7395.07
### 7333.02
### 7373.34
Fri, 08/09/2000 7267.77
### 7214.45
### 7135.75
### 7006.26
### 7048.50
Fri, 15/09/2000 6999.54
### 6891.69
### 6937.74
### 6765.23
### 6682.92
Fri, 22/09/2000 6740.25
### 6788.69
### 6765.04
### 6814.06
### 6832.76
Fri, 29/09/2000 6798.12
### 6862.26
### 6823.43
### 6892.49
Fri, 06/10/2000 6776.39
### 6680.78
### 6673.15
### 6561.63
### 6465.26
Fri, 13/10/2000 6661.30
### 6627.25
### 6531.71
### 6483.00
### 6619.43
Fri, 20/10/2000 6618.43
### 6620.87
### 6802.81
### 6748.22
### 6767.90
Fri, 27/10/2000 6924.68
### 6926.57
### 7077.44
### 7059.07
### 7088.64
Fri, 03/11/2000 7128.27
### 7136.30
### 7076.28
### 7008.64
### 6959.50
Fri, 10/11/2000 6851.69
### 6742.10
### 6966.65
### 6961.09
### 6842.11
Fri, 17/11/2000 6752.29
### 6609.48
### 6678.07
### 6510.54
### 6601.00
Fri, 24/11/2000 6664.18
### 6696.91
### 6625.56
### 6598.32
### 6372.33
Fri, 01/12/2000 6512.91
### 6408.10
### 6637.09
### 6622.25
### 6566.08
Fri, 08/12/2000 6691.25
### 6782.52
### 6733.59
### 6620.21
### 6469.95
Fri, 15/12/2000 6331.30
### 6390.25
### 6479.28
### 6248.76
### 6200.71
Fri, 22/12/2000 6251.40
### 6328.16
### 6371.64
Fri, 29/12/2000 6433.61
### 6,289.82
### 6,434.96
### 6,376.54
Fri, 05/01/2001 6,382.31
### 6,392.17
### 6,404.52
### 6,320.07
### 6,465.21
Fri, 12/01/2001 6,490.03
### 6,522.87
### 6,502.89
### 6,653.38
### 6,635.76
Fri, 19/01/2001 6,651.53
### 6,675.00
### 6,722.41
### 6,706.67
### 6,727.49
Fri, 26/01/2001 6,695.20
### 6,750.96
### 6,739.30
### 6,795.14
### 6,704.68
Fri, 02/02/2001 6,638.20
### 6,628.07
### 6,693.03
### 6,578.96
### 6,636.81
Fri, 09/02/2001 6,497.07
### 6,564.91
### 6,557.93
### 6,479.87
### 6,591.67
Fri, 16/02/2001 6,439.26
### 6,472.21
### 6,451.57
### 6,347.99
### 6,277.99
Fri, 23/02/2001 6,075.34
### 6,189.07
### 6,220.48
### 6,208.24
### 6,123.38
Fri, 02/03/2001 6,159.02
### 6,216.38
### 6,284.06
### 6,305.64
### 6,267.06
Fri, 09/03/2001 6,204.42
### 6,046.56
### 5,962.93
### 5,794.12
### 5,889.95
Fri, 16/03/2001 5,734.49
### 5,657.29
### 5,782.16
### 5,622.09
### 5,388.02
Fri, 23/03/2001 5,544.67
### 5,726.97
### 5,938.21
### 5,817.52
### 5,879.30
Fri, 30/03/2001 5,829.95
### 5,760.76
### 5,553.46
### 5,597.66
### 5,773.34
Fri, 06/04/2001 5,698.88
### 5,781.01
### 5,913.84
### 5,951.16
### 6,002.30
### 5,935.58
### 6,164.88
### 6,181.91
Fri, 20/04/2001 6,127.97
### 6,051.48
### 6,124.57
### 6,115.19
### 6,123.66
Fri, 27/04/2001 6,175.24
### 6,264.51
### 6,213.84
### 6,089.17
Fri, 04/05/2001 6,138.28
### 6,122.62
### 6,108.72
### 6,063.94
### 6,165.18
Fri, 11/05/2001 6,141.02
### 6,064.68
### 6,070.38
### 6,148.44
### 6,173.81
Fri, 18/05/2001 6,186.87
### 6,249.87
### 6,270.59
### 6,215.25
### 6,278.90
Fri, 25/05/2001 6,223.57
### 6,216.83
### 6,120.33
### 6,041.22
### 6,123.26
Fri, 01/06/2001 6,125.17
### 6,177.74
### 6,242.13
### 6,192.44
### 6,184.25
Fri, 08/06/2001 6,187.21
### 6,162.74
### 6,059.15
### 6,111.94
### 6,031.27
Fri, 15/06/2001 5,915.18
### 5,869.04
### 5,922.53
### 5,876.04
### 5,926.38
Fri, 22/06/2001 5,941.77
### 5,902.32
### 5,847.79
### 5,833.10
### 5,971.77
Fri, 29/06/2001 6,058.38
### 6,109.50
### 6,056.84
### 6,015.72
### 5,999.19
Fri, 06/07/2001 5,862.10
### 5,869.86
### 5,816.32
### 5,801.80
### 5,889.88
Fri, 13/07/2001 5,928.01
### 5,853.76
### 5,846.66
### 5,728.37
### 5,829.69
Fri, 20/07/2001 5,764.06
### 5,791.73
### 5,663.26
### 5,582.76
### 5,675.76
Fri, 27/07/2001 5,754.86
### 5792.19
### 5861.19
### 5835.23
### 5777.28
Fri, 03/08/2001 5735.88
### 5746.04
### 5752.51
### 5614.51
### 5512.28
Fri, 10/08/2001 5433.49
### 5453.77
### 5520.71
### 5455.44
### 5361.92
Fri, 17/08/2001 5222.12
### 5207.83
### 5216.11
### 5220.21
### 5254.04
Fri, 24/08/2001 5387.50
### 5406.47
### 5308.78
### 5305.00
### 5162.40
Fri, 31/08/2001 5188.17
### 5094.10
### 5208.10
### 5048.08
### 4875.37
Fri, 07/09/2001 4730.67
### 4670.13
### 4273.53
### 4335.20
### 4392.40
Fri, 14/09/2001 4115.98
### 4234.55
### 4194.85
### 4041.80
### 3809.67
Fri, 21/09/2001 3787.23
### 4038.69
### 4009.12
### 4095.32
### 4184.50
Fri, 28/09/2001 4308.15
### 4239.97
### 4304.20
### 4436.66
### 4548.13
Fri, 05/10/2001 4487.69
### 4495.15
### 4472.42
### 4613.19
### 4718.46
Fri, 12/10/2001 4625.13
### 4548.48
### 4626.48
### 4644.82
### 4574.37
Fri, 19/10/2001 4513.53
### 4619.32
### 4704.22
### 4811.82
### 4715.60
Fri, 26/10/2001 4820.26
### 4660.35
### 4543.98
### 4559.13
### 4636.13
Fri, 02/11/2001 4583.31
### 4755.11
### 4707.65
### 4860.66
### 4993.57
Fri, 09/11/2001 4910.07
### 4820.37
### 4946.97
### 4953.53
### 5006.33
Fri, 16/11/2001 5062.64
### 5185.10
### 5096.18
### 5087.03
### 5124.54
Fri, 23/11/2001 5150.97
### 5114.12
### 5059.57
### 4915.95
### 4936.08
Fri, 30/11/2001 4989.91
### 4988.44
### 5013.99
### 5262.75
### 5271.29
Fri, 07/12/2001 5199.03
### 5124.68
### 5146.45
### 5062.56
### 4966.05
Fri, 14/12/2001 4909.42
### 5067.99
### 5039.64
### 4984.69
### 4934.14
Fri, 21/12/2001 5019.01
### 5117.13
Fri, 28/12/2001 5160.10
### 5167.88
### 5270.29
Fri, 04/01/2002 5318.73
### 5232.22
### 5236.37
### 5288.21
### 5228.11
Fri, 11/01/2002 5209.97
### 5065.84
### 5062.04
### 4984.20
### 5133.40
Fri, 18/01/2002 5122.23
### 5069.74
### 5045.72
### 5163.03
### 5170.44
Fri, 25/01/2002 5156.63
### 5159.02
### 5084.52
### 5052.20
### 5107.61
Fri, 01/02/2002 5097.06
### 4984.48
### 4936.75
### 4804.41
### 4862.62
Fri, 08/02/2002 4835.95
### 4940.00
### 4884.78
### 4935.35
### 4973.77
Fri, 15/02/2002 4862.60
### 4871.76
### 4764.05
### 4780.24
### 4850.73
Fri, 22/02/2002 4745.58
### 4863.54
### 4897.75
### 4960.22
### 5039.08
Fri, 01/03/2002 5097.41
### 5245.84
### 5228.67
### 5285.26
### 5289.43
Fri, 08/03/2002 5359.55
### 5340.67
### 5275.81
### 5245.99
### 5276.87
Fri, 15/03/2002 5401.11
### 5426.04
### 5462.55
### 5364.70
### 5348.68
Fri, 22/03/2002 5366.13
### 5317.38
### 5390.59
### 5348.00
### 5397.29
### 5311.08
### 5281.84
### 5254.95
Fri, 05/04/2002 5260.53
### 5180.33
### 5170.25
### 5265.36
### 5162.96
Fri, 12/04/2002 5189.65
### 5244.20
### 5343.88
### 5318.55
### 5262.88
Fri, 19/04/2002 5284.55
### 5205.48
### 5192.10
### 5160.14
### 5054.41
Fri, 26/04/2002 5000.38
### 5008.04
### 5041.20
### 4964.56
Fri, 03/05/2002 4882.77
### 4880.67
### 4872.41
### 5028.59
### 4966.48
Fri, 10/05/2002 4871.70
### 4975.48
### 5049.08
### 5072.39
### 5047.45
Fri, 17/05/2002 5036.41
### 4998.99
### 4984.61
### 4919.50
### 4879.50
Fri, 24/05/2002 4899.13
### 4961.54
### 4918.58
### 4881.80
### 4761.96
Fri, 31/05/2002 4818.30
### 4747.95
### 4625.79
### 4624.31
### 4657.52
Fri, 07/06/2002 4610.18
### 4589.26
### 4606.09
### 4510.19
### 4470.14
Fri, 14/06/2002 4303.85
### 4475.10
### 4433.85
### 4354.82
### 4245.68
Fri, 21/06/2002 4232.40
### 4127.21
### 4202.97
### 4099.05
### 4259.43
Fri, 28/06/2002 4382.56
### 4366.81
### 4195.95
### 4138.15
### 4258.62
Fri, 05/07/2002 4483.03
### 4442.33
### 4369.76
### 4190.22
### 4118.50
Fri, 12/07/2002 4130.80
### 3912.51
### 3977.75
### 4092.82
### 4100.75
Fri, 19/07/2002 3891.88
### 3691.43
### 3515.83
### 3632.66
### 3520.46
Fri, 26/07/2002 3579.00
### 3859.78
### 3878.94
### 3700.14
### 3606.45
Fri, 02/08/2002 3512.44
### 3332.65
### 3568.64
### 3465.54
### 3679.26
Fri, 09/08/2002 3760.86
### 3647.13
### 3683.21
### 3589.92
### 3665.74
Fri, 16/08/2002 3684.69
### 3837.67
### 3768.51
### 3868.17
### 3906.55
Fri, 23/08/2002 3828.26
### 3783.84
### 3851.24
### 3682.84
### 3660.95
Fri, 30/08/2002 3712.94
### 3609.41
### 3398.99
### 3425.90
### 3354.71
Fri, 06/09/2002 3485.68
### 3429.22
### 3494.69
### 3584.69
### 3421.87
Fri, 13/09/2002 3361.28
### 3319.05
### 3289.13
### 3124.92
### 3007.47
Fri, 20/09/2002 3065.73
### 2914.25
### 2873.21
### 2962.50
### 3020.60
Fri, 27/09/2002 2918.90
### 2769.03
### 2865.23
### 2926.74
### 2813.30
Fri, 04/10/2002 2714.62
### 2667.39
### 2622.09
### 2597.88
### 2733.19
Fri, 11/10/2002 2930.74
### 2850.11
### 3048.27
### 3008.93
### 3172.46
Fri, 18/10/2002 3163.67
### 3282.67
### 3155.97
### 3015.42
### 3090.01
Fri, 25/10/2002 3102.01
### 3198.96
### 3022.01
### 3113.59
### 3152.85
Fri, 01/11/2002 3165.16
### 3327.94
### 3351.32
### 3298.84
### 3155.66
Fri, 08/11/2002 3079.10
### 3042.06
### 3115.88
### 3066.42
### 3188.39
Fri, 15/11/2002 3191.76
### 3218.36
### 3206.93
### 3212.99
### 3304.63
Fri, 22/11/2002 3320.88
### 3299.24
### 3191.63
### 3346.14
### 3360.76
Fri, 29/11/2002 3320.32
### 3380.20
### 3280.49
### 3320.75
### 3224.74
Fri, 06/12/2002 3207.53
### 3065.57
### 3167.99
### 3196.05
### 3111.88
Fri, 13/12/2002 3077.06
### 3205.29
### 3139.97
### 3022.69
### 2961.41
Fri, 20/12/2002 3024.22
### 3000.84
Fri, 27/12/2002 2840.00
### 2892.63
### 3105.04
Fri, 03/01/2003 3092.94
### 3157.25
### 3112.77
### 2993.00
### 3037.68
Fri, 10/01/2003 3037.33
### 3060.65
### 3098.72
### 3049.40
### 3054.11
Fri, 17/01/2003 2918.82
### 2893.55
### 2870.57
### 2803.25
### 2811.22
Fri, 24/01/2003 2717.82
### 2643.80
### 2671.36
### 2706.57
estimation

Uncond. Var 0.00040765 log Likelihood: 2608210.4213


estim.Cond. Var 0.0004391301 "=" a0/(1-a1-b1) data used: 738
omega =a0 5.47044167E-06 >=0 enter first line --> 855
a=a1 1.04500000E-01 >=0 enter last line --> 1592
b=b1 8.83042549E-01 >=0 (max: 1592)
a+b 0.987543 < 1 (~0,99999) Residuen
Date log(close) Rate Squared Fehler Conditional Log
Change Change Faktor Variance Likelihood
x(t) e(t) h(t) Function
Thu, 17/ Oct 96 7.91
Fri, 18/ Oct 96 7.91 0.0068096861 0.0000 0.3373 3.8457
Mon, 21/ Oct 96 7.91 -0.002119385 0.0000 -0.1101 0.0004 3.9445
Tue, 22/ Oct 96 7.91 -0.003689425 0.0000 -0.2022 0.0003 3.9834
Wed, 23/ Oct 96 7.90 -0.007179126 0.0001 -0.4139 0.0003 3.9688
Thu, 24/ Oct 96 7.89 -0.007846882 0.0001 -0.4719 0.0003 3.9852
Fri, 25/ Oct 96 7.89 -0.001573053 0.0000 -0.0983 0.0003 4.1301
Mon, 28/ Oct 96 7.90 0.0110115373 0.0001 0.7231 0.0002 3.9232
Tue, 29/ Oct 96 7.89 -0.011235927 0.0001 -0.7526 0.0002 3.9212
Wed, 30/ Oct 96 7.89 0.0019094422 0.0000 0.1301 0.0002 4.2128
Thu, 31/ Oct 96 7.89 -0.007298673 0.0001 -0.5211 0.0002 4.1325
Fri, 01/ Nov 96 7.89 0.0089846182 0.0001 0.6619 0.0002 4.0806
Mon, 04/ Nov 96 7.89 -0.004253887 0.0000 -0.3201 0.0002 4.2696
Tue, 05/ Nov 96 7.90 0.0072457735 0.0001 0.5670 0.0002 4.1992
Wed, 06/ Nov 96 7.91 0.0139842293 0.0002 1.1227 0.0002 3.7553
Thu, 07/ Nov 96 7.91 -0.00586874 0.0000 -0.4598 0.0002 4.2554
Fri, 08/ Nov 96 7.92 0.0097597532 0.0001 0.7892 0.0002 4.0813
Mon, 11/ Nov 96 7.91 -0.00420984 0.0000 -0.3432 0.0002 4.3420
Tue, 12/ Nov 96 7.91 0.0021894265 0.0000 0.1849 0.0001 4.4191
Wed, 13/ Nov 96 7.93 0.0142093597 0.0002 1.2473 0.0001 3.6969
Thu, 14/ Nov 96 7.93 0.001289988 0.0000 0.1086 0.0001 4.4269
Fri, 15/ Nov 96 7.94 0.0067434817 0.0000 0.5908 0.0001 4.2983
Mon, 18/ Nov 96 7.92 -0.011497274 0.0001 -1.0272 0.0001 3.9649
Tue, 19/ Nov 96 7.92 9.044977E-05 0.0000 0.0079 0.0001 4.4743
Wed, 20/ Nov 96 7.93 0.0037590839 0.0000 0.3429 0.0001 4.4544
Thu, 21/ Nov 96 7.93 -0.000778822 0.0000 -0.0732 0.0001 4.5410
Fri, 22/ Nov 96 7.92 -0.003124986 0.0000 -0.3044 0.0001 4.5326
Mon, 25/ Nov 96 7.94 0.0127633463 0.0002 1.2792 0.0001 3.7892
Tue, 26/ Nov 96 7.94 0.0040821258 0.0000 0.3885 0.0001 4.4802
Wed, 27/ Nov 96 7.94 -0.004854075 0.0000 -0.4744 0.0001 4.4697
Thu, 28/ Nov 96 7.94 0.0072882777 0.0001 0.7274 0.0001 4.3387
Fri, 29/ Nov 96 7.95 0.00989941 0.0001 0.9916 0.0001 4.1152
Mon, 02/ Dec 96 7.96 0.0045861668 0.0000 0.4503 0.0001 4.4855
Tue, 03/ Dec 96 7.97 0.0098789786 0.0001 0.9916 0.0001 4.1173
Wed, 04/ Dec 96 7.96 -0.00726922 0.0001 -0.7151 0.0001 4.3331
Thu, 05/ Dec 96 7.98 0.0151803995 0.0002 1.5014 0.0001 3.4670
Fri, 06/ Dec 96 7.93 -0.041378295 0.0017 -3.7801 0.0001 -2.6297
Mon, 09/ Dec 96 7.96 0.0231122658 0.0005 1.3567 0.0003 3.1521
Tue, 10/ Dec 96 7.97 0.0117463391 0.0001 0.6592 0.0003 3.8102
Wed, 11/ Dec 96 7.95 -0.017428761 0.0003 -1.0057 0.0003 3.5496

Page 36
estimation

Thu, 12/ Dec 96 7.95 0.0021202055 0.0000 0.1219 0.0003 4.0445


Fri, 13/ Dec 96 7.94 -0.016778067 0.0003 -1.0155 0.0003 3.5874
Mon, 16/ Dec 96 7.96 0.019832672 0.0004 1.1939 0.0003 3.3849
Tue, 17/ Dec 96 7.94 -0.014340071 0.0002 -0.8417 0.0003 3.7182
Wed, 18/ Dec 96 7.94 0.0019943653 0.0000 0.1185 0.0003 4.0776
Thu, 19/ Dec 96 7.94 -0.004619356 0.0000 -0.2887 0.0003 4.0935
Fri, 20/ Dec 96 7.96 0.0164957292 0.0003 1.0789 0.0002 3.5986
Mon, 23/ Dec 96 7.95 -0.003115781 0.0000 -0.2010 0.0002 4.1466
Fri, 27/ Dec 96 7.95 -2.45999E-05 0.0000 -0.0017 0.0002 4.2139
Mon, 30/ Dec 96 7.97 0.0150643131 0.0002 1.0690 0.0002 3.6908
Thu, 02/ Jan 97 7.95 -0.01391579 0.0002 -0.9730 0.0002 3.7740
Fri, 03/ Jan 97 7.96 0.0036825227 0.0000 0.2564 0.0002 4.2101
Mon, 06/ Jan 97 7.97 0.0076786776 0.0001 0.5584 0.0002 4.1307
Tue, 07/ Jan 97 7.97 0.0016679819 0.0000 0.1248 0.0002 4.3074
Wed, 08/ Jan 97 7.97 0.0069780532 0.0000 0.5458 0.0002 4.2105
Thu, 09/ Jan 97 7.97 -0.004728435 0.0000 -0.3799 0.0002 4.3141
Fri, 10/ Jan 97 7.98 0.0139926279 0.0002 1.1636 0.0001 3.7438
Mon, 13/ Jan 97 7.99 0.0073229794 0.0001 0.5908 0.0002 4.2160
Tue, 14/ Jan 97 7.99 -0.002056293 0.0000 -0.1698 0.0001 4.3990
Wed, 15/ Jan 97 8.00 0.0133294211 0.0002 1.1452 0.0001 3.7976
Thu, 16/ Jan 97 8.00 0.0016249402 0.0000 0.1356 0.0001 4.4148
Fri, 17/ Jan 97 8.01 0.0026890526 0.0000 0.2335 0.0001 4.4368
Mon, 20/ Jan 97 8.02 0.0097181657 0.0001 0.8751 0.0001 4.1174
Tue, 21/ Jan 97 8.00 -0.017968353 0.0003 -1.6120 0.0001 3.1973
Wed, 22/ Jan 97 8.02 0.0173049155 0.0003 1.4180 0.0001 3.4006
Thu, 23/ Jan 97 8.02 0.001580303 0.0000 0.1218 0.0002 4.3375
Fri, 24/ Jan 97 8.01 -0.011678432 0.0001 -0.9401 0.0002 3.9463
Mon, 27/ Jan 97 8.00 -0.001238159 0.0000 -0.0991 0.0002 4.3779
Tue, 28/ Jan 97 8.00 -0.001738009 0.0000 -0.1451 0.0001 4.4145
Wed, 29/ Jan 97 8.01 0.0032963044 0.0000 0.2865 0.0001 4.4238
Thu, 30/ Jan 97 8.01 0.0060234337 0.0000 0.5420 0.0001 4.3527
Fri, 31/ Jan 97 8.02 0.0058918265 0.0000 0.5416 0.0001 4.3743
Mon, 03/ Feb 97 8.03 0.0089021554 0.0001 0.8353 0.0001 4.1926
Tue, 04/ Feb 97 8.03 0.0015564459 0.0000 0.1457 0.0001 4.5288
Wed, 05/ Feb 97 8.04 0.010037294 0.0001 0.9729 0.0001 4.1007
Thu, 06/ Feb 97 8.04 0.0019799624 0.0000 0.1888 0.0001 4.5397
Fri, 07/ Feb 97 8.05 0.0108521367 0.0001 1.0693 0.0001 4.0187
Mon, 10/ Feb 97 8.07 0.0146624859 0.0002 1.4061 0.0001 3.5747
Tue, 11/ Feb 97 8.07 0.0010106813 0.0000 0.0908 0.0001 4.4937
Wed, 12/ Feb 97 8.08 0.0089198745 0.0001 0.8317 0.0001 4.1893
Thu, 13/ Feb 97 8.08 0.0041392509 0.0000 0.3854 0.0001 4.4594
Fri, 14/ Feb 97 8.09 0.0057737059 0.0000 0.5527 0.0001 4.4087
Mon, 17/ Feb 97 8.08 -0.004817353 0.0000 -0.4694 0.0001 4.4691
Tue, 18/ Feb 97 8.09 0.0133945184 0.0002 1.3335 0.0001 3.7116
Wed, 19/ Feb 97 8.08 -0.01302955 0.0002 -1.2240 0.0001 3.7936
Thu, 20/ Feb 97 8.07 -0.01173304 0.0001 -1.0567 0.0001 3.9422
Fri, 21/ Feb 97 8.07 -0.003742881 0.0000 -0.3299 0.0001 4.4245
Mon, 24/ Feb 97 8.07 3.768667E-05 0.0000 0.0034 0.0001 4.5115
Tue, 25/ Feb 97 8.08 0.0152712312 0.0002 1.4432 0.0001 3.5072

Page 37
estimation

Wed, 26/ Feb 97 8.08 0.0014402544 0.0000 0.1270 0.0001 4.4709


Thu, 27/ Feb 97 8.09 0.0119272159 0.0001 1.0918 0.0001 3.9207
Fri, 28/ Feb 97 8.09 -0.005226162 0.0000 -0.4661 0.0001 4.3821
Mon, 03/ Mar 97 8.09 0.0012937842 0.0000 0.1184 0.0001 4.5098
Tue, 04/ Mar 97 8.11 0.0172530143 0.0003 1.6374 0.0001 3.2124
Wed, 05/ Mar 97 8.12 0.013261433 0.0002 1.1430 0.0001 3.8033
Thu, 06/ Mar 97 8.14 0.015513559 0.0002 1.2986 0.0001 3.5842
Fri, 07/ Mar 97 8.12 -0.012187734 0.0001 -0.9738 0.0002 3.9066
Mon, 10/ Mar 97 8.14 0.0175775598 0.0003 1.3926 0.0002 3.4027
Tue, 11/ Mar 97 8.15 0.0071107183 0.0001 0.5323 0.0002 4.1739
Wed, 12/ Mar 97 8.14 -0.013144478 0.0002 -1.0131 0.0002 3.8316
Thu, 13/ Mar 97 8.12 -0.019390989 0.0004 -1.4778 0.0002 3.2415
Fri, 14/ Mar 97 8.12 0.0028260143 0.0000 0.2014 0.0002 4.2464
Mon, 17/ Mar 97 8.12 -0.002473818 0.0000 -0.1843 0.0002 4.2941
Tue, 18/ Mar 97 8.10 -0.018006623 0.0003 -1.4013 0.0002 3.3726
Wed, 19/ Mar 97 8.11 0.0074889258 0.0001 0.5503 0.0002 4.1457
Thu, 20/ Mar 97 8.09 -0.015579442 0.0002 -1.1782 0.0002 3.6317
Fri, 21/ Mar 97 8.10 0.0102303072 0.0001 0.7517 0.0002 4.0144
Mon, 24/ Mar 97 8.11 0.0071298534 0.0001 0.5315 0.0002 4.1701
Tue, 25/ Mar 97 8.12 0.0081847502 0.0001 0.6283 0.0002 4.1433
Wed, 26/ Mar 97 8.14 0.0203870959 0.0004 1.6001 0.0002 3.0827
Thu, 27/ Mar 97 8.14 0.0031925626 0.0000 0.2303 0.0002 4.2519
Tue, 01/ Apr 97 8.10 -0.039594881 0.0016 -2.9820 0.0002 -0.1246
Wed, 02/ Apr 97 8.10 0.001812715 0.0000 0.1006 0.0003 4.0108
Thu, 03/ Apr 97 8.08 -0.026599084 0.0007 -1.5545 0.0003 2.8598
Fri, 04/ Apr 97 8.08 0.0091917733 0.0001 0.5000 0.0003 3.8713
Mon, 07/ Apr 97 8.11 0.0207241234 0.0004 1.1719 0.0003 3.3484
Tue, 08/ Apr 97 8.11 0.0050823276 0.0000 0.2813 0.0003 3.9740
Wed, 09/ Apr 97 8.12 0.0088800175 0.0001 0.5157 0.0003 3.9288
Thu, 10/ Apr 97 8.12 -0.002375224 0.0000 -0.1431 0.0003 4.0882
Fri, 11/ Apr 97 8.11 -0.003419246 0.0000 -0.2165 0.0002 4.1249
Mon, 14/ Apr 97 8.10 -0.018172843 0.0003 -1.2065 0.0002 3.4677
Tue, 15/ Apr 97 8.11 0.0144624304 0.0002 0.9329 0.0002 3.7316
Wed, 16/ Apr 97 8.12 0.0077143022 0.0001 0.4984 0.0002 4.0442
Thu, 17/ Apr 97 8.13 0.0088471193 0.0001 0.5922 0.0002 4.0284
Fri, 18/ Apr 97 8.12 -0.011552471 0.0001 -0.7958 0.0002 3.9158
Mon, 21/ Apr 97 8.12 0.0009533815 0.0000 0.0665 0.0002 4.2428
Tue, 22/ Apr 97 8.11 -0.002168092 0.0000 -0.1585 0.0002 4.2795
Wed, 23/ Apr 97 8.13 0.0165139406 0.0003 1.2623 0.0002 3.5398
Thu, 24/ Apr 97 8.13 0.0004151143 0.0000 0.0305 0.0002 4.2969
Fri, 25/ Apr 97 8.12 -0.005930969 0.0000 -0.4563 0.0002 4.2389
Mon, 28/ Apr 97 8.12 -0.004216417 0.0000 -0.3351 0.0002 4.3193
Tue, 29/ Apr 97 8.13 0.0059677776 0.0000 0.4920 0.0001 4.2911
Wed, 30/ Apr 97 8.14 0.016091216 0.0003 1.3643 0.0001 3.5095
Fri, 02/ May 97 8.15 0.0064652523 0.0000 0.5187 0.0002 4.2503
Mon, 05/ May 97 8.17 0.020437799 0.0004 1.6854 0.0001 2.9920
Tue, 06/ May 97 8.18 0.0102703682 0.0001 0.7677 0.0002 4.0195
Wed, 07/ May 97 8.18 -0.004578492 0.0000 -0.3466 0.0002 4.2667
Fri, 09/ May 97 8.18 0.0029320876 0.0000 0.2305 0.0002 4.3381

Page 38
estimation

Mon, 12/ May 97 8.18 0.0036313852 0.0000 0.2973 0.0001 4.3608


Tue, 13/ May 97 8.19 0.0055170476 0.0000 0.4686 0.0001 4.3321
Wed, 14/ May 97 8.18 -0.005987039 0.0000 -0.5230 0.0001 4.3332
Thu, 15/ May 97 8.18 -0.00324561 0.0000 -0.2904 0.0001 4.4517
Fri, 16/ May 97 8.19 0.0118438704 0.0001 1.0954 0.0001 3.9271
Tue, 20/ May 97 8.17 -0.017101752 0.0003 -1.5398 0.0001 3.3148
Wed, 21/ May 97 8.19 0.0147519595 0.0002 1.2252 0.0001 3.6689
Thu, 22/ May 97 8.18 -0.004646368 0.0000 -0.3717 0.0002 4.3130
Fri, 23/ May 97 8.19 0.0063412177 0.0000 0.5254 0.0001 4.2790
Mon, 26/ May 97 8.20 0.0153362831 0.0002 1.3040 0.0001 3.5927
Tue, 27/ May 97 8.21 0.0045006909 0.0000 0.3648 0.0002 4.3287
Wed, 28/ May 97 8.20 -0.010379287 0.0001 -0.8711 0.0001 4.0505
Fri, 30/ May 97 8.17 -0.024660714 0.0006 -2.0688 0.0001 2.2896
Mon, 02/ Jun 97 8.19 0.0161547717 0.0003 1.1584 0.0002 3.6016
Tue, 03/ Jun 97 8.20 0.0055646661 0.0000 0.3891 0.0002 4.1718
Wed, 04/ Jun 97 8.21 0.0099073479 0.0001 0.7201 0.0002 4.0269
Thu, 05/ Jun 97 8.21 0.0030511812 0.0000 0.2256 0.0002 4.2779
Fri, 06/ Jun 97 8.21 0.0060421012 0.0000 0.4663 0.0002 4.2373
Mon, 09/ Jun 97 8.21 -0.007567891 0.0001 -0.6029 0.0002 4.1961
Tue, 10/ Jun 97 8.21 -0.00066008 0.0000 -0.0538 0.0002 4.3990
Wed, 11/ Jun 97 8.21 0.0033830748 0.0000 0.2875 0.0001 4.4010
Thu, 12/ Jun 97 8.22 0.0082758122 0.0001 0.7287 0.0001 4.2124
Fri, 13/ Jun 97 8.23 0.0118976895 0.0001 1.0578 0.0001 3.9281
Mon, 16/ Jun 97 8.23 0.0033894369 0.0000 0.2950 0.0001 4.4229
Tue, 17/ Jun 97 8.23 -0.006295822 0.0000 -0.5672 0.0001 4.3399
Wed, 18/ Jun 97 8.22 -0.003000638 0.0000 -0.2757 0.0001 4.4826
Thu, 19/ Jun 97 8.23 0.0050805373 0.0000 0.4823 0.0001 4.4368
Fri, 20/ Jun 97 8.24 0.0103482961 0.0001 1.0043 0.0001 4.0709
Mon, 23/ Jun 97 8.23 -0.008895735 0.0001 -0.8466 0.0001 4.1973
Tue, 24/ Jun 97 8.23 0.0002929217 0.0000 0.0278 0.0001 4.5515
Wed, 25/ Jun 97 8.24 0.0113022477 0.0001 1.1098 0.0001 3.9711
Thu, 26/ Jun 97 8.24 0.0017833193 0.0000 0.1697 0.0001 4.5413
Fri, 27/ Jun 97 8.24 -0.002599762 0.0000 -0.2558 0.0001 4.5563
Mon, 30/ Jun 97 8.24 -0.002543141 0.0000 -0.2577 0.0001 4.5852
Tue, 01/ Jul 97 8.25 0.008961854 0.0001 0.9336 0.0001 4.2103
Wed, 02/ Jul 97 8.26 0.0090975934 0.0001 0.9323 0.0001 4.1951
Thu, 03/ Jul 97 8.27 0.008429233 0.0001 0.8506 0.0001 4.2525
Fri, 04/ Jul 97 8.28 0.0140846679 0.0002 1.4112 0.0001 3.6114
Mon, 07/ Jul 97 8.29 0.007658555 0.0001 0.7168 0.0001 4.2820
Tue, 08/ Jul 97 8.30 0.0084118783 0.0001 0.7934 0.0001 4.2319
Wed, 09/ Jul 97 8.31 0.0122696664 0.0002 1.1587 0.0001 3.8766
Thu, 10/ Jul 97 8.29 -0.015775205 0.0002 -1.4388 0.0001 3.4781
Fri, 11/ Jul 97 8.30 0.0120972179 0.0001 1.0311 0.0001 3.9138
Mon, 14/ Jul 97 8.32 0.0203848747 0.0004 1.7089 0.0001 2.9687
Tue, 15/ Jul 97 8.32 -0.000742239 0.0000 -0.0562 0.0002 4.3251
Wed, 16/ Jul 97 8.34 0.0192523222 0.0004 1.5236 0.0002 3.2105
Thu, 17/ Jul 97 8.35 0.0061861371 0.0000 0.4546 0.0002 4.1937
Fri, 18/ Jul 97 8.34 -0.007307864 0.0001 -0.5556 0.0002 4.1768
Mon, 21/ Jul 97 8.32 -0.025722803 0.0007 -2.0097 0.0002 2.3389

Page 39
estimation

Tue, 22/ Jul 97 8.35 0.0337660889 0.0011 2.2803 0.0002 1.6128


Wed, 23/ Jul 97 8.39 0.0367682334 0.0014 2.0611 0.0003 1.9024
Thu, 24/ Jul 97 8.37 -0.012177213 0.0001 -0.5888 0.0004 3.7051
Fri, 25/ Jul 97 8.37 -0.004183343 0.0000 -0.2095 0.0004 3.8917
Mon, 28/ Jul 97 8.38 0.0123194634 0.0002 0.6499 0.0004 3.7544
Tue, 29/ Jul 97 8.39 0.0024060746 0.0000 0.1307 0.0003 3.9867
Wed, 30/ Jul 97 8.39 0.0090942659 0.0001 0.5206 0.0003 3.9119
Thu, 31/ Jul 97 8.40 0.0038845957 0.0000 0.2307 0.0003 4.0574
Fri, 01/ Aug 97 8.39 -0.006813081 0.0000 -0.4246 0.0003 4.0422
Mon, 04/ Aug 97 8.37 -0.025697134 0.0007 -1.6669 0.0002 2.7831
Tue, 05/ Aug 97 8.37 0.0013349429 0.0000 0.0792 0.0003 4.0795
Wed, 06/ Aug 97 8.37 0.0075734872 0.0001 0.4727 0.0003 4.0220
Thu, 07/ Aug 97 8.39 0.0180490263 0.0003 1.1695 0.0002 3.4874
Fri, 08/ Aug 97 8.38 -0.013731185 0.0002 -0.8687 0.0002 3.7700
Mon, 11/ Aug 97 8.37 -0.004839269 0.0000 -0.3087 0.0002 4.1079
Tue, 12/ Aug 97 8.38 0.0068903773 0.0000 0.4594 0.0002 4.0943
Wed, 13/ Aug 97 8.36 -0.019582716 0.0004 -1.3543 0.0002 3.3193
Thu, 14/ Aug 97 8.35 -0.011057809 0.0001 -0.7289 0.0002 3.9227
Fri, 15/ Aug 97 8.33 -0.018709033 0.0004 -1.2571 0.0002 3.4174
Mon, 18/ Aug 97 8.31 -0.018077172 0.0003 -1.1727 0.0002 3.4848
Tue, 19/ Aug 97 8.34 0.0220711123 0.0005 1.3974 0.0002 3.1717
Wed, 20/ Aug 97 8.35 0.0128226896 0.0002 0.7709 0.0003 3.7992
Thu, 21/ Aug 97 8.36 0.0071345456 0.0001 0.4367 0.0003 4.0189
Fri, 22/ Aug 97 8.32 -0.040213196 0.0016 -2.5612 0.0002 0.8742
Mon, 25/ Aug 97 8.31 -0.003486238 0.0000 -0.1760 0.0004 3.9064
Tue, 26/ Aug 97 8.28 -0.028007887 0.0008 -1.4907 0.0004 2.8635
Wed, 27/ Aug 97 8.29 0.009133953 0.0001 0.4572 0.0004 3.8085
Thu, 28/ Aug 97 8.29 -0.005523704 0.0000 -0.2885 0.0004 3.9139
Fri, 29/ Aug 97 8.27 -0.017163555 0.0003 -0.9413 0.0003 3.5615
Mon, 01/ Sep 97 8.29 0.021269718 0.0005 1.1712 0.0003 3.3227
Tue, 02/ Sep 97 8.31 0.0142760566 0.0002 0.7697 0.0003 3.6912
Wed, 03/ Sep 97 8.32 0.0138095341 0.0002 0.7596 0.0003 3.7189
Thu, 04/ Sep 97 8.31 -0.007821131 0.0001 -0.4391 0.0003 3.9315
Fri, 05/ Sep 97 8.32 0.0070946843 0.0001 0.4152 0.0003 3.9831
Mon, 08/ Sep 97 8.31 -0.007974315 0.0001 -0.4866 0.0003 3.9928
Tue, 09/ Sep 97 8.32 0.0064416841 0.0000 0.4080 0.0002 4.0652
Wed, 10/ Sep 97 8.31 -0.010866296 0.0001 -0.7166 0.0002 3.9321
Thu, 11/ Sep 97 8.29 -0.019343243 0.0004 -1.3016 0.0002 3.3619
Fri, 12/ Sep 97 8.26 -0.030086487 0.0009 -1.9437 0.0002 2.2793
Mon, 15/ Sep 97 8.25 -0.009037266 0.0001 -0.5119 0.0003 3.9058
Tue, 16/ Sep 97 8.27 0.0204228327 0.0004 1.2009 0.0003 3.3531
Wed, 17/ Sep 97 8.30 0.0282036488 0.0008 1.6164 0.0003 2.7421
Thu, 18/ Sep 97 8.29 -0.002496581 0.0000 -0.1321 0.0004 3.9596
Fri, 19/ Sep 97 8.30 0.0080887233 0.0001 0.4509 0.0003 3.9192
Mon, 22/ Sep 97 8.32 0.0137777993 0.0002 0.8003 0.0003 3.7417
Tue, 23/ Sep 97 8.32 0.0022669764 0.0000 0.1338 0.0003 4.0690
Wed, 24/ Sep 97 8.32 0.0010218778 0.0000 0.0634 0.0003 4.1264
Thu, 25/ Sep 97 8.33 0.0111963763 0.0001 0.7308 0.0002 3.9115
Fri, 26/ Sep 97 8.31 -0.01647796 0.0003 -1.0965 0.0002 3.5967

Page 40
estimation

Mon, 29/ Sep 97 8.32 0.0057397486 0.0000 0.3758 0.0002 4.1110


Tue, 30/ Sep 97 8.34 0.0153724201 0.0002 1.0486 0.0002 3.6729
Wed, 01/ Oct 97 8.34 0.0069649037 0.0000 0.4696 0.0002 4.1008
Thu, 02/ Oct 97 8.36 0.0181170834 0.0003 1.2661 0.0002 3.4453
Mon, 06/ Oct 97 8.37 0.0066279464 0.0000 0.4463 0.0002 4.1101
Tue, 07/ Oct 97 8.37 0.0012219033 0.0000 0.0854 0.0002 4.2430
Wed, 08/ Oct 97 8.38 0.0092090087 0.0001 0.6743 0.0002 4.0662
Thu, 09/ Oct 97 8.35 -0.024268238 0.0006 -1.8138 0.0002 2.6691
Fri, 10/ Oct 97 8.34 -0.012925473 0.0002 -0.8615 0.0002 3.8284
Mon, 13/ Oct 97 8.35 0.010185458 0.0001 0.6841 0.0002 3.9731
Tue, 14/ Oct 97 8.34 -0.006884256 0.0000 -0.4727 0.0002 4.1175
Wed, 15/ Oct 97 8.34 -0.002067637 0.0000 -0.1471 0.0002 4.2536
Thu, 16/ Oct 97 8.32 -0.018159983 0.0003 -1.3517 0.0002 3.3964
Fri, 17/ Oct 97 8.31 -0.013868668 0.0002 -0.9823 0.0002 3.7778
Mon, 20/ Oct 97 8.30 -0.005122045 0.0000 -0.3608 0.0002 4.1896
Tue, 21/ Oct 97 8.33 0.0241446893 0.0006 1.7694 0.0002 2.7290
Wed, 22/ Oct 97 8.34 0.0076886896 0.0001 0.5061 0.0002 4.0589
Thu, 23/ Oct 97 8.29 -0.047670557 0.0023 -3.2475 0.0002 -1.0518
Fri, 24/ Oct 97 8.31 0.0183385329 0.0003 0.8811 0.0004 3.4840
Mon, 27/ Oct 97 8.26 -0.043323349 0.0019 -2.1060 0.0004 1.6662
Tue, 28/ Oct 97 8.18 -0.083821743 0.0070 -3.4948 0.0006 -2.3763
Wed, 29/ Oct 97 8.24 0.0610568967 0.0037 1.7285 0.0012 1.8493
Thu, 30/ Oct 97 8.22 -0.017132538 0.0003 -0.4428 0.0015 3.1542
Fri, 31/ Oct 97 8.22 -0.000190499 0.0000 -0.0052 0.0014 3.3009
Mon, 03/ Nov 97 8.26 0.0336092926 0.0011 0.9684 0.0012 2.8919
Tue, 04/ Nov 97 8.25 -0.010857706 0.0001 -0.3151 0.0012 3.3184
Wed, 05/ Nov 97 8.26 0.0141242306 0.0002 0.4326 0.0011 3.3283
Thu, 06/ Nov 97 8.25 -0.011122798 0.0001 -0.3575 0.0010 3.4064
Fri, 07/ Nov 97 8.22 -0.03297037 0.0011 -1.1159 0.0009 2.8992
Mon, 10/ Nov 97 8.23 0.0141271897 0.0002 0.4736 0.0009 3.4001
Tue, 11/ Nov 97 8.22 -0.005732543 0.0000 -0.2012 0.0008 3.5377
Wed, 12/ Nov 97 8.21 -0.019434062 0.0004 -0.7212 0.0007 3.3538
Thu, 13/ Nov 97 8.22 0.0122279335 0.0001 0.4668 0.0007 3.5333
Fri, 14/ Nov 97 8.22 0.0071686052 0.0001 0.2863 0.0006 3.6463
Mon, 17/ Nov 97 8.24 0.0169214261 0.0003 0.7122 0.0006 3.4862
Tue, 18/ Nov 97 8.25 0.0101887595 0.0001 0.4410 0.0005 3.6705
Wed, 19/ Nov 97 8.25 0.0003520994 0.0000 0.0159 0.0005 3.8128
Thu, 20/ Nov 97 8.27 0.0209329052 0.0004 1.0023 0.0004 3.3664
Fri, 21/ Nov 97 8.28 0.0111103366 0.0001 0.5318 0.0004 3.7270
Mon, 24/ Nov 97 8.25 -0.033136459 0.0011 -1.6491 0.0004 2.5476
Tue, 25/ Nov 97 8.26 0.0048438478 0.0000 0.2218 0.0005 3.7997
Wed, 26/ Nov 97 8.27 0.0173329294 0.0003 0.8369 0.0004 3.5269
Thu, 27/ Nov 97 8.28 0.0094812009 0.0001 0.4651 0.0004 3.7847
Fri, 28/ Nov 97 8.28 -0.001189425 0.0000 -0.0609 0.0004 3.9334
Mon, 01/ Dec 97 8.31 0.0296659355 0.0009 1.6022 0.0003 2.7056
Tue, 02/ Dec 97 8.31 0.0012062387 0.0000 0.0603 0.0004 3.9100
Wed, 03/ Dec 97 8.31 0.0024350632 0.0000 0.1285 0.0004 3.9579
Thu, 04/ Dec 97 8.33 0.0138424065 0.0002 0.7701 0.0003 3.7223
Fri, 05/ Dec 97 8.34 0.0072877428 0.0001 0.4134 0.0003 3.9528

Page 41
estimation

Mon, 08/ Dec 97 8.35 0.0126957995 0.0002 0.7514 0.0003 3.7984


Tue, 09/ Dec 97 8.34 -0.009145821 0.0001 -0.5521 0.0003 3.9481
Wed, 10/ Dec 97 8.32 -0.016294876 0.0003 -1.0174 0.0003 3.6166
Thu, 11/ Dec 97 8.30 -0.021384245 0.0005 -1.3269 0.0003 3.2476
Fri, 12/ Dec 97 8.31 0.012927963 0.0002 0.7690 0.0003 3.7900
Mon, 15/ Dec 97 8.31 -0.005541215 0.0000 -0.3357 0.0003 4.0476
Tue, 16/ Dec 97 8.31 0.0058767288 0.0000 0.3722 0.0002 4.0792
Wed, 17/ Dec 97 8.33 0.0181281617 0.0003 1.1974 0.0002 3.4736
Thu, 18/ Dec 97 8.33 0.0018162342 0.0000 0.1167 0.0002 4.1560
Fri, 19/ Dec 97 8.32 -0.019753423 0.0004 -1.3327 0.0002 3.3236
Mon, 22/ Dec 97 8.30 -0.010268589 0.0001 -0.6625 0.0002 3.9475
Tue, 23/ Dec 97 8.32 0.0192955976 0.0004 1.2761 0.0002 3.3775
Mon, 29/ Dec 97 8.34 0.0181706036 0.0003 1.1578 0.0002 3.4842
Tue, 30/ Dec 97 8.35 0.0123879004 0.0002 0.7721 0.0003 3.8343
Fri, 02/ Jan 98 8.37 0.0153370292 0.0002 0.9722 0.0002 3.6767
Mon, 05/ Jan 98 8.39 0.0159632271 0.0003 1.0100 0.0002 3.6374
Tue, 06/ Jan 98 8.38 -0.007366035 0.0001 -0.4634 0.0003 4.0343
Wed, 07/ Jan 98 8.39 0.0088997027 0.0001 0.5815 0.0002 4.0105
Thu, 08/ Jan 98 8.38 -0.010141102 0.0001 -0.6828 0.0002 3.9765
Fri, 09/ Jan 98 8.35 -0.02569755 0.0007 -1.7690 0.0002 2.6671
Mon, 12/ Jan 98 8.32 -0.035961598 0.0013 -2.2267 0.0003 1.6467
Tue, 13/ Jan 98 8.33 0.017491121 0.0003 0.9082 0.0004 3.5374
Wed, 14/ Jan 98 8.34 0.0073489937 0.0001 0.3847 0.0004 3.8838
Thu, 15/ Jan 98 8.33 -0.010011573 0.0001 -0.5483 0.0003 3.8527
Fri, 16/ Jan 98 8.34 0.0086694091 0.0001 0.4921 0.0003 3.9178
Mon, 19/ Jan 98 8.36 0.0237288863 0.0006 1.3997 0.0003 3.0977
Tue, 20/ Jan 98 8.37 0.0053463181 0.0000 0.2998 0.0003 3.9817
Wed, 21/ Jan 98 8.36 -0.005836527 0.0000 -0.3431 0.0003 4.0151
Thu, 22/ Jan 98 8.35 -0.014721973 0.0002 -0.9052 0.0003 3.7091
Fri, 23/ Jan 98 8.35 0.0040342659 0.0000 0.2494 0.0003 4.0930
Mon, 26/ Jan 98 8.35 -0.002961445 0.0000 -0.1919 0.0002 4.1526
Tue, 27/ Jan 98 8.36 0.0126960595 0.0002 0.8623 0.0002 3.8465
Wed, 28/ Jan 98 8.39 0.0258982983 0.0007 1.7714 0.0002 2.6564
Thu, 29/ Jan 98 8.39 0.0064378684 0.0000 0.3960 0.0003 4.0408
Fri, 30/ Jan 98 8.40 0.0047405436 0.0000 0.3040 0.0002 4.1146
Mon, 02/ Feb 98 8.42 0.0183935237 0.0003 1.2329 0.0002 3.4451
Tue, 03/ Feb 98 8.42 0.0021445941 0.0000 0.1392 0.0002 4.1633
Wed, 04/ Feb 98 8.41 -0.010104893 0.0001 -0.6883 0.0002 3.9843
Thu, 05/ Feb 98 8.42 0.0136155305 0.0002 0.9475 0.0002 3.7937
Fri, 06/ Feb 98 8.41 -0.011527206 0.0001 -0.8008 0.0002 3.9203
Mon, 09/ Feb 98 8.43 0.0148393209 0.0002 1.0433 0.0002 3.7086
Tue, 10/ Feb 98 8.42 -0.008759534 0.0001 -0.6086 0.0002 4.0559
Wed, 11/ Feb 98 8.43 0.0141966217 0.0002 1.0130 0.0002 3.7546
Thu, 12/ Feb 98 8.42 -0.011309387 0.0001 -0.7998 0.0002 3.9389
Fri, 13/ Feb 98 8.41 -0.007600174 0.0001 -0.5437 0.0002 4.1224
Mon, 16/ Feb 98 8.42 0.0040252207 0.0000 0.2967 0.0002 4.2561
Tue, 17/ Feb 98 8.43 0.0179243298 0.0003 1.3760 0.0002 3.3941
Wed, 18/ Feb 98 8.44 0.0057262298 0.0000 0.4166 0.0002 4.2004
Thu, 19/ Feb 98 8.43 -0.010081258 0.0001 -0.7606 0.0002 4.0342

Page 42
estimation

Fri, 20/ Feb 98 8.43 0.0044093462 0.0000 0.3370 0.0002 4.2795


Mon, 23/ Feb 98 8.45 0.0118551872 0.0001 0.9410 0.0002 3.9314
Tue, 24/ Feb 98 8.43 -0.012531113 0.0002 -0.9897 0.0002 3.8794
Wed, 25/ Feb 98 8.44 0.0078567997 0.0001 0.6146 0.0002 4.1707
Thu, 26/ Feb 98 8.45 0.0120522265 0.0001 0.9642 0.0002 3.9172
Fri, 27/ Feb 98 8.46 0.0037864893 0.0000 0.3006 0.0002 4.3293
Mon, 02/ Mar 98 8.46 0.0056973214 0.0000 0.4698 0.0001 4.3020
Tue, 03/ Mar 98 8.47 0.004297512 0.0000 0.3649 0.0001 4.3750
Wed, 04/ Mar 98 8.46 -0.010047915 0.0001 -0.8817 0.0001 4.0858
Thu, 05/ Mar 98 8.44 -0.018468367 0.0003 -1.6154 0.0001 3.1665
Fri, 06/ Mar 98 8.46 0.0198200152 0.0004 1.5842 0.0002 3.1263
Mon, 09/ Mar 98 8.47 0.0136637912 0.0002 1.0053 0.0002 3.7930
Tue, 10/ Mar 98 8.48 0.01114906 0.0001 0.8129 0.0002 3.9588
Wed, 11/ Mar 98 8.48 -0.000345499 0.0000 -0.0254 0.0002 4.2984
Thu, 12/ Mar 98 8.48 0.0014143397 0.0000 0.1090 0.0002 4.3384
Fri, 13/ Mar 98 8.49 0.0102886536 0.0001 0.8279 0.0002 4.0451
Mon, 16/ Mar 98 8.49 -0.001186883 0.0000 -0.0960 0.0002 4.3882
Tue, 17/ Mar 98 8.51 0.0127828012 0.0002 1.0778 0.0001 3.8537
Wed, 18/ Mar 98 8.50 -0.005465026 0.0000 -0.4511 0.0001 4.3116
Thu, 19/ Mar 98 8.50 0.003368496 0.0000 0.2866 0.0001 4.4024
Fri, 20/ Mar 98 8.52 0.0131277501 0.0002 1.1573 0.0001 3.8094
Mon, 23/ Mar 98 8.51 -0.006062466 0.0000 -0.5178 0.0001 4.3134
Tue, 24/ Mar 98 8.52 0.0113846239 0.0001 0.9971 0.0001 3.9755
Wed, 25/ Mar 98 8.54 0.0135193251 0.0002 1.1673 0.0001 3.7770
Thu, 26/ Mar 98 8.53 -0.011230885 0.0001 -0.9391 0.0001 3.9853
Fri, 27/ Mar 98 8.53 0.0085746535 0.0001 0.7122 0.0001 4.1659
Mon, 30/ Mar 98 8.52 -0.014545106 0.0002 -1.2243 0.0001 3.6834
Tue, 31/ Mar 98 8.54 0.0183132082 0.0003 1.4843 0.0002 3.2935
Wed, 01/ Apr 98 8.55 0.0101126385 0.0001 0.7646 0.0002 4.0333
Thu, 02/ Apr 98 8.55 0.0043462042 0.0000 0.3327 0.0002 4.2827
Fri, 03/ Apr 98 8.56 0.0090114435 0.0001 0.7166 0.0002 4.1193
Mon, 06/ Apr 98 8.57 0.0091719024 0.0001 0.7401 0.0002 4.1168
Tue, 07/ Apr 98 8.59 0.0160700439 0.0003 1.3126 0.0001 3.5413
Wed, 08/ Apr 98 8.57 -0.01648556 0.0003 -1.2841 0.0002 3.5308
Thu, 09/ Apr 98 8.58 0.0090227199 0.0001 0.6736 0.0002 4.0860
Tue, 14/ Apr 98 8.59 0.0107670326 0.0001 0.8200 0.0002 3.9966
Wed, 15/ Apr 98 8.59 0.0025438427 0.0000 0.1952 0.0002 4.3213
Thu, 16/ Apr 98 8.58 -0.012010289 0.0001 -0.9613 0.0002 3.9205
Fri, 17/ Apr 98 8.57 -0.010458053 0.0001 -0.8310 0.0002 4.0300
Mon, 20/ Apr 98 8.60 0.0323534976 0.0010 2.5840 0.0002 1.0418
Tue, 21/ Apr 98 8.59 -0.009797935 0.0001 -0.6156 0.0003 3.9510
Wed, 22/ Apr 98 8.59 -0.005263469 0.0000 -0.3403 0.0002 4.1113
Thu, 23/ Apr 98 8.57 -0.020579103 0.0004 -1.3888 0.0002 3.2475
Fri, 24/ Apr 98 8.55 -0.020620715 0.0004 -1.3212 0.0002 3.2872
Mon, 27/ Apr 98 8.53 -0.010975042 0.0001 -0.6742 0.0003 3.8906
Tue, 28/ Apr 98 8.52 -0.013745418 0.0002 -0.8657 0.0003 3.7681
Wed, 29/ Apr 98 8.54 0.0177369456 0.0003 1.1267 0.0002 3.5167
Thu, 30/ Apr 98 8.54 -0.000203604 0.0000 -0.0127 0.0003 4.1328
Mon, 04/ May 98 8.58 0.0397707396 0.0016 2.6079 0.0002 0.7827

Page 43
estimation

Tue, 05/ May 98 8.56 -0.015669692 0.0002 -0.8080 0.0004 3.6164


Wed, 06/ May 98 8.56 -0.000426312 0.0000 -0.0224 0.0004 3.9599
Thu, 07/ May 98 8.55 -0.008366 0.0001 -0.4632 0.0003 3.9066
Fri, 08/ May 98 8.57 0.0136638085 0.0002 0.7877 0.0003 3.7441
Mon, 11/ May 98 8.58 0.0158712375 0.0003 0.9309 0.0003 3.6384
Tue, 12/ May 98 8.57 -0.008335387 0.0001 -0.4908 0.0003 3.9550
Wed, 13/ May 98 8.59 0.0149015848 0.0002 0.9112 0.0003 3.6981
Thu, 14/ May 98 8.59 -0.002916719 0.0000 -0.1792 0.0003 4.1021
Fri, 15/ May 98 8.59 0.0059362145 0.0000 0.3830 0.0002 4.0936
Mon, 18/ May 98 8.58 -0.009368557 0.0001 -0.6298 0.0002 4.0097
Tue, 19/ May 98 8.59 0.008582064 0.0001 0.5921 0.0002 4.0587
Wed, 20/ May 98 8.61 0.0224011833 0.0005 1.5893 0.0002 2.9990
Fri, 22/ May 98 8.62 0.0096125502 0.0001 0.6293 0.0002 3.9835
Mon, 25/ May 98 8.63 0.0019660005 0.0000 0.1322 0.0002 4.1996
Tue, 26/ May 98 8.64 0.0123233982 0.0002 0.8688 0.0002 3.8782
Wed, 27/ May 98 8.61 -0.02759959 0.0008 -1.9565 0.0002 2.3471
Thu, 28/ May 98 8.61 -0.001709823 0.0000 -0.1059 0.0003 4.1203
Fri, 29/ May 98 8.62 0.0158948682 0.0003 1.0345 0.0002 3.6406
Tue, 02/ Jun 98 8.63 0.0024569905 0.0000 0.1585 0.0002 4.1542
Wed, 03/ Jun 98 8.63 0.0055338665 0.0000 0.3745 0.0002 4.1446
Thu, 04/ Jun 98 8.63 -0.003797889 0.0000 -0.2676 0.0002 4.2192
Fri, 05/ Jun 98 8.65 0.0170237548 0.0003 1.2520 0.0002 3.5141
Mon, 08/ Jun 98 8.66 0.0157996378 0.0002 1.1200 0.0002 3.6339
Tue, 09/ Jun 98 8.66 -0.003303548 0.0000 -0.2295 0.0002 4.2144
Wed, 10/ Jun 98 8.66 -0.000967477 0.0000 -0.0703 0.0002 4.2827
Fri, 12/ Jun 98 8.64 -0.014639715 0.0002 -1.1129 0.0002 3.7117
Mon, 15/ Jun 98 8.62 -0.025632423 0.0007 -1.9070 0.0002 2.4911
Tue, 16/ Jun 98 8.63 0.0115570376 0.0001 0.7560 0.0002 3.8950
Wed, 17/ Jun 98 8.65 0.0208468269 0.0004 1.3874 0.0002 3.2355
Thu, 18/ Jun 98 8.65 0.0015226537 0.0000 0.0963 0.0003 4.1419
Fri, 19/ Jun 98 8.65 -0.002705622 0.0000 -0.1797 0.0002 4.1798
Mon, 22/ Jun 98 8.64 -0.008428065 0.0001 -0.5866 0.0002 4.0708
Tue, 23/ Jun 98 8.65 0.0112473556 0.0001 0.8051 0.0002 3.9467
Wed, 24/ Jun 98 8.66 0.0106448561 0.0001 0.7702 0.0002 3.9850
Thu, 25/ Jun 98 8.68 0.0148922517 0.0002 1.0920 0.0002 3.6987
Fri, 26/ Jun 98 8.68 0.0006458182 0.0000 0.0465 0.0002 4.2756
Mon, 29/ Jun 98 8.69 0.0075872937 0.0001 0.5722 0.0002 4.1593
Tue, 30/ Jun 98 8.68 -0.002995117 0.0000 -0.2319 0.0002 4.3226
Wed, 01/ Jul 98 8.68 0.001594336 0.0000 0.1286 0.0002 4.3821
Thu, 02/ Jul 98 8.68 -0.00046567 0.0000 -0.0392 0.0001 4.4311
Fri, 03/ Jul 98 8.69 0.0082751462 0.0001 0.7247 0.0001 4.2099
Mon, 06/ Jul 98 8.69 -0.005861098 0.0000 -0.5185 0.0001 4.3482
Tue, 07/ Jul 98 8.69 0.0071738239 0.0001 0.6498 0.0001 4.2951
Wed, 08/ Jul 98 8.70 0.0087121776 0.0001 0.8004 0.0001 4.2001
Thu, 09/ Jul 98 8.70 -0.002726084 0.0000 -0.2509 0.0001 4.4909
Fri, 10/ Jul 98 8.70 -0.002395823 0.0000 -0.2280 0.0001 4.5294
Mon, 13/ Jul 98 8.70 0.0061757085 0.0000 0.6067 0.0001 4.4034
Tue, 14/ Jul 98 8.72 0.0125138243 0.0002 1.2455 0.0001 3.8248
Wed, 15/ Jul 98 8.72 0.0021239781 0.0000 0.2016 0.0001 4.5328

Page 44
estimation

Thu, 16/ Jul 98 8.72 -0.002330717 0.0000 -0.2286 0.0001 4.5597


Fri, 17/ Jul 98 8.72 0.0087977179 0.0001 0.8895 0.0001 4.2206
Mon, 20/ Jul 98 8.73 0.0038248973 0.0000 0.3826 0.0001 4.5323
Tue, 21/ Jul 98 8.73 -0.000958097 0.0000 -0.0982 0.0001 4.6247
Wed, 22/ Jul 98 8.72 -0.008926238 0.0001 -0.9426 0.0001 4.2154
Thu, 23/ Jul 98 8.71 -0.008592251 0.0001 -0.8910 0.0001 4.2446
Fri, 24/ Jul 98 8.71 -0.003831742 0.0000 -0.3925 0.0001 4.5522
Mon, 27/ Jul 98 8.68 -0.025215509 0.0006 -2.6411 0.0001 1.1639
Tue, 28/ Jul 98 8.68 0.0006811613 0.0000 0.0552 0.0002 4.3930
Wed, 29/ Jul 98 8.67 -0.00602592 0.0000 -0.5091 0.0001 4.3070
Thu, 30/ Jul 98 8.68 0.0046427285 0.0000 0.4026 0.0001 4.3816
Fri, 31/ Jul 98 8.68 -0.001182497 0.0000 -0.1057 0.0001 4.4874
Mon, 03/ Aug 98 8.66 -0.019798303 0.0004 -1.8372 0.0001 2.8427
Tue, 04/ Aug 98 8.66 -0.000446375 0.0000 -0.0366 0.0001 4.4052
Wed, 05/ Aug 98 8.64 -0.021722366 0.0005 -1.8556 0.0001 2.7261
Thu, 06/ Aug 98 8.62 -0.020604936 0.0004 -1.5541 0.0002 3.1156
Fri, 07/ Aug 98 8.63 0.0114571579 0.0001 0.8001 0.0002 3.9260
Mon, 10/ Aug 98 8.61 -0.01898683 0.0004 -1.3416 0.0002 3.3579
Tue, 11/ Aug 98 8.57 -0.038693849 0.0015 -2.6088 0.0002 0.8081
Wed, 12/ Aug 98 8.59 0.025111035 0.0006 1.3305 0.0004 3.0849
Thu, 13/ Aug 98 8.59 -0.008577377 0.0001 -0.4366 0.0004 3.8346
Fri, 14/ Aug 98 8.60 0.0169698439 0.0003 0.9020 0.0004 3.5664
Mon, 17/ Aug 98 8.60 0.0015920066 0.0000 0.0853 0.0003 3.9779
Tue, 18/ Aug 98 8.62 0.0203717366 0.0004 1.1513 0.0003 3.3718
Wed, 19/ Aug 98 8.63 0.0049313642 0.0000 0.2734 0.0003 3.9780
Thu, 20/ Aug 98 8.61 -0.019521344 0.0004 -1.1360 0.0003 3.4185
Fri, 21/ Aug 98 8.55 -0.060987396 0.0037 -3.4861 0.0003 -2.0306
Mon, 24/ Aug 98 8.56 0.0137273406 0.0002 0.5326 0.0007 3.5165
Tue, 25/ Aug 98 8.59 0.0259978215 0.0007 1.0510 0.0006 3.1472
Wed, 26/ Aug 98 8.56 -0.026622673 0.0007 -1.0723 0.0006 3.1209
Thu, 27/ Aug 98 8.53 -0.033186593 0.0011 -1.3287 0.0006 2.8071
Fri, 28/ Aug 98 8.52 -0.0133874 0.0002 -0.5166 0.0007 3.5196
Mon, 31/ Aug 98 8.48 -0.032493551 0.0011 -1.3080 0.0006 2.8398
Tue, 01/ Sep 98 8.47 -0.008743316 0.0001 -0.3401 0.0007 3.6032
Wed, 02/ Sep 98 8.51 0.0366122281 0.0013 1.4985 0.0006 2.5891
Thu, 03/ Sep 98 8.48 -0.032370235 0.0010 -1.2481 0.0007 2.8733
Fri, 04/ Sep 98 8.48 0.00167559 0.0000 0.0629 0.0007 3.6239
Mon, 07/ Sep 98 8.50 0.0211674614 0.0004 0.8421 0.0006 3.3289
Tue, 08/ Sep 98 8.54 0.0359999422 0.0013 1.4574 0.0006 2.6389
Wed, 09/ Sep 98 8.53 -0.012414511 0.0002 -0.4762 0.0007 3.5335
Thu, 10/ Sep 98 8.47 -0.059996331 0.0036 -2.4060 0.0006 0.7970
Fri, 11/ Sep 98 8.46 -0.002146666 0.0000 -0.0704 0.0009 3.4873
Mon, 14/ Sep 98 8.50 0.0330829329 0.0011 1.1498 0.0008 2.8873
Tue, 15/ Sep 98 8.48 -0.013419598 0.0002 -0.4601 0.0009 3.4288
Wed, 16/ Sep 98 8.49 0.0055216314 0.0000 0.1983 0.0008 3.5613
Thu, 17/ Sep 98 8.45 -0.039566514 0.0016 -1.5024 0.0007 2.5082
Fri, 18/ Sep 98 8.43 -0.015306581 0.0002 -0.5475 0.0008 3.4272
Mon, 21/ Sep 98 8.40 -0.036474768 0.0013 -1.3593 0.0007 2.6943
Tue, 22/ Sep 98 8.43 0.0313666932 0.0010 1.1229 0.0008 2.9475

Page 45
estimation

Wed, 23/ Sep 98 8.46 0.026793228 0.0007 0.9489 0.0008 3.1169


Thu, 24/ Sep 98 8.44 -0.01137227 0.0001 -0.4060 0.0008 3.4928
Fri, 25/ Sep 98 8.43 -0.018391388 0.0003 -0.6893 0.0007 3.3863
Mon, 28/ Sep 98 8.45 0.0200451179 0.0004 0.7748 0.0007 3.3544
Tue, 29/ Sep 98 8.43 -0.016392975 0.0003 -0.6487 0.0006 3.4677
Wed, 30/ Sep 98 8.41 -0.022924349 0.0005 -0.9379 0.0006 3.2716
Thu, 01/ Oct 98 8.35 -0.057024987 0.0033 -2.3518 0.0006 0.9540
Fri, 02/ Oct 98 8.28 -0.064496722 0.0042 -2.1936 0.0009 1.1207
Mon, 05/ Oct 98 8.30 0.0179403141 0.0003 0.5171 0.0012 3.2275
Tue, 06/ Oct 98 8.33 0.0298916023 0.0009 0.9005 0.0011 2.9999
Wed, 07/ Oct 98 8.32 -0.016692789 0.0003 -0.5099 0.0011 3.2892
Thu, 08/ Oct 98 8.27 -0.048043347 0.0023 -1.5339 0.0010 2.2871
Fri, 09/ Oct 98 8.29 0.022227565 0.0005 0.6663 0.0011 3.1784
Mon, 12/ Oct 98 8.35 0.058936746 0.0035 1.8276 0.0010 1.7642
Tue, 13/ Oct 98 8.36 0.0115272271 0.0001 0.3213 0.0013 3.2762
Wed, 14/ Oct 98 8.37 0.0102502934 0.0001 0.3015 0.0012 3.3361
Thu, 15/ Oct 98 8.39 0.0184758576 0.0003 0.5738 0.0010 3.2712
Fri, 16/ Oct 98 8.41 0.0202636277 0.0004 0.6551 0.0010 3.2614
Mon, 19/ Oct 98 8.40 -0.006862279 0.0000 -0.2296 0.0009 3.4840
Tue, 20/ Oct 98 8.43 0.0303572375 0.0009 1.0738 0.0008 2.9894
Wed, 21/ Oct 98 8.42 -0.015918644 0.0003 -0.5602 0.0008 3.4039
Thu, 22/ Oct 98 8.40 -0.01536312 0.0002 -0.5629 0.0007 3.4427
Fri, 23/ Oct 98 8.40 -0.000716422 0.0000 -0.0273 0.0007 3.6405
Mon, 26/ Oct 98 8.43 0.0280564166 0.0008 1.1331 0.0006 3.0565
Tue, 27/ Oct 98 8.45 0.0226160507 0.0005 0.9017 0.0006 3.2791
Wed, 28/ Oct 98 8.42 -0.031700958 0.0010 -1.2789 0.0006 2.8796
Thu, 29/ Oct 98 8.42 0.0028594498 0.0000 0.1119 0.0007 3.6607
Fri, 30/ Oct 98 8.45 0.0264189022 0.0007 1.0942 0.0006 3.1251
Mon, 02/ Nov 98 8.47 0.0190903641 0.0004 0.7838 0.0006 3.4078
Tue, 03/ Nov 98 8.46 -0.01184646 0.0001 -0.4973 0.0006 3.6136
Wed, 04/ Nov 98 8.49 0.0286272534 0.0008 1.2540 0.0005 2.9935
Thu, 05/ Nov 98 8.48 -0.00624036 0.0000 -0.2658 0.0006 3.7163
Fri, 06/ Nov 98 8.48 0.0051037547 0.0000 0.2291 0.0005 3.7778
Mon, 09/ Nov 98 8.47 -0.014084857 0.0002 -0.6666 0.0004 3.6349
Tue, 10/ Nov 98 8.45 -0.02243673 0.0005 -1.0942 0.0004 3.2885
Wed, 11/ Nov 98 8.46 0.0117095559 0.0001 0.5651 0.0004 3.7169
Thu, 12/ Nov 98 8.44 -0.016630734 0.0003 -0.8326 0.0004 3.5667
Fri, 13/ Nov 98 8.44 -5.17267E-05 0.0000 -0.0026 0.0004 3.9290
Mon, 16/ Nov 98 8.47 0.0305900062 0.0009 1.6423 0.0003 2.6346
Tue, 17/ Nov 98 8.46 -0.017107012 0.0003 -0.8453 0.0004 3.5429
Wed, 18/ Nov 98 8.46 -0.000831795 0.0000 -0.0417 0.0004 3.9140
Thu, 19/ Nov 98 8.48 0.0204274667 0.0004 1.0815 0.0004 3.3844
Fri, 20/ Nov 98 8.50 0.0239391627 0.0006 1.2545 0.0004 3.1721
Mon, 23/ Nov 98 8.52 0.021597859 0.0005 1.0980 0.0004 3.3258
Tue, 24/ Nov 98 8.51 -0.01208681 0.0001 -0.6075 0.0004 3.7327
Wed, 25/ Nov 98 8.51 -0.002918254 0.0000 -0.1517 0.0004 3.9391
Thu, 26/ Nov 98 8.53 0.0214614079 0.0005 1.1755 0.0003 3.3123
Fri, 27/ Nov 98 8.54 0.0137324963 0.0002 0.7362 0.0003 3.7107
Mon, 30/ Nov 98 8.52 -0.019475822 0.0004 -1.0682 0.0003 3.4340

Page 46
estimation

Tue, 01/ Dec 98 8.47 -0.049165232 0.0024 -2.6716 0.0003 0.4266


Wed, 02/ Dec 98 8.45 -0.019009547 0.0004 -0.8054 0.0006 3.4220
Thu, 03/ Dec 98 8.47 0.0201277635 0.0004 0.8700 0.0005 3.3880
Fri, 04/ Dec 98 8.47 -0.002478482 0.0000 -0.1086 0.0005 3.7745
Mon, 07/ Dec 98 8.46 -0.012913821 0.0002 -0.5984 0.0005 3.6570
Tue, 08/ Dec 98 8.46 -0.003106246 0.0000 -0.1491 0.0004 3.8600
Wed, 09/ Dec 98 8.45 -0.007617237 0.0001 -0.3858 0.0004 3.8505
Thu, 10/ Dec 98 8.44 -0.004510896 0.0000 -0.2392 0.0004 3.9420
Fri, 11/ Dec 98 8.42 -0.023204282 0.0005 -1.2937 0.0003 3.1841
Mon, 14/ Dec 98 8.42 -0.00294512 0.0000 -0.1584 0.0003 3.9722
Tue, 15/ Dec 98 8.43 0.011352866 0.0001 0.6430 0.0003 3.8299
Wed, 16/ Dec 98 8.45 0.0192581144 0.0004 1.1227 0.0003 3.4353
Thu, 17/ Dec 98 8.46 0.0128601598 0.0002 0.7375 0.0003 3.7772
Fri, 18/ Dec 98 8.44 -0.02022513 0.0004 -1.1851 0.0003 3.3684
Mon, 21/ Dec 98 8.47 0.0322445407 0.0010 1.8451 0.0003 2.3447
Tue, 22/ Dec 98 8.48 0.0092543999 0.0001 0.4724 0.0004 3.8211
Wed, 23/ Dec 98 8.51 0.0258556003 0.0007 1.3755 0.0004 3.0280
Mon, 28/ Dec 98 8.53 0.0186069747 0.0003 0.9454 0.0004 3.4812
Tue, 29/ Dec 98 8.52 -0.002560379 0.0000 -0.1307 0.0004 3.9243
Wed, 30/ Dec 98 8.52 -0.005875886 0.0000 -0.3164 0.0003 3.9360
Mon, 04/ Jan 99 8.57 0.0487617012 0.0024 2.7531 0.0003 0.2438
Tue, 05/ Jan 99 8.57 0.0002950619 0.0000 0.0128 0.0005 3.7703
Wed, 06/ Jan 99 8.60 0.0354717194 0.0013 1.6287 0.0005 2.5005
Thu, 07/ Jan 99 8.58 -0.022367776 0.0005 -0.9488 0.0006 3.2975
Fri, 08/ Jan 99 8.59 0.012995643 0.0002 0.5549 0.0005 3.6002
Mon, 11/ Jan 99 8.57 -0.02292794 0.0005 -1.0177 0.0005 3.2751
Tue, 12/ Jan 99 8.56 -0.013466352 0.0002 -0.5971 0.0005 3.6137
Wed, 13/ Jan 99 8.50 -0.052973823 0.0028 -2.4344 0.0005 0.8644
Thu, 14/ Jan 99 8.50 -0.003870166 0.0000 -0.1445 0.0007 3.6099
Fri, 15/ Jan 99 8.51 0.0096162281 0.0001 0.3801 0.0006 3.6047
Mon, 18/ Jan 99 8.53 0.0180173535 0.0003 0.7479 0.0006 3.4463
Tue, 19/ Jan 99 8.53 0.0044944784 0.0000 0.1913 0.0006 3.7328
Wed, 20/ Jan 99 8.55 0.0136863066 0.0002 0.6152 0.0005 3.6163
Thu, 21/ Jan 99 8.55 0.0026427893 0.0000 0.1229 0.0005 3.8324
Fri, 22/ Jan 99 8.52 -0.027004525 0.0007 -1.3269 0.0004 3.0143
Mon, 25/ Jan 99 8.51 -0.007364759 0.0001 -0.3482 0.0004 3.7954
Tue, 26/ Jan 99 8.51 0.0008726836 0.0000 0.0433 0.0004 3.9033
Wed, 27/ Jan 99 8.53 0.0148052362 0.0002 0.7757 0.0004 3.6579
Thu, 28/ Jan 99 8.54 0.0069367126 0.0000 0.3708 0.0004 3.9100
Fri, 29/ Jan 99 8.55 0.0123924572 0.0002 0.6932 0.0003 3.7840
Mon, 01/ Feb 99 8.55 0.0059628533 0.0000 0.3421 0.0003 3.9911
Tue, 02/ Feb 99 8.55 -0.004624592 0.0000 -0.2777 0.0003 4.0565
Wed, 03/ Feb 99 8.53 -0.015842275 0.0003 -0.9966 0.0003 3.6451
Thu, 04/ Feb 99 8.53 -0.001536871 0.0000 -0.0963 0.0003 4.1329
Fri, 05/ Feb 99 8.53 0.0005748812 0.0000 0.0378 0.0002 4.1864
Mon, 08/ Feb 99 8.52 -0.010595677 0.0001 -0.7325 0.0002 3.9677
Tue, 09/ Feb 99 8.50 -0.024744581 0.0006 -1.7411 0.0002 2.7379
Wed, 10/ Feb 99 8.48 -0.022169368 0.0005 -1.4083 0.0002 3.1598
Thu, 11/ Feb 99 8.48 0.008823083 0.0001 0.5314 0.0003 3.9570

Page 47
estimation

Fri, 12/ Feb 99 8.49 0.0101583202 0.0001 0.6336 0.0003 3.9324


Mon, 15/ Feb 99 8.49 -0.001881599 0.0000 -0.1207 0.0002 4.1535
Tue, 16/ Feb 99 8.50 0.0051368488 0.0000 0.3458 0.0002 4.1498
Wed, 17/ Feb 99 8.48 -0.019474056 0.0004 -1.3667 0.0002 3.3171
Thu, 18/ Feb 99 8.49 0.0072479621 0.0001 0.4839 0.0002 4.0840
Fri, 19/ Feb 99 8.48 -0.008852129 0.0001 -0.6122 0.0002 4.0490
Mon, 22/ Feb 99 8.49 0.008872768 0.0001 0.6301 0.0002 4.0643
Tue, 23/ Feb 99 8.51 0.0289624159 0.0008 2.1078 0.0002 2.0661
Wed, 24/ Feb 99 8.53 0.0148760886 0.0002 0.9228 0.0003 3.7019
Thu, 25/ Feb 99 8.51 -0.020703491 0.0004 -1.2888 0.0003 3.3007
Fri, 26/ Feb 99 8.50 -0.0094769 0.0001 -0.5682 0.0003 3.9322
Mon, 01/ Mar 99 8.47 -0.026300695 0.0007 -1.6296 0.0003 2.7987
Tue, 02/ Mar 99 8.48 0.0041112535 0.0000 0.2344 0.0003 4.0156
Wed, 03/ Mar 99 8.45 -0.022386426 0.0005 -1.3402 0.0003 3.1940
Thu, 04/ Mar 99 8.45 -0.004042073 0.0000 -0.2317 0.0003 4.0220
Fri, 05/ Mar 99 8.48 0.0337021183 0.0011 2.0293 0.0003 2.0388
Mon, 08/ Mar 99 8.47 -0.010469799 0.0001 -0.5460 0.0004 3.8050
Tue, 09/ Mar 99 8.47 -0.006332801 0.0000 -0.3426 0.0003 3.9322
Wed, 10/ Mar 99 8.46 -0.007816603 0.0001 -0.4430 0.0003 3.9392
Thu, 11/ Mar 99 8.47 0.0069651246 0.0000 0.4113 0.0003 3.9938
Fri, 12/ Mar 99 8.52 0.0519959738 0.0027 3.2015 0.0003 -1.0045
Mon, 15/ Mar 99 8.52 0.0042002971 0.0000 0.1840 0.0005 3.7630
Tue, 16/ Mar 99 8.54 0.0129181646 0.0002 0.5976 0.0005 3.6557
Wed, 17/ Mar 99 8.53 -0.003381816 0.0000 -0.1620 0.0004 3.8563
Thu, 18/ Mar 99 8.52 -0.012647019 0.0002 -0.6394 0.0004 3.7186
Fri, 19/ Mar 99 8.54 0.0169803647 0.0003 0.8855 0.0004 3.5620
Mon, 22/ Mar 99 8.52 -0.014303254 0.0002 -0.7535 0.0004 3.6804
Tue, 23/ Mar 99 8.50 -0.022537463 0.0005 -1.2134 0.0003 3.2499
Wed, 24/ Mar 99 8.47 -0.027830115 0.0008 -1.4603 0.0004 2.8941
Thu, 25/ Mar 99 8.49 0.0166241916 0.0003 0.8239 0.0004 3.5638
Fri, 26/ Mar 99 8.47 -0.017662359 0.0003 -0.8900 0.0004 3.5237
Mon, 29/ Mar 99 8.49 0.0210842977 0.0004 1.0733 0.0004 3.3540
Tue, 30/ Mar 99 8.49 -0.004125852 0.0000 -0.2082 0.0004 3.8996
Wed, 31/ Mar 99 8.49 0.0056174848 0.0000 0.2986 0.0004 3.9285
Thu, 01/ Apr 99 8.50 0.0062028266 0.0000 0.3460 0.0003 3.9616
Tue, 06/ Apr 99 8.51 0.0102633726 0.0001 0.5993 0.0003 3.8876
Wed, 07/ Apr 99 8.53 0.0173659426 0.0003 1.0464 0.0003 3.5511
Thu, 08/ Apr 99 8.53 0.0032565916 0.0000 0.1945 0.0003 4.0711
Fri, 09/ Apr 99 8.54 0.0108762733 0.0001 0.6824 0.0003 3.9062
Mon, 12/ Apr 99 8.55 0.0068032633 0.0000 0.4372 0.0002 4.0674
Tue, 13/ Apr 99 8.56 0.0077271453 0.0001 0.5161 0.0002 4.0684
Wed, 14/ Apr 99 8.55 -0.003278963 0.0000 -0.2265 0.0002 4.2095
Thu, 15/ Apr 99 8.55 -0.00022194 0.0000 -0.0160 0.0002 4.2797
Fri, 16/ Apr 99 8.55 -0.004965008 0.0000 -0.3756 0.0002 4.2555
Mon, 19/ Apr 99 8.56 0.0124911267 0.0002 0.9803 0.0002 3.8823
Tue, 20/ Apr 99 8.53 -0.025780865 0.0007 -2.0061 0.0002 2.3421
Wed, 21/ Apr 99 8.55 0.0148287009 0.0002 0.9980 0.0002 3.7112
Thu, 22/ Apr 99 8.56 0.0106973495 0.0001 0.7157 0.0002 3.9472
Fri, 23/ Apr 99 8.56 -0.004493854 0.0000 -0.3067 0.0002 4.1761

Page 48
estimation

Mon, 26/ Apr 99 8.57 0.011634669 0.0001 0.8286 0.0002 3.9225


Tue, 27/ Apr 99 8.58 0.0172170247 0.0003 1.2370 0.0002 3.5095
Wed, 28/ Apr 99 8.58 0.0002075521 0.0000 0.0144 0.0002 4.2401
Thu, 29/ Apr 99 8.58 -0.002656551 0.0000 -0.1934 0.0002 4.2689
Fri, 30/ Apr 99 8.59 0.0109420501 0.0001 0.8323 0.0002 3.9852
Mon, 03/ May 99 8.59 -0.002887473 0.0000 -0.2211 0.0002 4.3136
Tue, 04/ May 99 8.59 0.0010501108 0.0000 0.0838 0.0002 4.3761
Wed, 05/ May 99 8.58 -0.014216693 0.0002 -1.1838 0.0001 3.7214
Thu, 06/ May 99 8.57 -0.006193749 0.0000 -0.4992 0.0002 4.2648
Fri, 07/ May 99 8.57 0.0043379502 0.0000 0.3597 0.0001 4.3532
Mon, 10/ May 99 8.56 -0.017410156 0.0003 -1.4937 0.0001 3.3364
Tue, 11/ May 99 8.57 0.0082639565 0.0001 0.6593 0.0002 4.1619
Wed, 12/ May 99 8.57 -0.000215296 0.0000 -0.0175 0.0002 4.3978
Fri, 14/ May 99 8.55 -0.014349745 0.0002 -1.2166 0.0001 3.7000
Mon, 17/ May 99 8.54 -0.01142734 0.0001 -0.9336 0.0001 3.9672
Tue, 18/ May 99 8.55 0.007881701 0.0001 0.6405 0.0002 4.1926
Wed, 19/ May 99 8.55 0.0051410414 0.0000 0.4259 0.0001 4.3263
Thu, 20/ May 99 8.56 0.0103925713 0.0001 0.8883 0.0001 4.0537
Fri, 21/ May 99 8.57 0.0055312741 0.0000 0.4715 0.0001 4.3343
Tue, 25/ May 99 8.55 -0.023364355 0.0005 -2.0477 0.0001 2.3768
Wed, 26/ May 99 8.55 0.0033658367 0.0000 0.2526 0.0002 4.2864
Thu, 27/ May 99 8.53 -0.014956933 0.0002 -1.1702 0.0002 3.6751
Fri, 28/ May 99 8.53 -0.002974621 0.0000 -0.2261 0.0002 4.3052
Mon, 31/ May 99 8.53 0.0002169933 0.0000 0.0172 0.0002 4.3723
Tue, 01/ Jun 99 8.52 -0.009630371 0.0001 -0.7967 0.0001 4.0982
Wed, 02/ Jun 99 8.52 -0.004673097 0.0000 -0.3892 0.0001 4.3465
Fri, 04/ Jun 99 8.54 0.0217669227 0.0005 1.8729 0.0001 2.7010
Mon, 07/ Jun 99 8.55 0.0159918576 0.0003 1.2114 0.0002 3.5937
Tue, 08/ Jun 99 8.56 0.0040245295 0.0000 0.2950 0.0002 4.2512
Wed, 09/ Jun 99 8.57 0.0081816267 0.0001 0.6248 0.0002 4.1404
Thu, 10/ Jun 99 8.56 -0.009066672 0.0001 -0.7082 0.0002 4.1074
Fri, 11/ Jun 99 8.57 0.0106376055 0.0001 0.8442 0.0002 4.0177
Mon, 14/ Jun 99 8.57 0.0012762298 0.0000 0.1017 0.0002 4.3729
Tue, 15/ Jun 99 8.58 0.0139451718 0.0002 1.1592 0.0001 3.7485
Wed, 16/ Jun 99 8.59 0.0071595991 0.0001 0.5777 0.0002 4.2237
Thu, 17/ Jun 99 8.60 0.0056980211 0.0000 0.4708 0.0001 4.3036
Fri, 18/ Jun 99 8.60 0.0033793538 0.0000 0.2875 0.0001 4.4021
Mon, 21/ Jun 99 8.61 0.0070008057 0.0000 0.6171 0.0001 4.2886
Tue, 22/ Jun 99 8.61 3.657263E-05 0.0000 0.0033 0.0001 4.4967
Wed, 23/ Jun 99 8.59 -0.012801317 0.0002 -1.1928 0.0001 3.8231
Thu, 24/ Jun 99 8.58 -0.01333327 0.0002 -1.1959 0.0001 3.7813
Fri, 25/ Jun 99 8.58 -0.004965759 0.0000 -0.4293 0.0001 4.3674
Mon, 28/ Jun 99 8.59 0.0104596869 0.0001 0.9311 0.0001 4.0554
Tue, 29/ Jun 99 8.59 0.0004815014 0.0000 0.0425 0.0001 4.4795
Wed, 30/ Jun 99 8.59 0.0035369587 0.0000 0.3245 0.0001 4.4663
Thu, 01/ Jul 99 8.61 0.0187320027 0.0004 1.7723 0.0001 2.9793
Fri, 02/ Jul 99 8.62 0.0070604979 0.0000 0.5951 0.0001 4.2571
Mon, 05/ Jul 99 8.64 0.0191254202 0.0004 1.6461 0.0001 3.1004
Tue, 06/ Jul 99 8.63 -0.002263644 0.0000 -0.1774 0.0002 4.3455

Page 49
estimation

Wed, 07/ Jul 99 8.63 -0.004356605 0.0000 -0.3559 0.0001 4.3396


Thu, 08/ Jul 99 8.63 0.003322737 0.0000 0.2810 0.0001 4.3982
Fri, 09/ Jul 99 8.64 0.0056642261 0.0000 0.4967 0.0001 4.3504
Mon, 12/ Jul 99 8.64 0.0023151254 0.0000 0.2082 0.0001 4.4773
Tue, 13/ Jul 99 8.63 -0.013932368 0.0002 -1.2979 0.0001 3.6920
Wed, 14/ Jul 99 8.63 0.0066287165 0.0000 0.5870 0.0001 4.3113
Thu, 15/ Jul 99 8.63 0.0014906304 0.0000 0.1346 0.0001 4.4940
Fri, 16/ Jul 99 8.63 0.0001210051 0.0000 0.0113 0.0001 4.5395
Mon, 19/ Jul 99 8.63 0.0008537371 0.0000 0.0829 0.0001 4.5719
Tue, 20/ Jul 99 8.61 -0.024011524 0.0006 -2.4098 0.0001 1.7053
Wed, 21/ Jul 99 8.60 -0.01414361 0.0002 -1.1420 0.0002 3.7392
Thu, 22/ Jul 99 8.58 -0.01362354 0.0002 -1.0709 0.0002 3.7910
Fri, 23/ Jul 99 8.58 -0.005685578 0.0000 -0.4390 0.0002 4.2501
Mon, 26/ Jul 99 8.56 -0.019814151 0.0004 -1.5814 0.0002 3.1293
Tue, 27/ Jul 99 8.56 0.0033976985 0.0000 0.2497 0.0002 4.2660
Wed, 28/ Jul 99 8.56 0.0010331251 0.0000 0.0792 0.0002 4.3363
Thu, 29/ Jul 99 8.53 -0.034479601 0.0012 -2.7620 0.0002 0.5689
Fri, 30/ Jul 99 8.54 0.0097595955 0.0001 0.5969 0.0003 3.9354
Mon, 02/ Aug 99 8.54 0.0054010494 0.0000 0.3406 0.0003 4.0861
Tue, 03/ Aug 99 8.54 -0.004262899 0.0000 -0.2807 0.0002 4.1480
Wed, 04/ Aug 99 8.54 0.0022860952 0.0000 0.1574 0.0002 4.2195
Thu, 05/ Aug 99 8.51 -0.027912787 0.0008 -2.0127 0.0002 2.2526
Fri, 06/ Aug 99 8.52 0.0064111255 0.0000 0.4001 0.0003 4.0537
Mon, 09/ Aug 99 8.53 0.0152175149 0.0002 0.9896 0.0002 3.6852
Tue, 10/ Aug 99 8.52 -0.017135341 0.0003 -1.1096 0.0002 3.5550
Wed, 11/ Aug 99 8.52 0.0037562815 0.0000 0.2391 0.0002 4.1250
Thu, 12/ Aug 99 8.54 0.0212363802 0.0005 1.4163 0.0002 3.1971
Fri, 13/ Aug 99 8.56 0.0177836415 0.0003 1.1222 0.0003 3.5151
Mon, 16/ Aug 99 8.57 0.0071913434 0.0001 0.4458 0.0003 4.0275
Tue, 17/ Aug 99 8.57 0.0005343724 0.0000 0.0344 0.0002 4.1654
Wed, 18/ Aug 99 8.56 -0.005612776 0.0000 -0.3801 0.0002 4.1431
Thu, 19/ Aug 99 8.55 -0.008374564 0.0001 -0.5902 0.0002 4.0811
Fri, 20/ Aug 99 8.57 0.0128897608 0.0002 0.9337 0.0002 3.8468
Mon, 23/ Aug 99 8.58 0.0090639984 0.0001 0.6557 0.0002 4.0664
Tue, 24/ Aug 99 8.58 0.0041483214 0.0000 0.3068 0.0002 4.2564
Wed, 25/ Aug 99 8.59 0.014229554 0.0002 1.0955 0.0002 3.7436
Thu, 26/ Aug 99 8.59 -0.002035283 0.0000 -0.1536 0.0002 4.3118
Fri, 27/ Aug 99 8.60 0.0057393055 0.0000 0.4524 0.0002 4.2648
Mon, 30/ Aug 99 8.59 -0.005147571 0.0000 -0.4188 0.0002 4.3112
Tue, 31/ Aug 99 8.57 -0.022838201 0.0005 -1.9191 0.0001 2.5898
Wed, 01/ Sep 99 8.58 0.0087553414 0.0001 0.6436 0.0002 4.0903
Thu, 02/ Sep 99 8.55 -0.024213521 0.0006 -1.8206 0.0002 2.6627
Fri, 03/ Sep 99 8.58 0.0277992543 0.0008 1.8619 0.0002 2.4710
Mon, 06/ Sep 99 8.59 0.0119832631 0.0001 0.7122 0.0003 3.8313
Tue, 07/ Sep 99 8.59 -0.001703128 0.0000 -0.1036 0.0003 4.1023
Wed, 08/ Sep 99 8.59 0.0017309026 0.0000 0.1107 0.0002 4.1518
Thu, 09/ Sep 99 8.60 0.0066731135 0.0000 0.4481 0.0002 4.1065
Fri, 10/ Sep 99 8.61 0.0086239559 0.0001 0.6009 0.0002 4.0634
Mon, 13/ Sep 99 8.60 -0.006777169 0.0000 -0.4852 0.0002 4.1533

Page 50
estimation

Tue, 14/ Sep 99 8.59 -0.008377337 0.0001 -0.6200 0.0002 4.1120


Wed, 15/ Sep 99 8.59 -0.002649082 0.0000 -0.2008 0.0002 4.3080
Thu, 16/ Sep 99 8.58 -0.015481622 0.0002 -1.2244 0.0002 3.6210
Fri, 17/ Sep 99 8.58 -9.04947E-05 0.0000 -0.0069 0.0002 4.3349
Mon, 20/ Sep 99 8.59 0.0090166453 0.0001 0.7194 0.0002 4.1206
Tue, 21/ Sep 99 8.57 -0.013017897 0.0002 -1.0536 0.0002 3.8386
Wed, 22/ Sep 99 8.56 -0.008363859 0.0001 -0.6654 0.0002 4.1551
Thu, 23/ Sep 99 8.58 0.0115408561 0.0001 0.9352 0.0002 3.9576
Fri, 24/ Sep 99 8.55 -0.021560805 0.0005 -1.7381 0.0002 2.8791
Mon, 27/ Sep 99 8.56 0.0101879136 0.0001 0.7393 0.0002 4.0112
Tue, 28/ Sep 99 8.54 -0.023274151 0.0005 -1.7157 0.0002 2.8285
Wed, 29/ Sep 99 8.54 0.0032219338 0.0000 0.2150 0.0002 4.1775
Thu, 30/ Sep 99 8.55 0.0027631283 0.0000 0.1930 0.0002 4.2279
Fri, 01/ Oct 99 8.54 -0.004920988 0.0000 -0.3597 0.0002 4.2270
Mon, 04/ Oct 99 8.56 0.0182362709 0.0003 1.3853 0.0002 3.3707
Tue, 05/ Oct 99 8.58 0.015776829 0.0002 1.1349 0.0002 3.6318
Wed, 06/ Oct 99 8.59 0.0096611129 0.0001 0.6795 0.0002 4.0224
Thu, 07/ Oct 99 8.60 0.0122515719 0.0002 0.8803 0.0002 3.8871
Fri, 08/ Oct 99 8.60 -9.22631E-06 0.0000 -0.0007 0.0002 4.2785
Mon, 11/ Oct 99 8.60 -0.000878735 0.0000 -0.0664 0.0002 4.3226
Tue, 12/ Oct 99 8.59 -0.01040392 0.0001 -0.8218 0.0002 4.0317
Wed, 13/ Oct 99 8.57 -0.011832436 0.0001 -0.9405 0.0002 3.9333
Thu, 14/ Oct 99 8.56 -0.014291229 0.0002 -1.1302 0.0002 3.7318
Fri, 15/ Oct 99 8.55 -0.006931631 0.0000 -0.5348 0.0002 4.2028
Mon, 18/ Oct 99 8.55 -0.005405936 0.0000 -0.4289 0.0002 4.2818
Tue, 19/ Oct 99 8.57 0.0269082424 0.0007 2.2060 0.0001 1.9733
Wed, 20/ Oct 99 8.57 -0.001072899 0.0000 -0.0736 0.0002 4.2255
Thu, 21/ Oct 99 8.57 -0.008491451 0.0001 -0.6108 0.0002 4.0892
Fri, 22/ Oct 99 8.59 0.0209848293 0.0004 1.5485 0.0002 3.1023
Mon, 25/ Oct 99 8.58 -0.006995622 0.0000 -0.4786 0.0002 4.1110
Tue, 26/ Oct 99 8.59 0.0127668143 0.0002 0.9044 0.0002 3.8515
Wed, 27/ Oct 99 8.59 -0.004631438 0.0000 -0.3288 0.0002 4.2084
Thu, 28/ Oct 99 8.61 0.0212186605 0.0005 1.5687 0.0002 3.0727
Fri, 29/ Oct 99 8.62 0.0084531173 0.0001 0.5777 0.0002 4.0577
Mon, 01/ Nov 99 8.62 -8.68753E-05 0.0000 -0.0061 0.0002 4.2537
Tue, 02/ Nov 99 8.62 0.0039794595 0.0000 0.2935 0.0002 4.2577
Wed, 03/ Nov 99 8.62 0.0025063437 0.0000 0.1925 0.0002 4.3229
Thu, 04/ Nov 99 8.64 0.0133525972 0.0002 1.0699 0.0002 3.8113
Fri, 05/ Nov 99 8.64 0.0039809788 0.0000 0.3131 0.0002 4.3160
Mon, 08/ Nov 99 8.64 -0.00179727 0.0000 -0.1468 0.0001 4.3921
Tue, 09/ Nov 99 8.65 0.0082503089 0.0001 0.7019 0.0001 4.1972
Wed, 10/ Nov 99 8.66 0.0083395385 0.0001 0.7189 0.0001 4.1983
Thu, 11/ Nov 99 8.67 0.0103840071 0.0001 0.9053 0.0001 4.0582
Fri, 12/ Nov 99 8.66 -0.001951109 0.0000 -0.1692 0.0001 4.4486
Mon, 15/ Nov 99 8.68 0.0117148135 0.0001 1.0552 0.0001 3.9439
Tue, 16/ Nov 99 8.68 0.008536174 0.0001 0.7526 0.0001 4.1960
Wed, 17/ Nov 99 8.68 -0.006681016 0.0000 -0.5936 0.0001 4.3107
Thu, 18/ Nov 99 8.69 0.0135160286 0.0002 1.2237 0.0001 3.7570
Fri, 19/ Nov 99 8.69 0.000994455 0.0000 0.0865 0.0001 4.4615

Page 51
estimation

Mon, 22/ Nov 99 8.67 -0.023112717 0.0005 -2.0892 0.0001 2.3218


Tue, 23/ Nov 99 8.67 -0.000885288 0.0000 -0.0680 0.0002 4.3394
Wed, 24/ Nov 99 8.67 0.0006859519 0.0000 0.0551 0.0002 4.3842
Thu, 25/ Nov 99 8.69 0.0242317152 0.0006 2.0300 0.0001 2.3677
Fri, 26/ Nov 99 8.69 -0.000567137 0.0000 -0.0409 0.0002 4.2765
Mon, 29/ Nov 99 8.68 -0.011680776 0.0001 -0.8814 0.0002 3.9351
Tue, 30/ Nov 99 8.68 0.0012151123 0.0000 0.0919 0.0002 4.3217
Wed, 01/ Dec 99 8.69 0.0063906191 0.0000 0.5052 0.0002 4.2426
Thu, 02/ Dec 99 8.69 0.0005660835 0.0000 0.0461 0.0002 4.3980
Fri, 03/ Dec 99 8.72 0.0301888246 0.0009 2.5619 0.0001 1.1595
Mon, 06/ Dec 99 8.72 0.0037548897 0.0000 0.2513 0.0002 4.1719
Tue, 07/ Dec 99 8.73 0.0026957262 0.0000 0.1887 0.0002 4.2305
Wed, 08/ Dec 99 8.72 -0.007035834 0.0000 -0.5152 0.0002 4.1608
Thu, 09/ Dec 99 8.72 0.0004038043 0.0000 0.0305 0.0002 4.3239
Fri, 10/ Dec 99 8.72 -0.003300603 0.0000 -0.2607 0.0002 4.3352
Mon, 13/ Dec 99 8.72 0.004793426 0.0000 0.3938 0.0001 4.3310
Tue, 14/ Dec 99 8.73 0.0098724411 0.0001 0.8382 0.0001 4.0902
Wed, 15/ Dec 99 8.74 0.0072073312 0.0001 0.6132 0.0001 4.2556
Thu, 16/ Dec 99 8.75 0.0172645699 0.0003 1.4977 0.0001 3.3415
Fri, 17/ Dec 99 8.76 0.0019865798 0.0000 0.1601 0.0002 4.3766
Mon, 20/ Dec 99 8.76 0.0038892463 0.0000 0.3266 0.0001 4.3771
Tue, 21/ Dec 99 8.77 0.0062544451 0.0000 0.5438 0.0001 4.3174
Wed, 22/ Dec 99 8.78 0.0114397962 0.0001 1.0176 0.0001 3.9703
Thu, 23/ Dec 99 8.82 0.043677262 0.0019 3.8197 0.0001 -2.8241
Mon, 27/ Dec 99 8.83 0.0080794577 0.0001 0.4515 0.0003 3.9212
Tue, 28/ Dec 99 8.83 0.0035229014 0.0000 0.2051 0.0003 4.0430
Wed, 29/ Dec 99 8.83 -0.000285691 0.0000 -0.0175 0.0003 4.1133
Thu, 30/ Dec 99 8.85 0.0142659819 0.0002 0.9179 0.0002 3.7429
Mon, 03/ Jan 00 8.82 -0.030257106 0.0009 -1.9528 0.0002 2.2605
Tue, 04/ Jan 00 8.79 -0.024564672 0.0006 -1.3882 0.0003 3.0709
Wed, 05/ Jan 00 8.78 -0.012969831 0.0002 -0.6982 0.0003 3.7422
Thu, 06/ Jan 00 8.78 -0.004184335 0.0000 -0.2311 0.0003 3.9850
Fri, 07/ Jan 00 8.82 0.0461824326 0.0021 2.6812 0.0003 0.4671
Mon, 10/ Jan 00 8.84 0.0210944547 0.0004 0.9526 0.0005 3.3565
Tue, 11/ Jan 00 8.84 -0.004960649 0.0000 -0.2253 0.0005 3.7903
Wed, 12/ Jan 00 8.84 0.0031237212 0.0000 0.1495 0.0004 3.8574
Thu, 13/ Jan 00 8.85 0.0062255091 0.0000 0.3145 0.0004 3.8730
Fri, 14/ Jan 00 8.88 0.030752926 0.0009 1.6312 0.0004 2.6407
Mon, 17/ Jan 00 8.89 0.011873655 0.0001 0.5806 0.0004 3.7212
Tue, 18/ Jan 00 8.86 -0.026068009 0.0007 -1.3209 0.0004 3.0530
Wed, 19/ Jan 00 8.87 0.0026717217 0.0000 0.1303 0.0004 3.8787
Thu, 20/ Jan 00 8.87 0.0030442795 0.0000 0.1567 0.0004 3.9288
Fri, 21/ Jan 00 8.85 -0.017002397 0.0003 -0.9224 0.0003 3.5682
Mon, 24/ Jan 00 8.84 -0.008726969 0.0001 -0.4763 0.0003 3.8862
Tue, 25/ Jan 00 8.83 -0.017807674 0.0003 -1.0116 0.0003 3.5280
Wed, 26/ Jan 00 8.85 0.023185578 0.0005 1.3122 0.0003 3.1750
Thu, 27/ Jan 00 8.87 0.0222434768 0.0005 1.2110 0.0003 3.2639
Fri, 28/ Jan 00 8.86 -0.008388851 0.0001 -0.4452 0.0004 3.8725
Mon, 31/ Jan 00 8.83 -0.033235209 0.0011 -1.8397 0.0003 2.3215

Page 52
estimation

Tue, 01/ Feb 00 8.86 0.0309486131 0.0010 1.5301 0.0004 2.7301


Wed, 02/ Feb 00 8.88 0.0170847212 0.0003 0.7907 0.0005 3.5222
Thu, 03/ Feb 00 8.90 0.025102153 0.0006 1.1857 0.0004 3.1522
Fri, 04/ Feb 00 8.92 0.0122105435 0.0001 0.5650 0.0005 3.6749
Mon, 07/ Feb 00 8.90 -0.020120169 0.0004 -0.9663 0.0004 3.4049
Tue, 08/ Feb 00 8.93 0.0341615576 0.0012 1.6463 0.0004 2.5200
Wed, 09/ Feb 00 8.94 0.0104395246 0.0001 0.4633 0.0005 3.6855
Thu, 10/ Feb 00 8.95 0.0104523072 0.0001 0.4846 0.0005 3.7192
Fri, 11/ Feb 00 8.94 -0.01275667 0.0002 -0.6169 0.0004 3.6884
Mon, 14/ Feb 00 8.94 0.0043588476 0.0000 0.2179 0.0004 3.8882
Tue, 15/ Feb 00 8.91 -0.033068788 0.0011 -1.7411 0.0004 2.4480
Wed, 16/ Feb 00 8.92 0.0126546298 0.0002 0.6045 0.0004 3.6836
Thu, 17/ Feb 00 8.93 0.0119715978 0.0001 0.5918 0.0004 3.7255
Fri, 18/ Feb 00 8.93 -0.000890836 0.0000 -0.0456 0.0004 3.9342
Mon, 21/ Feb 00 8.93 0.0022091354 0.0000 0.1193 0.0003 3.9822
Tue, 22/ Feb 00 8.94 0.0022910211 0.0000 0.1304 0.0003 4.0332
Wed, 23/ Feb 00 8.95 0.0118941149 0.0001 0.7127 0.0003 3.8390
Thu, 24/ Feb 00 8.94 -0.007619581 0.0001 -0.4670 0.0003 4.0066
Fri, 25/ Feb 00 8.95 0.0127641579 0.0002 0.8128 0.0002 3.8235
Mon, 28/ Feb 00 8.93 -0.01977774 0.0004 -1.2759 0.0002 3.3529
Tue, 29/ Feb 00 8.94 0.0075395849 0.0001 0.4689 0.0003 4.0203
Wed, 01/ Mar 00 8.95 0.0108480633 0.0001 0.7007 0.0002 3.9226
Thu, 02/ Mar 00 8.98 0.0277986727 0.0008 1.8353 0.0002 2.5058
Fri, 03/ Mar 00 8.98 0.0017930571 0.0000 0.1055 0.0003 4.0693
Mon, 06/ Mar 00 8.98 0.0019766808 0.0000 0.1224 0.0003 4.1183
Tue, 07/ Mar 00 9.00 0.0111205423 0.0001 0.7236 0.0002 3.9136
Wed, 08/ Mar 00 8.99 -0.009714772 0.0001 -0.6448 0.0002 3.9874
Thu, 09/ Mar 00 8.98 -0.004750215 0.0000 -0.3234 0.0002 4.1684
Fri, 10/ Mar 00 8.98 0.0033657591 0.0000 0.2390 0.0002 4.2342
Mon, 13/ Mar 00 8.95 -0.036009455 0.0013 -2.6706 0.0002 0.7403
Tue, 14/ Mar 00 8.94 -0.005709125 0.0000 -0.3288 0.0003 3.9993
Wed, 15/ Mar 00 8.91 -0.031280036 0.0010 -1.8858 0.0003 2.3210
Thu, 16/ Mar 00 8.93 0.0226033431 0.0005 1.2070 0.0004 3.2494
Fri, 17/ Mar 00 8.95 0.0166020153 0.0003 0.8648 0.0004 3.5790
Mon, 20/ Mar 00 8.97 0.0207229249 0.0004 1.0927 0.0004 3.3682
Tue, 21/ Mar 00 8.96 -0.008220547 0.0001 -0.4285 0.0004 3.8619
Wed, 22/ Mar 00 8.96 -0.001193089 0.0000 -0.0649 0.0003 3.9949
Thu, 23/ Mar 00 8.95 -0.013404618 0.0002 -0.7693 0.0003 3.7540
Fri, 24/ Mar 00 8.98 0.0304159824 0.0009 1.7789 0.0003 2.4866
Mon, 27/ Mar 00 8.97 -0.005046485 0.0000 -0.2659 0.0004 3.9289
Tue, 28/ Mar 00 8.98 0.0049847112 0.0000 0.2760 0.0003 3.9758
Wed, 29/ Mar 00 8.97 -0.008504365 0.0001 -0.4941 0.0003 3.9401
Thu, 30/ Mar 00 8.94 -0.02835457 0.0008 -1.7111 0.0003 2.6361
Fri, 31/ Mar 00 8.94 -0.00596947 0.0000 -0.3276 0.0003 3.9516
Mon, 03/ Apr 00 8.91 -0.022647108 0.0005 -1.3025 0.0003 3.2038
Tue, 04/ Apr 00 8.93 0.0125175357 0.0002 0.6932 0.0003 3.7740
Wed, 05/ Apr 00 8.90 -0.025857851 0.0007 -1.4692 0.0003 2.9606
Thu, 06/ Apr 00 8.92 0.01562462 0.0002 0.8365 0.0003 3.6305
Fri, 07/ Apr 00 8.93 0.0101534703 0.0001 0.5514 0.0003 3.8427

Page 53
estimation

Mon, 10/ Apr 00 8.92 -0.000698178 0.0000 -0.0393 0.0003 4.0297


Tue, 11/ Apr 00 8.91 -0.009932159 0.0001 -0.5891 0.0003 3.9093
Wed, 12/ Apr 00 8.92 5.508631E-05 0.0000 0.0034 0.0003 4.1145
Thu, 13/ Apr 00 8.92 0.0008044518 0.0000 0.0518 0.0002 4.1639
Fri, 14/ Apr 00 8.88 -0.03194922 0.0010 -2.1619 0.0002 1.8776
Mon, 17/ Apr 00 8.88 -0.003845312 0.0000 -0.2202 0.0003 4.0234
Tue, 18/ Apr 00 8.88 0.0013000892 0.0000 0.0782 0.0003 4.0939
Wed, 19/ Apr 00 8.88 0.0028057632 0.0000 0.1776 0.0002 4.1319
Thu, 20/ Apr 00 8.88 -0.008175543 0.0001 -0.5429 0.0002 4.0484
Tue, 25/ Apr 00 8.89 0.0169772876 0.0003 1.1641 0.0002 3.5503
Wed, 26/ Apr 00 8.91 0.0147305899 0.0002 0.9855 0.0002 3.7176
Thu, 27/ Apr 00 8.88 -0.022835584 0.0005 -1.5210 0.0002 3.0421
Fri, 28/ Apr 00 8.91 0.0263658978 0.0007 1.6382 0.0003 2.7874
Tue, 02/ May 00 8.93 0.0188695431 0.0004 1.0772 0.0003 3.4644
Wed, 03/ May 00 8.91 -0.023973799 0.0006 -1.3537 0.0003 3.1174
Thu, 04/ May 00 8.91 0.0013248767 0.0000 0.0716 0.0003 3.9871
Fri, 05/ May 00 8.93 0.019321494 0.0004 1.1008 0.0003 3.4367
Mon, 08/ May 00 8.91 -0.016431287 0.0003 -0.9236 0.0003 3.6026
Tue, 09/ May 00 8.89 -0.017367611 0.0003 -0.9814 0.0003 3.5528
Wed, 10/ May 00 8.87 -0.022176531 0.0005 -1.2524 0.0003 3.2495
Thu, 11/ May 00 8.89 0.0192796963 0.0004 1.0553 0.0003 3.4457
Fri, 12/ May 00 8.89 0.0013490486 0.0000 0.0733 0.0003 3.9920
Mon, 15/ May 00 8.88 -0.010250062 0.0001 -0.5869 0.0003 3.8753
Tue, 16/ May 00 8.91 0.0241543342 0.0006 1.4288 0.0003 3.0594
Wed, 17/ May 00 8.88 -0.021883161 0.0005 -1.2256 0.0003 3.2744
Thu, 18/ May 00 8.88 -0.004158946 0.0000 -0.2265 0.0003 3.9720
Fri, 19/ May 00 8.85 -0.027177638 0.0007 -1.5564 0.0003 2.8365
Mon, 22/ May 00 8.84 -0.010943866 0.0001 -0.5834 0.0004 3.8059
Tue, 23/ May 00 8.84 0.0021285136 0.0000 0.1174 0.0003 4.0033
Wed, 24/ May 00 8.83 -0.013487511 0.0002 -0.7836 0.0003 3.7551
Thu, 25/ May 00 8.85 0.0208480992 0.0004 1.2326 0.0003 3.3199
Fri, 26/ May 00 8.84 -0.005825901 0.0000 -0.3344 0.0003 3.9942
Mon, 29/ May 00 8.86 0.0112262098 0.0001 0.6745 0.0003 3.8682
Tue, 30/ May 00 8.87 0.0145164661 0.0002 0.8947 0.0003 3.7210
Wed, 31/ May 00 8.87 -0.001347958 0.0000 -0.0836 0.0003 4.1240
Thu, 01/ Jun 00 8.89 0.0226800326 0.0005 1.4788 0.0002 3.0841
Fri, 02/ Jun 00 8.91 0.022593848 0.0005 1.3829 0.0003 3.1580
Mon, 05/ Jun 00 8.91 -0.004166513 0.0000 -0.2428 0.0003 4.0356
Tue, 06/ Jun 00 8.90 -0.006530439 0.0000 -0.3994 0.0003 4.0337
Wed, 07/ Jun 00 8.89 -0.009120517 0.0001 -0.5815 0.0002 3.9860
Thu, 08/ Jun 00 8.89 -0.006858808 0.0000 -0.4509 0.0002 4.0840
Fri, 09/ Jun 00 8.89 0.0015726679 0.0000 0.1073 0.0002 4.2173
Mon, 12/ Jun 00 8.89 -0.002607286 0.0000 -0.1865 0.0002 4.2530
Tue, 13/ Jun 00 8.89 0.004587534 0.0000 0.3432 0.0002 4.2561
Wed, 14/ Jun 00 8.90 0.0112218471 0.0001 0.8724 0.0002 3.9729
Thu, 15/ Jun 00 8.90 -0.003040965 0.0000 -0.2369 0.0002 4.3275
Fri, 16/ Jun 00 8.87 -0.027279662 0.0007 -2.2134 0.0002 1.9466
Mon, 19/ Jun 00 8.88 0.0094067769 0.0001 0.6380 0.0002 4.0134
Tue, 20/ Jun 00 8.89 0.003947026 0.0000 0.2746 0.0002 4.2045

Page 54
estimation

Wed, 21/ Jun 00 8.87 -0.017753911 0.0003 -1.2894 0.0002 3.4541


Thu, 22/ Jun 00 8.86 -0.006559411 0.0000 -0.4572 0.0002 4.1397
Fri, 23/ Jun 00 8.85 -0.010440394 0.0001 -0.7540 0.0002 3.9955
Mon, 26/ Jun 00 8.86 0.0066792561 0.0000 0.4895 0.0002 4.1746
Tue, 27/ Jun 00 8.86 0.0030931778 0.0000 0.2341 0.0002 4.2993
Wed, 28/ Jun 00 8.86 0.0010053166 0.0000 0.0793 0.0002 4.3652
Thu, 29/ Jun 00 8.84 -0.026060673 0.0007 -2.1467 0.0001 2.1071
Fri, 30/ Jun 00 8.84 0.0034372254 0.0000 0.2391 0.0002 4.2138
Mon, 03/ Jul 00 8.85 0.0087680802 0.0001 0.6376 0.0002 4.0833
Tue, 04/ Jul 00 8.85 -0.002100219 0.0000 -0.1563 0.0002 4.2976
Wed, 05/ Jul 00 8.85 0.0024981873 0.0000 0.1943 0.0002 4.3349
Thu, 06/ Jul 00 8.85 -0.001529525 0.0000 -0.1240 0.0002 4.3877
Fri, 07/ Jul 00 8.86 0.0144439791 0.0002 1.2206 0.0001 3.6919
Mon, 10/ Jul 00 8.86 0.0026339953 0.0000 0.2144 0.0002 4.3764
Tue, 11/ Jul 00 8.85 -0.009497897 0.0001 -0.8042 0.0001 4.1154
Wed, 12/ Jul 00 8.86 0.0088117443 0.0001 0.7499 0.0001 4.1627
Thu, 13/ Jul 00 8.88 0.0182336232 0.0003 1.5664 0.0001 3.2264
Fri, 14/ Jul 00 8.90 0.0168650656 0.0003 1.3339 0.0002 3.4810
Mon, 17/ Jul 00 8.91 0.0152310749 0.0002 1.1469 0.0002 3.6638
Tue, 18/ Jul 00 8.91 -0.003206719 0.0000 -0.2355 0.0002 4.2686
Wed, 19/ Jul 00 8.90 -0.005461151 0.0000 -0.4185 0.0002 4.2514
Thu, 20/ Jul 00 8.92 0.0152993108 0.0002 1.2134 0.0002 3.6372
Fri, 21/ Jul 00 8.91 -0.014391566 0.0002 -1.1028 0.0002 3.7309
Mon, 24/ Jul 00 8.90 -0.006115012 0.0000 -0.4590 0.0002 4.2129
Tue, 25/ Jul 00 8.90 9.960873E-05 0.0000 0.0077 0.0002 4.3514
Wed, 26/ Jul 00 8.90 -0.003679822 0.0000 -0.2983 0.0002 4.3508
Thu, 27/ Jul 00 8.88 -0.01638634 0.0003 -1.3787 0.0001 3.4820
Fri, 28/ Jul 00 8.87 -0.0077056 0.0001 -0.6125 0.0002 4.1880
Mon, 31/ Jul 00 8.88 0.0086698539 0.0001 0.7045 0.0002 4.1495
Tue, 01/ Aug 00 8.87 -0.006255644 0.0000 -0.5159 0.0001 4.2793
Wed, 02/ Aug 00 8.87 -0.004640217 0.0000 -0.3930 0.0001 4.3618
Thu, 03/ Aug 00 8.86 -0.010535518 0.0001 -0.9211 0.0001 4.0466
Fri, 04/ Aug 00 8.86 -0.003033906 0.0000 -0.2635 0.0001 4.4294
Mon, 07/ Aug 00 8.87 0.0136776795 0.0002 1.2307 0.0001 3.7423
Tue, 08/ Aug 00 8.87 0.0014876701 0.0000 0.1285 0.0001 4.4503
Wed, 09/ Aug 00 8.89 0.0143411895 0.0002 1.2873 0.0001 3.6686
Thu, 10/ Aug 00 8.89 0.0074802109 0.0001 0.6401 0.0001 4.2445
Fri, 11/ Aug 00 8.90 0.0057532539 0.0000 0.5009 0.0001 4.3413
Mon, 14/ Aug 00 8.90 0.0011859718 0.0000 0.1059 0.0001 4.4864
Tue, 15/ Aug 00 8.90 -0.003311682 0.0000 -0.3070 0.0001 4.4823
Wed, 16/ Aug 00 8.90 0.0010723055 0.0000 0.1025 0.0001 4.5552
Thu, 17/ Aug 00 8.89 -0.005048765 0.0000 -0.4995 0.0001 4.4697
Fri, 18/ Aug 00 8.89 -0.006341483 0.0000 -0.6395 0.0001 4.4090
Mon, 21/ Aug 00 8.88 -0.004584341 0.0000 -0.4666 0.0001 4.5140
Tue, 22/ Aug 00 8.89 0.0069017628 0.0000 0.7161 0.0001 4.3856
Wed, 23/ Aug 00 8.89 -0.002267647 0.0000 -0.2358 0.0001 4.6165
Thu, 24/ Aug 00 8.89 -0.000348474 0.0000 -0.0372 0.0001 4.6703
Fri, 25/ Aug 00 8.90 0.0105810611 0.0001 1.1621 0.0001 4.0237
Mon, 28/ Aug 00 8.90 0.004376512 0.0000 0.4604 0.0001 4.5498

Page 55
estimation

Tue, 29/ Aug 00 8.89 -0.006125639 0.0000 -0.6557 0.0001 4.4582


Wed, 30/ Aug 00 8.88 -0.015033474 0.0002 -1.6168 0.0001 3.3709
Thu, 31/ Aug 00 8.88 0.0042896856 0.0000 0.4178 0.0001 4.4914
Fri, 01/ Sep 00 8.90 0.0176117379 0.0003 1.7568 0.0001 3.0595
Mon, 04/ Sep 00 8.92 0.0136430015 0.0002 1.2124 0.0001 3.7522
Tue, 05/ Sep 00 8.91 -0.00680432 0.0000 -0.5819 0.0001 4.2794
Wed, 06/ Sep 00 8.90 -0.008426125 0.0001 -0.7360 0.0001 4.1991
Thu, 07/ Sep 00 8.91 0.0054833556 0.0000 0.4835 0.0001 4.3624
Fri, 08/ Sep 00 8.89 -0.014421288 0.0002 -1.3046 0.0001 3.6539
Mon, 11/ Sep 00 8.88 -0.007363545 0.0001 -0.6335 0.0001 4.2541
Tue, 12/ Sep 00 8.87 -0.010968598 0.0001 -0.9604 0.0001 4.0111
Wed, 13/ Sep 00 8.85 -0.018313326 0.0003 -1.5866 0.0001 3.2030
Thu, 14/ Sep 00 8.86 0.0060107931 0.0000 0.4780 0.0002 4.2617
Fri, 15/ Sep 00 8.85 -0.006970396 0.0000 -0.5712 0.0001 4.2430
Mon, 18/ Sep 00 8.84 -0.015528095 0.0002 -1.3029 0.0001 3.5809
Tue, 19/ Sep 00 8.84 0.0066597351 0.0000 0.5330 0.0002 4.2405
Wed, 20/ Sep 00 8.82 -0.025179814 0.0006 -2.0702 0.0001 2.2665
Thu, 21/ Sep 00 8.81 -0.012241242 0.0001 -0.8605 0.0002 3.8825
Fri, 22/ Sep 00 8.82 0.0085419984 0.0001 0.6043 0.0002 4.0765
Mon, 25/ Sep 00 8.82 0.007160976 0.0001 0.5201 0.0002 4.1502
Tue, 26/ Sep 00 8.82 -0.003489818 0.0000 -0.2614 0.0002 4.2821
Wed, 27/ Sep 00 8.83 0.0072199502 0.0001 0.5636 0.0002 4.1987
Thu, 28/ Sep 00 8.83 0.0027405669 0.0000 0.2195 0.0002 4.3593
Fri, 29/ Sep 00 8.82 -0.005082588 0.0000 -0.4237 0.0001 4.3335
Mon, 02/ Oct 00 8.83 0.0093907302 0.0001 0.8076 0.0001 4.1282
Wed, 04/ Oct 00 8.83 -0.005674556 0.0000 -0.4901 0.0001 4.3385
Thu, 05/ Oct 00 8.84 0.0100701351 0.0001 0.8928 0.0001 4.0862
Fri, 06/ Oct 00 8.82 -0.016987901 0.0003 -1.4991 0.0001 3.3565
Mon, 09/ Oct 00 8.81 -0.014209765 0.0002 -1.1640 0.0001 3.7282
Tue, 10/ Oct 00 8.81 -0.001142735 0.0000 -0.0909 0.0002 4.3718
Wed, 11/ Oct 00 8.79 -0.016852965 0.0003 -1.3982 0.0001 3.4409
Thu, 12/ Oct 00 8.77 -0.01479582 0.0002 -1.1573 0.0002 3.6898
Fri, 13/ Oct 00 8.80 0.0298714327 0.0009 2.2733 0.0002 1.7482
Mon, 16/ Oct 00 8.80 -0.005124724 0.0000 -0.3233 0.0003 4.0924
Tue, 17/ Oct 00 8.78 -0.01452116 0.0002 -0.9574 0.0002 3.7303
Wed, 18/ Oct 00 8.78 -0.007485411 0.0001 -0.4929 0.0002 4.0659
Thu, 19/ Oct 00 8.80 0.0208258973 0.0004 1.4204 0.0002 3.2137
Fri, 20/ Oct 00 8.80 -0.000151082 0.0000 -0.0097 0.0002 4.1661
Mon, 23/ Oct 00 8.80 0.0003685996 0.0000 0.0250 0.0002 4.2153
Tue, 24/ Oct 00 8.83 0.0271089809 0.0007 1.9268 0.0002 2.4075
Wed, 25/ Oct 00 8.82 -0.008056996 0.0001 -0.5025 0.0003 4.0068
Thu, 26/ Oct 00 8.82 0.0029120804 0.0000 0.1883 0.0002 4.1513
Fri, 27/ Oct 00 8.84 0.0229009948 0.0005 1.5524 0.0002 3.0114
Mon, 30/ Oct 00 8.84 0.0002728996 0.0000 0.0172 0.0003 4.1420
Tue, 31/ Oct 00 8.86 0.0215475192 0.0005 1.4258 0.0002 3.1758
Wed, 01/ Nov 00 8.86 -0.002598946 0.0000 -0.1625 0.0003 4.1226
Thu, 02/ Nov 00 8.87 0.0041801879 0.0000 0.2745 0.0002 4.1468
Fri, 03/ Nov 00 8.87 0.0055750656 0.0000 0.3828 0.0002 4.1559
Mon, 06/ Nov 00 8.87 0.0011258665 0.0000 0.0804 0.0002 4.2654

Page 56
estimation

Tue, 07/ Nov 00 8.86 -0.008446089 0.0001 -0.6318 0.0002 4.1153


Wed, 08/ Nov 00 8.85 -0.009604672 0.0001 -0.7351 0.0002 4.0676
Thu, 09/ Nov 00 8.85 -0.007036041 0.0000 -0.5463 0.0002 4.2029
Fri, 10/ Nov 00 8.83 -0.015612296 0.0002 -1.2455 0.0002 3.6036
Mon, 13/ Nov 00 8.82 -0.016123888 0.0003 -1.2378 0.0002 3.5747
Tue, 14/ Nov 00 8.85 0.0327630289 0.0011 2.4254 0.0002 1.3632
Wed, 15/ Nov 00 8.85 -0.000798407 0.0000 -0.0478 0.0003 4.0914
Thu, 16/ Nov 00 8.83 -0.017239908 0.0003 -1.0866 0.0003 3.5532
Fri, 17/ Nov 00 8.82 -0.013214457 0.0002 -0.8214 0.0003 3.7924
Mon, 20/ Nov 00 8.80 -0.021376725 0.0005 -1.3459 0.0003 3.2368
Tue, 21/ Nov 00 8.81 0.0103240416 0.0001 0.6215 0.0003 3.9045
Wed, 22/ Nov 00 8.78 -0.025406622 0.0006 -1.5747 0.0003 2.8869
Thu, 23/ Nov 00 8.79 0.0137987506 0.0002 0.7930 0.0003 3.7368
Fri, 24/ Nov 00 8.80 0.0095257626 0.0001 0.5568 0.0003 3.9131
Mon, 27/ Nov 00 8.81 0.0048993107 0.0000 0.2963 0.0003 4.0583
Tue, 28/ Nov 00 8.80 -0.010711329 0.0001 -0.6782 0.0002 3.9182
Wed, 29/ Nov 00 8.79 -0.004119825 0.0000 -0.2672 0.0002 4.1365
Thu, 30/ Nov 00 8.76 -0.034849891 0.0012 -2.3648 0.0002 1.4212
Fri, 01/ Dec 00 8.78 0.0218211812 0.0005 1.2120 0.0003 3.2827
Mon, 04/ Dec 00 8.77 -0.016223546 0.0003 -0.8779 0.0003 3.6057
Tue, 05/ Dec 00 8.80 0.0351107993 0.0012 1.9197 0.0003 2.1588
Wed, 06/ Dec 00 8.80 -0.002238423 0.0000 -0.1080 0.0004 3.8704
Thu, 07/ Dec 00 8.79 -0.008518188 0.0001 -0.4339 0.0004 3.8365
Fri, 08/ Dec 00 8.81 0.0188836997 0.0004 1.0045 0.0004 3.4694
Mon, 11/ Dec 00 8.82 0.0135480116 0.0002 0.7193 0.0004 3.7133
Tue, 12/ Dec 00 8.81 -0.00724028 0.0001 -0.3938 0.0003 3.9187
Wed, 13/ Dec 00 8.80 -0.016981342 0.0003 -0.9654 0.0003 3.5744
Thu, 14/ Dec 00 8.77 -0.022958711 0.0005 -1.3065 0.0003 3.1879
Fri, 15/ Dec 00 8.75 -0.021662794 0.0005 -1.1867 0.0003 3.2992
Mon, 18/ Dec 00 8.76 0.0092678049 0.0001 0.4963 0.0003 3.8574
Tue, 19/ Dec 00 8.78 0.0138360018 0.0002 0.7705 0.0003 3.7230
Wed, 20/ Dec 00 8.74 -0.036226349 0.0013 -2.0569 0.0003 1.9238
Thu, 21/ Dec 00 8.73 -0.007719242 0.0001 -0.3782 0.0004 3.8203
Fri, 22/ Dec 00 8.74 0.008141637 0.0001 0.4179 0.0004 3.8510
Wed, 27/ Dec 00 8.75 0.0122040759 0.0001 0.6547 0.0003 3.7681
Thu, 28/ Dec 00 8.76 0.0068473787 0.0000 0.3781 0.0003 3.9399
Fri, 29/ Dec 00 8.77 0.0096789182 0.0001 0.5589 0.0003 3.8998
Tue, 02/ Jan 01 8.75 -0.022603358 0.0005 -1.3506 0.0003 3.1782
Wed, 03/ Jan 01 8.77 0.0228131716 0.0005 1.3037 0.0003 3.1958
Thu, 04/ Jan 01 8.76 -0.009119995 0.0001 -0.5018 0.0003 3.8819
Fri, 05/ Jan 01 8.76 0.0009044703 0.0000 0.0517 0.0003 4.0450
Mon, 08/ Jan 01 8.76 0.0015437031 0.0000 0.0930 0.0003 4.0940
Tue, 09/ Jan 01 8.76 0.0019301872 0.0000 0.1223 0.0002 4.1414
Wed, 10/ Jan 01 8.75 -0.013273707 0.0002 -0.8834 0.0002 3.8078
Thu, 11/ Jan 01 8.77 0.0227052102 0.0005 1.5195 0.0002 3.0491
Fri, 12/ Jan 01 8.78 0.0038316589 0.0000 0.2392 0.0003 4.1056
Mon, 15/ Jan 01 8.78 0.0050473099 0.0000 0.3303 0.0002 4.1266
Tue, 16/ Jan 01 8.78 -0.00306777 0.0000 -0.2095 0.0002 4.2020
Wed, 17/ Jan 01 8.80 0.0228783027 0.0005 1.6354 0.0002 2.9322

Page 57
estimation

Thu, 18/ Jan 01 8.80 -0.002651791 0.0000 -0.1737 0.0002 4.1672


Fri, 19/ Jan 01 8.80 0.0023736981 0.0000 0.1630 0.0002 4.2163
Mon, 22/ Jan 01 8.81 0.0035223009 0.0000 0.2534 0.0002 4.2437
Tue, 23/ Jan 01 8.81 0.0070775169 0.0001 0.5314 0.0002 4.1774
Wed, 24/ Jan 01 8.81 -0.002344168 0.0000 -0.1812 0.0002 4.3313
Thu, 25/ Jan 01 8.81 0.0030995636 0.0000 0.2499 0.0002 4.3586
Fri, 26/ Jan 01 8.81 -0.004811265 0.0000 -0.4033 0.0001 4.3474
Mon, 29/ Jan 01 8.82 0.0082938653 0.0001 0.7177 0.0001 4.2030
Tue, 30/ Jan 01 8.82 -0.001728655 0.0000 -0.1513 0.0001 4.4603
Wed, 31/ Jan 01 8.82 0.0082515888 0.0001 0.7498 0.0001 4.2283
Thu, 01/ Feb 01 8.81 -0.013401861 0.0002 -1.2259 0.0001 3.7646
Fri, 02/ Feb 01 8.80 -0.009964948 0.0001 -0.8747 0.0001 4.0923
Mon, 05/ Feb 01 8.80 -0.001527182 0.0000 -0.1337 0.0001 4.4633
Tue, 06/ Feb 01 8.81 0.0097530256 0.0001 0.8870 0.0001 4.1169
Wed, 07/ Feb 01 8.79 -0.017190008 0.0003 -1.5552 0.0001 3.2957
Thu, 08/ Feb 01 8.80 0.0087547482 0.0001 0.7290 0.0001 4.1563
Fri, 09/ Feb 01 8.78 -0.02128012 0.0005 -1.7931 0.0001 2.8263
Mon, 12/ Feb 01 8.79 0.0103874926 0.0001 0.7804 0.0002 4.0147
Tue, 13/ Feb 01 8.79 -0.001063794 0.0000 -0.0808 0.0002 4.3273
Wed, 14/ Feb 01 8.78 -0.011974556 0.0001 -0.9511 0.0002 3.9225
Thu, 15/ Feb 01 8.79 0.0171062822 0.0003 1.3505 0.0002 3.4568
Fri, 16/ Feb 01 8.77 -0.023393104 0.0005 -1.7548 0.0002 2.7781
Mon, 19/ Feb 01 8.78 0.005104 0.0000 0.3444 0.0002 4.1525
Tue, 20/ Feb 01 8.77 -0.003194115 0.0000 -0.2247 0.0002 4.2281
Wed, 21/ Feb 01 8.76 -0.016185285 0.0003 -1.1900 0.0002 3.5896
Thu, 22/ Feb 01 8.74 -0.011088362 0.0001 -0.7916 0.0002 3.9548
Fri, 23/ Feb 01 8.71 -0.032811911 0.0011 -2.3706 0.0002 1.4703
Mon, 26/ Feb 01 8.73 0.0185468783 0.0003 1.0945 0.0003 3.4788
Tue, 27/ Feb 01 8.74 0.0050622411 0.0000 0.2947 0.0003 4.0209
Wed, 28/ Feb 01 8.73 -0.001969632 0.0000 -0.1202 0.0003 4.1039
Thu, 01/ Mar 01 8.72 -0.01376321 0.0002 -0.8827 0.0002 3.7714
Fri, 02/ Mar 01 8.73 0.0058034423 0.0000 0.3747 0.0002 4.0974
Mon, 05/ Mar 01 8.73 0.0092700698 0.0001 0.6238 0.0002 4.0145
Tue, 06/ Mar 01 8.75 0.0108285246 0.0001 0.7482 0.0002 3.9556
Wed, 07/ Mar 01 8.75 0.0034282026 0.0000 0.2408 0.0002 4.2229
Thu, 08/ Mar 01 8.74 -0.006137126 0.0000 -0.4504 0.0002 4.1943
Fri, 09/ Mar 01 8.73 -0.010045404 0.0001 -0.7629 0.0002 4.0390
Mon, 12/ Mar 01 8.71 -0.025772426 0.0007 -1.9818 0.0002 2.3787
Tue, 13/ Mar 01 8.69 -0.013927544 0.0002 -0.9301 0.0002 3.7689
Wed, 14/ Mar 01 8.66 -0.028718361 0.0008 -1.9200 0.0002 2.3594
Thu, 15/ Mar 01 8.68 0.0164038985 0.0003 0.9646 0.0003 3.6090
Fri, 16/ Mar 01 8.65 -0.02674869 0.0007 -1.5735 0.0003 2.8366
Mon, 19/ Mar 01 8.64 -0.01355384 0.0002 -0.7401 0.0003 3.7262
Tue, 20/ Mar 01 8.66 0.0218323363 0.0005 1.2188 0.0003 3.2795
Wed, 21/ Mar 01 8.63 -0.028073834 0.0008 -1.5256 0.0003 2.8316
Thu, 22/ Mar 01 8.59 -0.04252551 0.0018 -2.1621 0.0004 1.5913
Fri, 23/ Mar 01 8.62 0.0286591355 0.0008 1.2378 0.0005 2.9995
Mon, 26/ Mar 01 8.65 0.0323494891 0.0010 1.3614 0.0006 2.8130
Tue, 27/ Mar 01 8.69 0.0362211461 0.0013 1.4624 0.0006 2.6289

Page 58
estimation

Wed, 28/ Mar 01 8.67 -0.020533687 0.0004 -0.7850 0.0007 3.3355


Thu, 29/ Mar 01 8.68 0.0105636531 0.0001 0.4131 0.0007 3.5810
Fri, 30/ Mar 01 8.67 -0.008429283 0.0001 -0.3457 0.0006 3.6542
Mon, 02/ Apr 01 8.66 -0.011939014 0.0001 -0.5148 0.0005 3.6315
Tue, 03/ Apr 01 8.62 -0.036648254 0.0013 -1.6468 0.0005 2.4493
Wed, 04/ Apr 01 8.63 0.0079274963 0.0001 0.3283 0.0006 3.6696
Thu, 05/ Apr 01 8.66 0.0309021159 0.0010 1.3461 0.0005 2.8681
Fri, 06/ Apr 01 8.65 -0.012981105 0.0002 -0.5434 0.0006 3.5867
Mon, 09/ Apr 01 8.66 0.0143087436 0.0002 0.6233 0.0005 3.5799
Tue, 10/ Apr 01 8.69 0.0227169587 0.0005 1.0239 0.0005 3.2841
Wed, 11/ Apr 01 8.69 0.0062907919 0.0000 0.2830 0.0005 3.7664
Thu, 12/ Apr 01 8.70 0.0085565706 0.0001 0.4052 0.0004 3.7756
Tue, 17/ Apr 01 8.69 -0.01117798 0.0001 -0.5542 0.0004 3.7500
Wed, 18/ Apr 01 8.73 0.0379039231 0.0014 1.9501 0.0004 2.0391
Thu, 19/ Apr 01 8.73 0.0027586135 0.0000 0.1247 0.0005 3.8036
Fri, 20/ Apr 01 8.72 -0.008763748 0.0001 -0.4186 0.0004 3.7787
Mon, 23/ Apr 01 8.71 -0.012560667 0.0002 -0.6276 0.0004 3.7144
Tue, 24/ Apr 01 8.72 0.0120056797 0.0001 0.6195 0.0004 3.7516
Wed, 25/ Apr 01 8.72 -0.00153271 0.0000 -0.0817 0.0004 3.9723
Thu, 26/ Apr 01 8.72 0.0013841172 0.0000 0.0778 0.0003 4.0257
Fri, 27/ Apr 01 8.73 0.0083877912 0.0001 0.4965 0.0003 3.9576
Mon, 30/ Apr 01 8.74 0.0143526248 0.0002 0.8820 0.0003 3.7293
Wed, 02/ May 01 8.73 -0.008121311 0.0001 -0.5029 0.0003 3.9994
Thu, 03/ May 01 8.71 -0.020267279 0.0004 -1.3010 0.0002 3.3156
Fri, 04/ May 01 8.72 0.0080327892 0.0001 0.4956 0.0003 3.9994
Mon, 07/ May 01 8.72 -0.002554463 0.0000 -0.1635 0.0002 4.1454
Tue, 08/ May 01 8.72 -0.002272851 0.0000 -0.1526 0.0002 4.1953
Wed, 09/ May 01 8.71 -0.007357505 0.0001 -0.5179 0.0002 4.1199
Thu, 10/ May 01 8.73 0.0165575794 0.0003 1.2032 0.0002 3.5620
Fri, 11/ May 01 8.72 -0.003926481 0.0000 -0.2767 0.0002 4.2170
Mon, 14/ May 01 8.71 -0.012509073 0.0002 -0.9200 0.0002 3.8747
Tue, 15/ May 01 8.71 0.0009394268 0.0000 0.0691 0.0002 4.2950
Wed, 16/ May 01 8.72 0.012777185 0.0002 0.9829 0.0002 3.8598
Thu, 17/ May 01 8.73 0.0041177603 0.0000 0.3142 0.0002 4.2854
Fri, 18/ May 01 8.73 0.0021131531 0.0000 0.1676 0.0002 4.3595
Mon, 21/ May 01 8.74 0.010131359 0.0001 0.8377 0.0001 4.0642
Tue, 22/ May 01 8.74 0.0033097856 0.0000 0.2745 0.0001 4.3805
Wed, 23/ May 01 8.73 -0.0088645 0.0001 -0.7630 0.0001 4.1641
Thu, 24/ May 01 8.74 0.0101888565 0.0001 0.8839 0.0001 4.0724
Fri, 25/ May 01 8.74 -0.008851109 0.0001 -0.7656 0.0001 4.1671
Mon, 28/ May 01 8.74 -0.001083567 0.0000 -0.0944 0.0001 4.4631
Tue, 29/ May 01 8.72 -0.015644114 0.0002 -1.4171 0.0001 3.5022
Wed, 30/ May 01 8.71 -0.013010038 0.0002 -1.1049 0.0001 3.8314
Thu, 31/ May 01 8.72 0.0134886561 0.0002 1.1179 0.0001 3.7925
Fri, 01/ Jun 01 8.72 0.0003118767 0.0000 0.0252 0.0002 4.3920
Mon, 04/ Jun 01 8.73 0.0085459976 0.0001 0.7206 0.0001 4.1750
Tue, 05/ Jun 01 8.74 0.0103689615 0.0001 0.8850 0.0001 4.0551
Wed, 06/ Jun 01 8.73 -0.007992277 0.0001 -0.6805 0.0001 4.2128
Thu, 07/ Jun 01 8.73 -0.001323456 0.0000 -0.1144 0.0001 4.4525

Page 59
estimation

Fri, 08/ Jun 01 8.73 0.0004785207 0.0000 0.0430 0.0001 4.4969


Mon, 11/ Jun 01 8.73 -0.003962774 0.0000 -0.3696 0.0001 4.4673
Tue, 12/ Jun 01 8.71 -0.016951958 0.0003 -1.6267 0.0001 3.2409
Wed, 13/ Jun 01 8.72 0.0086747088 0.0001 0.7568 0.0001 4.1823
Thu, 14/ Jun 01 8.70 -0.013286633 0.0002 -1.1682 0.0001 3.7941
Fri, 15/ Jun 01 8.69 -0.019435674 0.0004 -1.6535 0.0001 3.0765
Mon, 18/ Jun 01 8.68 -0.007830851 0.0001 -0.6061 0.0002 4.1653
Tue, 19/ Jun 01 8.69 0.0090726454 0.0001 0.7188 0.0002 4.1140
Wed, 20/ Jun 01 8.68 -0.007880657 0.0001 -0.6335 0.0002 4.1862
Thu, 21/ Jun 01 8.69 0.0085305057 0.0001 0.6998 0.0001 4.1623
Fri, 22/ Jun 01 8.69 0.0025934975 0.0000 0.2159 0.0001 4.3985
Mon, 25/ Jun 01 8.68 -0.006661575 0.0000 -0.5764 0.0001 4.2943
Tue, 26/ Jun 01 8.67 -0.009281682 0.0001 -0.8202 0.0001 4.1451
Wed, 27/ Jun 01 8.67 -0.002515221 0.0000 -0.2227 0.0001 4.4586
Thu, 28/ Jun 01 8.69 0.0234947744 0.0006 2.1558 0.0001 2.1955
Fri, 29/ Jun 01 8.71 0.0143990717 0.0002 1.1108 0.0002 3.7287
Mon, 02/ Jul 01 8.72 0.0084024992 0.0001 0.6342 0.0002 4.1227
Tue, 03/ Jul 01 8.71 -0.008656725 0.0001 -0.6682 0.0002 4.1230
Wed, 04/ Jul 01 8.70 -0.006812169 0.0000 -0.5360 0.0002 4.2218
Thu, 05/ Jul 01 8.70 -0.002751583 0.0000 -0.2225 0.0002 4.3680
Fri, 06/ Jul 01 8.68 -0.023116559 0.0005 -1.9446 0.0001 2.5416
Mon, 09/ Jul 01 8.68 0.0013228823 0.0000 0.0970 0.0002 4.2899
Tue, 10/ Jul 01 8.67 -0.009163024 0.0001 -0.7028 0.0002 4.0929
Wed, 11/ Jul 01 8.67 -0.002499545 0.0000 -0.1950 0.0002 4.3377
Thu, 12/ Jul 01 8.68 0.0150674097 0.0002 1.2251 0.0002 3.6478
Fri, 13/ Jul 01 8.69 0.006452951 0.0000 0.5058 0.0002 4.2337
Mon, 16/ Jul 01 8.67 -0.012604385 0.0002 -1.0172 0.0002 3.8734
Tue, 17/ Jul 01 8.67 -0.001213632 0.0000 -0.0967 0.0002 4.3729
Wed, 18/ Jul 01 8.65 -0.020439535 0.0004 -1.6983 0.0001 2.9778
Thu, 19/ Jul 01 8.67 0.0175328032 0.0003 1.3177 0.0002 3.4514
Fri, 20/ Jul 01 8.66 -0.011321738 0.0001 -0.8130 0.0002 3.9435
Mon, 23/ Jul 01 8.66 0.0047889505 0.0000 0.3473 0.0002 4.2236
Tue, 24/ Jul 01 8.64 -0.02243134 0.0005 -1.6921 0.0002 2.8917
Wed, 25/ Jul 01 8.63 -0.01431642 0.0002 -0.9804 0.0002 3.7460
Thu, 26/ Jul 01 8.64 0.0165211973 0.0003 1.1263 0.0002 3.5878
Fri, 27/ Jul 01 8.66 0.0138402401 0.0002 0.9247 0.0002 3.7744
Mon, 30/ Jul 01 8.66 0.0064657432 0.0000 0.4327 0.0002 4.1099
Tue, 31/ Jul 01 8.68 0.0118421962 0.0001 0.8230 0.0002 3.9026
Wed, 01/ Aug 01 8.67 -0.004438972 0.0000 -0.3116 0.0002 4.2028
Thu, 02/ Aug 01 8.66 -0.009980699 0.0001 -0.7304 0.0002 4.0262
Fri, 03/ Aug 01 8.65 -0.007191801 0.0001 -0.5349 0.0002 4.1661
Mon, 06/ Aug 01 8.66 0.0017697393 0.0000 0.1355 0.0002 4.3292
Tue, 07/ Aug 01 8.66 0.0011253594 0.0000 0.0900 0.0002 4.3776
Wed, 08/ Aug 01 8.63 -0.024281963 0.0006 -2.0258 0.0001 2.3721
Thu, 09/ Aug 01 8.61 -0.018375987 0.0003 -1.3195 0.0002 3.4034
Fri, 10/ Aug 01 8.60 -0.014396678 0.0002 -0.9887 0.0002 3.7406
Mon, 13/ Aug 01 8.60 0.0037254596 0.0000 0.2545 0.0002 4.1916
Tue, 14/ Aug 01 8.62 0.0121993626 0.0001 0.8709 0.0002 3.8889
Wed, 15/ Aug 01 8.60 -0.011893199 0.0001 -0.8533 0.0002 3.9091

Page 60
estimation

Thu, 16/ Aug 01 8.59 -0.017291156 0.0003 -1.2485 0.0002 3.5001


Fri, 17/ Aug 01 8.56 -0.02641867 0.0007 -1.8403 0.0002 2.5503
Mon, 20/ Aug 01 8.56 -0.002740187 0.0000 -0.1698 0.0003 4.1122
Tue, 21/ Aug 01 8.56 0.0015886511 0.0000 0.1034 0.0002 4.1701
Wed, 22/ Aug 01 8.56 0.0007857176 0.0000 0.0537 0.0002 4.2226
Thu, 23/ Aug 01 8.57 0.0064596735 0.0000 0.4629 0.0002 4.1647
Fri, 24/ Aug 01 8.59 0.0250841509 0.0006 1.8603 0.0002 2.5760
Mon, 27/ Aug 01 8.60 0.0035149291 0.0000 0.2309 0.0002 4.1582
Tue, 28/ Aug 01 8.58 -0.018234331 0.0003 -1.2540 0.0002 3.4445
Wed, 29/ Aug 01 8.58 -0.000712282 0.0000 -0.0473 0.0002 4.1943
Thu, 30/ Aug 01 8.55 -0.027248184 0.0007 -1.8989 0.0002 2.4411
Fri, 31/ Aug 01 8.55 0.0049794462 0.0000 0.3060 0.0003 4.0713
Mon, 03/ Sep 01 8.54 -0.018298027 0.0003 -1.1763 0.0002 3.4715
Tue, 04/ Sep 01 8.56 0.0221320986 0.0005 1.3884 0.0003 3.1751
Wed, 05/ Sep 01 8.53 -0.031207133 0.0010 -1.8615 0.0003 2.3559
Thu, 06/ Sep 01 8.49 -0.034811974 0.0012 -1.8465 0.0004 2.2663
Fri, 07/ Sep 01 8.46 -0.030129157 0.0009 -1.4267 0.0004 2.8399
Mon, 10/ Sep 01 8.45 -0.012879933 0.0002 -0.5794 0.0005 3.6385
Tue, 11/ Sep 01 8.36 -0.088746725 0.0079 -4.1416 0.0005 -4.7335
Wed, 12/ Sep 01 8.37 0.0143275617 0.0002 0.4079 0.0012 3.2656
Thu, 13/ Sep 01 8.39 0.0131080295 0.0002 0.3923 0.0011 3.3218
Fri, 14/ Sep 01 8.32 -0.064998816 0.0042 -2.0459 0.0010 1.3564
Mon, 17/ Sep 01 8.35 0.0284001062 0.0008 0.7763 0.0013 3.0068
Tue, 18/ Sep 01 8.34 -0.009419483 0.0001 -0.2642 0.0013 3.2989
Wed, 19/ Sep 01 8.30 -0.037167445 0.0014 -1.1020 0.0011 2.7823
Thu, 20/ Sep 01 8.25 -0.059147566 0.0035 -1.7409 0.0012 1.8668
Fri, 21/ Sep 01 8.24 -0.00590769 0.0000 -0.1584 0.0014 3.2765
Mon, 24/ Sep 01 8.30 0.0642855008 0.0041 1.8279 0.0012 1.6770
Tue, 25/ Sep 01 8.30 -0.007348616 0.0001 -0.1879 0.0015 3.2237
Wed, 26/ Sep 01 8.32 0.0212730925 0.0005 0.5765 0.0014 3.1333
Thu, 27/ Sep 01 8.34 0.0215423642 0.0005 0.6080 0.0013 3.1554
Fri, 28/ Sep 01 8.37 0.0291213551 0.0008 0.8541 0.0012 3.0138
Mon, 01/ Oct 01 8.35 -0.015952384 0.0003 -0.4765 0.0011 3.2834
Tue, 02/ Oct 01 8.37 0.0150350964 0.0002 0.4704 0.0010 3.3326
Wed, 03/ Oct 01 8.40 0.0303105509 0.0009 0.9933 0.0009 2.9962
Thu, 04/ Oct 01 8.42 0.0248143184 0.0006 0.8164 0.0009 3.1602
Fri, 05/ Oct 01 8.41 -0.013378067 0.0002 -0.4496 0.0009 3.4136
Mon, 08/ Oct 01 8.41 0.001660945 0.0000 0.0585 0.0008 3.5599
Tue, 09/ Oct 01 8.41 -0.005069389 0.0000 -0.1892 0.0007 3.6019
Wed, 10/ Oct 01 8.44 0.0309899425 0.0010 1.2232 0.0006 2.9274
Thu, 11/ Oct 01 8.46 0.0225628835 0.0005 0.8700 0.0007 3.2737
Fri, 12/ Oct 01 8.44 -0.019977996 0.0004 -0.7820 0.0007 3.3615
Mon, 15/ Oct 01 8.42 -0.016711367 0.0003 -0.6693 0.0006 3.4661
Tue, 16/ Oct 01 8.44 0.0170032086 0.0003 0.7029 0.0006 3.4748
Wed, 17/ Oct 01 8.44 0.0039563004 0.0000 0.1683 0.0006 3.7364
Thu, 18/ Oct 01 8.43 -0.015283636 0.0002 -0.6870 0.0005 3.5696
Fri, 19/ Oct 01 8.41 -0.013389432 0.0002 -0.6196 0.0005 3.6427
Mon, 22/ Oct 01 8.44 0.0231679557 0.0005 1.1089 0.0004 3.2535
Tue, 23/ Oct 01 8.46 0.0182124701 0.0003 0.8614 0.0004 3.4854

Page 61
estimation

Wed, 24/ Oct 01 8.48 0.0226154127 0.0005 1.0845 0.0004 3.2822


Thu, 25/ Oct 01 8.46 -0.020199229 0.0004 -0.9598 0.0004 3.4005
Fri, 26/ Oct 01 8.48 0.0219517071 0.0005 1.0474 0.0004 3.3167
Mon, 29/ Oct 01 8.45 -0.033737316 0.0011 -1.6017 0.0004 2.5775
Tue, 30/ Oct 01 8.42 -0.025287273 0.0006 -1.1130 0.0005 3.1651
Wed, 31/ Oct 01 8.42 0.0033285358 0.0000 0.1448 0.0005 3.7626
Thu, 01/ Nov 01 8.44 0.0167481506 0.0003 0.7701 0.0005 3.5317
Fri, 02/ Nov 01 8.43 -0.011458522 0.0001 -0.5387 0.0005 3.7053
Mon, 05/ Nov 01 8.47 0.0367983848 0.0014 1.7983 0.0004 2.2722
Tue, 06/ Nov 01 8.46 -0.010030984 0.0001 -0.4413 0.0005 3.6866
Wed, 07/ Nov 01 8.49 0.0319853861 0.0010 1.4718 0.0005 2.7459
Thu, 08/ Nov 01 8.52 0.0269768537 0.0007 1.1724 0.0005 3.0846
Fri, 09/ Nov 01 8.50 -0.016862887 0.0003 -0.7197 0.0005 3.4947
Mon, 12/ Nov 01 8.48 -0.01843751 0.0003 -0.8085 0.0005 3.4540
Tue, 13/ Nov 01 8.51 0.0259245793 0.0007 1.1592 0.0005 3.1284
Wed, 14/ Nov 01 8.51 0.0013251858 0.0000 0.0583 0.0005 3.7817
Thu, 15/ Nov 01 8.52 0.010602658 0.0001 0.4930 0.0005 3.7179
Fri, 16/ Nov 01 8.53 0.0111849746 0.0001 0.5421 0.0004 3.7340
Mon, 19/ Nov 01 8.55 0.0239010415 0.0006 1.2035 0.0004 3.1949
Tue, 20/ Nov 01 8.54 -0.017297888 0.0003 -0.8507 0.0004 3.5336
Wed, 21/ Nov 01 8.53 -0.001797076 0.0000 -0.0896 0.0004 3.9057
Thu, 22/ Nov 01 8.54 0.0073466017 0.0001 0.3869 0.0004 3.8890
Fri, 23/ Nov 01 8.55 0.0051442816 0.0000 0.2834 0.0003 3.9687
Mon, 26/ Nov 01 8.54 -0.007179705 0.0001 -0.4150 0.0003 3.9710
Tue, 27/ Nov 01 8.53 -0.010723842 0.0001 -0.6465 0.0003 3.8902
Wed, 28/ Nov 01 8.50 -0.028796479 0.0008 -1.7844 0.0003 2.5345
Thu, 29/ Nov 01 8.50 0.0040864731 0.0000 0.2277 0.0003 3.9944
Fri, 30/ Nov 01 8.52 0.0108463796 0.0001 0.6351 0.0003 3.8683
Mon, 03/ Dec 01 8.51 -0.000294638 0.0000 -0.0178 0.0003 4.0987
Tue, 04/ Dec 01 8.52 0.0051087697 0.0000 0.3240 0.0002 4.0974
Wed, 05/ Dec 01 8.57 0.0484216985 0.0023 3.2089 0.0002 -0.9548
Thu, 06/ Dec 01 8.57 0.0016214106 0.0000 0.0763 0.0005 3.8485
Fri, 07/ Dec 01 8.56 -0.013803045 0.0002 -0.6863 0.0004 3.6709
Mon, 10/ Dec 01 8.54 -0.014403986 0.0002 -0.7364 0.0004 3.6631
Tue, 11/ Dec 01 8.55 0.0042390725 0.0000 0.2219 0.0004 3.9332
Wed, 12/ Dec 01 8.53 -0.016434872 0.0003 -0.9052 0.0003 3.5991
Thu, 13/ Dec 01 8.51 -0.019247529 0.0004 -1.0680 0.0003 3.4458
Fri, 14/ Dec 01 8.50 -0.011468947 0.0001 -0.6304 0.0003 3.8080
Mon, 17/ Dec 01 8.53 0.0317884807 0.0010 1.8012 0.0003 2.4150
Tue, 18/ Dec 01 8.53 -0.005609638 0.0000 -0.2855 0.0004 3.8889
Wed, 19/ Dec 01 8.51 -0.010963436 0.0001 -0.5863 0.0003 3.8073
Thu, 20/ Dec 01 8.50 -0.010192823 0.0001 -0.5638 0.0003 3.8541
Fri, 21/ Dec 01 8.52 0.0170543109 0.0003 0.9766 0.0003 3.5708
Thu, 27/ Dec 01 8.54 0.0193610319 0.0004 1.1083 0.0003 3.4331
Fri, 28/ Dec 01 8.55 0.0083622241 0.0001 0.4718 0.0003 3.9216
Wed, 02/ Jan 02 8.55 0.0015065872 0.0000 0.0884 0.0003 4.0687
Thu, 03/ Jan 02 8.57 0.0196228431 0.0004 1.2125 0.0003 3.3887
Fri, 04/ Jan 02 8.58 0.0091491635 0.0001 0.5497 0.0003 3.9447
Mon, 07/ Jan 02 8.56 -0.016398891 0.0003 -1.0193 0.0003 3.6102

Page 62
estimation

Tue, 08/ Jan 02 8.56 0.000792848 0.0000 0.0490 0.0003 4.1222


Wed, 09/ Jan 02 8.57 0.0098513041 0.0001 0.6399 0.0002 3.9690
Thu, 10/ Jan 02 8.56 -0.011429978 0.0001 -0.7622 0.0002 3.9095
Fri, 11/ Jan 02 8.56 -0.003475739 0.0000 -0.2356 0.0002 4.1884
Mon, 14/ Jan 02 8.53 -0.02805413 0.0008 -1.9888 0.0002 2.2835
Tue, 15/ Jan 02 8.53 -0.000750404 0.0000 -0.0462 0.0003 4.1198
Wed, 16/ Jan 02 8.51 -0.015496655 0.0002 -1.0042 0.0002 3.6671
Thu, 17/ Jan 02 8.54 0.0294952986 0.0009 1.9005 0.0002 2.3597
Fri, 18/ Jan 02 8.54 -0.002178317 0.0000 -0.1239 0.0003 4.0333
Mon, 21/ Jan 02 8.53 -0.010300357 0.0001 -0.6168 0.0003 3.9021
Tue, 22/ Jan 02 8.53 -0.004749175 0.0000 -0.2929 0.0003 4.0791
Wed, 23/ Jan 02 8.55 0.0229832573 0.0005 1.4838 0.0002 3.0667
Thu, 24/ Jan 02 8.55 0.0014341748 0.0000 0.0869 0.0003 4.1001
Fri, 25/ Jan 02 8.55 -0.002674526 0.0000 -0.1704 0.0002 4.1399
Mon, 28/ Jan 02 8.55 0.0004633736 0.0000 0.0310 0.0002 4.2020
Tue, 29/ Jan 02 8.53 -0.014546009 0.0002 -1.0208 0.0002 3.7300
Wed, 30/ Jan 02 8.53 -0.006376838 0.0000 -0.4433 0.0002 4.1434
Thu, 31/ Jan 02 8.54 0.0109077924 0.0001 0.7863 0.0002 3.9687
Fri, 01/ Feb 02 8.54 -0.002067682 0.0000 -0.1509 0.0002 4.2786
Mon, 04/ Feb 02 8.51 -0.022334818 0.0005 -1.7042 0.0002 2.8826
Tue, 05/ Feb 02 8.50 -0.009621865 0.0001 -0.6651 0.0002 4.0147
Wed, 06/ Feb 02 8.48 -0.027172974 0.0007 -1.9217 0.0002 2.4123
Thu, 07/ Feb 02 8.49 0.0120431412 0.0001 0.7480 0.0003 3.8492
Fri, 08/ Feb 02 8.48 -0.005499794 0.0000 -0.3482 0.0002 4.0874
Mon, 11/ Feb 02 8.51 0.0212877376 0.0005 1.4069 0.0002 3.2013
Tue, 12/ Feb 02 8.49 -0.011241083 0.0001 -0.7039 0.0003 3.8894
Wed, 13/ Feb 02 8.50 0.0102993437 0.0001 0.6595 0.0002 3.9420
Thu, 14/ Feb 02 8.51 0.0077545115 0.0001 0.5092 0.0002 4.0550
Fri, 15/ Feb 02 8.49 -0.02260483 0.0005 -1.5362 0.0002 3.0389
Mon, 18/ Feb 02 8.49 0.0018819938 0.0000 0.1190 0.0003 4.1398
Tue, 19/ Feb 02 8.47 -0.022357121 0.0005 -1.4850 0.0002 3.0934
Wed, 20/ Feb 02 8.47 0.0033926076 0.0000 0.2113 0.0003 4.1092
Thu, 21/ Feb 02 8.49 0.0146384546 0.0002 0.9562 0.0002 3.7222
Fri, 22/ Feb 02 8.46 -0.021915551 0.0005 -1.4302 0.0002 3.1557
Mon, 25/ Feb 02 8.49 0.0245529093 0.0006 1.5139 0.0003 2.9756
Tue, 26/ Feb 02 8.50 0.0070093482 0.0000 0.4042 0.0003 3.9730
Wed, 27/ Feb 02 8.51 0.0126741786 0.0002 0.7627 0.0003 3.8064
Thu, 28/ Feb 02 8.52 0.0157734311 0.0002 0.9669 0.0003 3.6483
Fri, 01/ Mar 02 8.54 0.0115090419 0.0001 0.7051 0.0003 3.8666
Mon, 04/ Mar 02 8.57 0.028702814 0.0008 1.7988 0.0003 2.5200
Tue, 05/ Mar 02 8.56 -0.003278438 0.0000 -0.1843 0.0003 4.0123
Wed, 06/ Mar 02 8.57 0.0107648703 0.0001 0.6366 0.0003 3.8772
Thu, 07/ Mar 02 8.57 0.0007886756 0.0000 0.0480 0.0003 4.1072
Fri, 08/ Mar 02 8.59 0.0131695267 0.0002 0.8430 0.0002 3.8037
Mon, 11/ Mar 02 8.58 -0.003528903 0.0000 -0.2282 0.0002 4.1433
Tue, 12/ Mar 02 8.57 -0.012218891 0.0001 -0.8277 0.0002 3.8731
Wed, 13/ Mar 02 8.57 -0.005668247 0.0000 -0.3879 0.0002 4.1507
Thu, 14/ Mar 02 8.57 0.0058691437 0.0000 0.4178 0.0002 4.1780
Fri, 15/ Mar 02 8.59 0.0232713691 0.0005 1.7186 0.0002 2.8252

Page 63
estimation

Mon, 18/ Mar 02 8.60 0.0046050981 0.0000 0.3077 0.0002 4.1547


Tue, 19/ Mar 02 8.61 0.0067061276 0.0000 0.4679 0.0002 4.1357
Wed, 20/ Mar 02 8.59 -0.018075257 0.0003 -1.3058 0.0002 3.4274
Thu, 21/ Mar 02 8.58 -0.002990655 0.0000 -0.2070 0.0002 4.2156
Fri, 22/ Mar 02 8.59 0.0032571768 0.0000 0.2358 0.0002 4.2544
Mon, 25/ Mar 02 8.58 -0.009126277 0.0001 -0.6898 0.0002 4.0873
Tue, 26/ Mar 02 8.59 0.0136741401 0.0002 1.0526 0.0002 3.7895
Wed, 27/ Mar 02 8.58 -0.007932182 0.0001 -0.6013 0.0002 4.1474
Thu, 28/ Mar 02 8.59 0.0091743165 0.0001 0.7127 0.0002 4.0987
Tue, 02/ Apr 02 8.58 -0.016101771 0.0003 -1.2706 0.0002 3.5611
Wed, 03/ Apr 02 8.57 -0.005520683 0.0000 -0.4181 0.0002 4.2397
Thu, 04/ Apr 02 8.57 -0.005104032 0.0000 -0.4002 0.0002 4.2819
Fri, 05/ Apr 02 8.57 0.0010612926 0.0000 0.0861 0.0002 4.3927
Mon, 08/ Apr 02 8.55 -0.015363021 0.0002 -1.3001 0.0001 3.5931
Tue, 09/ Apr 02 8.55 -0.001947718 0.0000 -0.1572 0.0002 4.3787
Wed, 10/ Apr 02 8.57 0.0182284761 0.0003 1.5331 0.0001 3.2568
Thu, 11/ Apr 02 8.55 -0.019639461 0.0004 -1.5288 0.0002 3.1861
Fri, 12/ Apr 02 8.55 0.0051561991 0.0000 0.3726 0.0002 4.2109
Mon, 15/ Apr 02 8.56 0.0104564465 0.0001 0.7852 0.0002 4.0104
Tue, 16/ Apr 02 8.58 0.0188292769 0.0004 1.4295 0.0002 3.3080
Wed, 17/ Apr 02 8.58 -0.004751271 0.0000 -0.3396 0.0002 4.2117
Thu, 18/ Apr 02 8.57 -0.010522304 0.0001 -0.7828 0.0002 4.0030
Fri, 19/ Apr 02 8.57 0.0041090636 0.0000 0.3092 0.0002 4.2731
Mon, 22/ Apr 02 8.56 -0.015075552 0.0002 -1.1802 0.0002 3.6639
Tue, 23/ Apr 02 8.55 -0.002573677 0.0000 -0.1955 0.0002 4.3111
Wed, 24/ Apr 02 8.55 -0.006174529 0.0000 -0.4894 0.0002 4.2529
Thu, 25/ Apr 02 8.53 -0.020702581 0.0004 -1.6902 0.0002 2.9740
Fri, 26/ Apr 02 8.52 -0.01074722 0.0001 -0.7950 0.0002 3.9877
Mon, 29/ Apr 02 8.52 0.0015307114 0.0000 0.1144 0.0002 4.3078
Tue, 30/ Apr 02 8.53 0.006599528 0.0000 0.5158 0.0002 4.2257
Thu, 02/ May 02 8.51 -0.015319476 0.0002 -1.2322 0.0002 3.6283
Fri, 03/ May 02 8.49 -0.016611991 0.0003 -1.2874 0.0002 3.5215
Mon, 06/ May 02 8.49 -0.000430176 0.0000 -0.0319 0.0002 4.3071
Tue, 07/ May 02 8.49 -0.001693824 0.0000 -0.1316 0.0002 4.3443
Wed, 08/ May 02 8.52 0.0315509455 0.0010 2.5590 0.0002 1.1215
Thu, 09/ May 02 8.51 -0.012428287 0.0002 -0.7961 0.0002 3.8429
Fri, 10/ May 02 8.49 -0.019268388 0.0004 -1.2521 0.0002 3.3903
Mon, 13/ May 02 8.51 0.0210788962 0.0004 1.3242 0.0003 3.2636
Tue, 14/ May 02 8.53 0.0146842001 0.0002 0.8844 0.0003 3.7071
Wed, 15/ May 02 8.53 0.0046060585 0.0000 0.2796 0.0003 4.0668
Thu, 16/ May 02 8.53 -0.004928942 0.0000 -0.3134 0.0002 4.1032
Fri, 17/ May 02 8.52 -0.002189639 0.0000 -0.1455 0.0002 4.1859
Mon, 20/ May 02 8.52 -0.007457635 0.0001 -0.5197 0.0002 4.1089
Tue, 21/ May 02 8.51 -0.002880726 0.0000 -0.2073 0.0002 4.2546
Wed, 22/ May 02 8.50 -0.013148266 0.0002 -0.9886 0.0002 3.8313
Thu, 23/ May 02 8.49 -0.008164144 0.0001 -0.6090 0.0002 4.1266
Fri, 24/ May 02 8.50 0.0040148827 0.0000 0.3069 0.0002 4.2894
Mon, 27/ May 02 8.51 0.0126585381 0.0002 1.0062 0.0002 3.8694
Tue, 28/ May 02 8.50 -0.008696305 0.0001 -0.6833 0.0002 4.1306

Page 64
estimation

Wed, 29/ May 02 8.49 -0.007505867 0.0001 -0.6002 0.0002 4.2014


Thu, 30/ May 02 8.47 -0.024854656 0.0006 -2.0329 0.0001 2.3378
Fri, 31/ May 02 8.48 0.0117618206 0.0001 0.8275 0.0002 3.9112
Mon, 03/ Jun 02 8.47 -0.014708223 0.0002 -1.0444 0.0002 3.7174
Tue, 04/ Jun 02 8.44 -0.026065779 0.0007 -1.8285 0.0002 2.5789
Wed, 05/ Jun 02 8.44 -0.000319997 0.0000 -0.0200 0.0003 4.1351
Thu, 06/ Jun 02 8.45 0.007155947 0.0001 0.4704 0.0002 4.0749
Fri, 07/ Jun 02 8.44 -0.010216216 0.0001 -0.6964 0.0002 3.9795
Mon, 10/ Jun 02 8.43 -0.004548111 0.0000 -0.3166 0.0002 4.1927
Tue, 11/ Jun 02 8.44 0.0036605499 0.0000 0.2656 0.0002 4.2492
Wed, 12/ Jun 02 8.41 -0.02104006 0.0004 -1.5925 0.0002 3.0586
Thu, 13/ Jun 02 8.41 -0.008919553 0.0001 -0.6216 0.0002 4.0509
Fri, 14/ Jun 02 8.37 -0.037909757 0.0014 -2.7107 0.0002 0.5958
Mon, 17/ Jun 02 8.41 0.0390187269 0.0015 2.1533 0.0003 1.6924
Tue, 18/ Jun 02 8.40 -0.009260417 0.0001 -0.4344 0.0005 3.7538
Wed, 19/ Jun 02 8.38 -0.017985003 0.0003 -0.8820 0.0004 3.5037
Thu, 20/ Jun 02 8.35 -0.025381282 0.0006 -1.2590 0.0004 3.1115
Fri, 21/ Jun 02 8.35 -0.003132787 0.0000 -0.1508 0.0004 3.8625
Mon, 24/ Jun 02 8.33 -0.025167574 0.0006 -1.2782 0.0004 3.1108
Tue, 25/ Jun 02 8.34 0.0181897843 0.0003 0.8940 0.0004 3.4952
Wed, 26/ Jun 02 8.32 -0.025036179 0.0006 -1.2431 0.0004 3.1324
Thu, 27/ Jun 02 8.36 0.038380109 0.0015 1.8526 0.0004 2.1607
Fri, 28/ Jun 02 8.39 0.02849768 0.0008 1.2282 0.0005 3.0092
Mon, 01/ Jul 02 8.38 -0.003600263 0.0000 -0.1514 0.0006 3.7272
Tue, 02/ Jul 02 8.34 -0.039912991 0.0016 -1.7736 0.0005 2.2212
Wed, 03/ Jul 02 8.33 -0.013870946 0.0002 -0.5575 0.0006 3.5382
Thu, 04/ Jul 02 8.36 0.0286963361 0.0008 1.1996 0.0006 3.0135
Fri, 05/ Jul 02 8.41 0.051353993 0.0026 2.1020 0.0006 1.5027
Mon, 08/ Jul 02 8.40 -0.009120144 0.0001 -0.3208 0.0008 3.5089
Tue, 09/ Jul 02 8.38 -0.016470926 0.0003 -0.6105 0.0007 3.4264
Wed, 10/ Jul 02 8.34 -0.041954849 0.0018 -1.6131 0.0007 2.3483
Thu, 11/ Jul 02 8.32 -0.017264219 0.0003 -0.6155 0.0008 3.3844
Fri, 12/ Jul 02 8.33 0.0029820734 0.0000 0.1103 0.0007 3.6042
Mon, 15/ Jul 02 8.27 -0.054291981 0.0029 -2.1259 0.0007 1.4079
Tue, 16/ Jul 02 8.29 0.016537221 0.0003 0.5545 0.0009 3.3587
Wed, 17/ Jul 02 8.32 0.0285178862 0.0008 0.9962 0.0008 3.0572
Thu, 18/ Jul 02 8.32 0.0019356648 0.0000 0.0678 0.0008 3.5544
Fri, 19/ Jul 02 8.27 -0.052277552 0.0027 -1.9419 0.0007 1.7294
Mon, 22/ Jul 02 8.21 -0.052878415 0.0028 -1.7330 0.0009 1.9880
Tue, 23/ Jul 02 8.17 -0.048738289 0.0024 -1.4565 0.0011 2.3367
Wed, 24/ Jul 02 8.20 0.032689534 0.0011 0.9274 0.0012 2.9153
Thu, 25/ Jul 02 8.17 -0.031373499 0.0010 -0.9003 0.0012 2.9515
Fri, 26/ Jul 02 8.18 0.0164917689 0.0003 0.4800 0.0012 3.2557
Mon, 29/ Jul 02 8.26 0.0755267552 0.0057 2.3020 0.0011 0.7675
Tue, 30/ Jul 02 8.26 0.0049517334 0.0000 0.1257 0.0016 3.2262
Wed, 31/ Jul 02 8.22 -0.047191264 0.0022 -1.2710 0.0014 2.4856
Thu, 01/ Aug 02 8.19 -0.025646748 0.0007 -0.6722 0.0015 3.0402
Fri, 02/ Aug 02 8.16 -0.026412956 0.0007 -0.7163 0.0014 3.0437
Mon, 05/ Aug 02 8.11 -0.052543169 0.0028 -1.4693 0.0013 2.2515

Page 65
estimation

Tue, 06/ Aug 02 8.18 0.0684167875 0.0047 1.8135 0.0014 1.6330


Wed, 07/ Aug 02 8.15 -0.029316106 0.0009 -0.7005 0.0018 2.9283
Thu, 08/ Aug 02 8.21 0.0598431803 0.0036 1.4769 0.0016 2.1154
Fri, 09/ Aug 02 8.23 0.0219360096 0.0005 0.5128 0.0018 3.0203
Mon, 12/ Aug 02 8.20 -0.030707098 0.0009 -0.7511 0.0017 2.9150
Tue, 13/ Aug 02 8.21 0.0098440976 0.0001 0.2477 0.0016 3.1945
Wed, 14/ Aug 02 8.19 -0.025654736 0.0007 -0.6830 0.0014 3.0486
Thu, 15/ Aug 02 8.21 0.0209003068 0.0004 0.5753 0.0013 3.1496
Fri, 16/ Aug 02 8.21 0.0051561724 0.0000 0.1478 0.0012 3.3449
Mon, 19/ Aug 02 8.25 0.0406790143 0.0017 1.2363 0.0011 2.6499
Tue, 20/ Aug 02 8.23 -0.018185714 0.0003 -0.5399 0.0011 3.2451
Wed, 21/ Aug 02 8.26 0.0261018291 0.0007 0.8087 0.0010 3.1064
Thu, 22/ Aug 02 8.27 0.0098731046 0.0001 0.3127 0.0010 3.4067
Fri, 23/ Aug 02 8.25 -0.02024424 0.0004 -0.6764 0.0009 3.2802
Mon, 26/ Aug 02 8.24 -0.011671025 0.0001 -0.4029 0.0008 3.4604
Tue, 27/ Aug 02 8.26 0.0176558074 0.0003 0.6401 0.0008 3.3857
Wed, 28/ Aug 02 8.21 -0.044710981 0.0020 -1.6782 0.0007 2.2171
Thu, 29/ Aug 02 8.21 -0.005961517 0.0000 -0.2055 0.0008 3.5192
Fri, 30/ Aug 02 8.22 0.0141013391 0.0002 0.5142 0.0008 3.4642
Mon, 02/ Sep 02 8.19 -0.028279692 0.0008 -1.0764 0.0007 3.0599
Tue, 03/ Sep 02 8.13 -0.060065995 0.0036 -2.2725 0.0007 1.0510
Wed, 04/ Sep 02 8.14 0.0078858822 0.0001 0.2494 0.0010 3.4231
Thu, 05/ Sep 02 8.12 -0.020998882 0.0004 -0.7021 0.0009 3.2631
Fri, 06/ Sep 02 8.16 0.0382978186 0.0015 1.3203 0.0008 2.6686
Mon, 09/ Sep 02 8.14 -0.016330317 0.0003 -0.5438 0.0009 3.3577
Tue, 10/ Sep 02 8.16 0.0189118435 0.0004 0.6566 0.0008 3.3317
Wed, 11/ Sep 02 8.18 0.0254273253 0.0006 0.9131 0.0008 3.1641
Thu, 12/ Sep 02 8.14 -0.046484814 0.0022 -1.6887 0.0008 2.1668
Fri, 13/ Sep 02 8.12 -0.017865331 0.0003 -0.5954 0.0009 3.3291
Mon, 16/ Sep 02 8.11 -0.012643256 0.0002 -0.4378 0.0008 3.4488
Tue, 17/ Sep 02 8.10 -0.009055505 0.0001 -0.3288 0.0008 3.5380
Wed, 18/ Sep 02 8.05 -0.051214409 0.0026 -1.9584 0.0007 1.7262
Thu, 19/ Sep 02 8.01 -0.038309489 0.0015 -1.2889 0.0009 2.6852
Fri, 20/ Sep 02 8.03 0.0191865202 0.0004 0.6261 0.0009 3.2893
Mon, 23/ Sep 02 7.98 -0.050673217 0.0026 -1.7149 0.0009 2.0512
Tue, 24/ Sep 02 7.96 -0.014182625 0.0002 -0.4388 0.0010 3.3357
Wed, 25/ Sep 02 7.99 0.0306036348 0.0009 0.9934 0.0009 2.9866
Thu, 26/ Sep 02 8.01 0.0194219807 0.0004 0.6330 0.0009 3.2837
Fri, 27/ Sep 02 7.98 -0.034248654 0.0012 -1.1570 0.0009 2.8506
Mon, 30/ Sep 02 7.93 -0.052709755 0.0028 -1.7553 0.0009 1.9651
Tue, 01/ Oct 02 7.96 0.0341515478 0.0012 1.0334 0.0011 2.8758
Wed, 02/ Oct 02 7.98 0.0212405494 0.0005 0.6428 0.0011 3.2034
Thu, 03/ Oct 02 7.94 -0.039531004 0.0016 -1.2398 0.0010 2.6771
Fri, 04/ Oct 02 7.91 -0.035706191 0.0013 -1.0933 0.0011 2.8240
Mon, 07/ Oct 02 7.89 -0.017551514 0.0003 -0.5340 0.0011 3.2726
Tue, 08/ Oct 02 7.87 -0.017128757 0.0003 -0.5439 0.0010 3.3101
Wed, 09/ Oct 02 7.86 -0.009275982 0.0001 -0.3072 0.0009 3.4528
Thu, 10/ Oct 02 7.91 0.0507736974 0.0026 1.7734 0.0008 1.9808
Fri, 11/ Oct 02 7.98 0.0697855257 0.0049 2.2082 0.0010 1.0164

Page 66
estimation

Mon, 14/ Oct 02 7.96 -0.027897361 0.0008 -0.7466 0.0014 3.0083


Tue, 15/ Oct 02 8.02 0.0672166266 0.0045 1.8502 0.0013 1.6035
Wed, 16/ Oct 02 8.01 -0.012989683 0.0002 -0.3205 0.0016 3.1543
Thu, 17/ Oct 02 8.06 0.0529227783 0.0028 1.3785 0.0015 2.3098
Fri, 18/ Oct 02 8.06 -0.002774566 0.0000 -0.0694 0.0016 3.2166
Mon, 21/ Oct 02 8.10 0.0369243695 0.0014 0.9802 0.0014 2.7985
Tue, 22/ Oct 02 8.06 -0.039361218 0.0015 -1.0516 0.0014 2.7324
Wed, 23/ Oct 02 8.01 -0.045556773 0.0021 -1.2156 0.0014 2.5452
Thu, 24/ Oct 02 8.04 0.0244352032 0.0006 0.6389 0.0015 3.0597
Fri, 25/ Oct 02 8.04 0.0038759613 0.0000 0.1051 0.0014 3.2949
Mon, 28/ Oct 02 8.07 0.0307754685 0.0009 0.8857 0.0012 2.9674
Tue, 29/ Oct 02 8.01 -0.056903584 0.0032 -1.6631 0.0012 1.9921
Wed, 30/ Oct 02 8.04 0.0298542284 0.0009 0.8044 0.0014 2.9702
Thu, 31/ Oct 02 8.06 0.0125304044 0.0002 0.3455 0.0013 3.2572
Fri, 01/ Nov 02 8.06 0.0038968015 0.0000 0.1133 0.0012 3.3634
Mon, 04/ Nov 02 8.11 0.0501498867 0.0025 1.5463 0.0011 2.2331
Tue, 05/ Nov 02 8.12 0.0070008041 0.0000 0.2023 0.0012 3.3435
Wed, 06/ Nov 02 8.10 -0.015783407 0.0002 -0.4830 0.0011 3.3045
Thu, 07/ Nov 02 8.06 -0.044373226 0.0020 -1.4216 0.0010 2.4564
Fri, 08/ Nov 02 8.03 -0.024560319 0.0006 -0.7503 0.0011 3.1379
Mon, 11/ Nov 02 8.02 -0.012102429 0.0001 -0.3799 0.0010 3.3744
Tue, 12/ Nov 02 8.04 0.0239766988 0.0006 0.7918 0.0009 3.1838
Wed, 13/ Nov 02 8.03 -0.016000859 0.0003 -0.5409 0.0009 3.3743
Thu, 14/ Nov 02 8.07 0.0390053298 0.0015 1.3747 0.0008 2.6174
Fri, 15/ Nov 02 8.07 0.0010564016 0.0000 0.0357 0.0009 3.5198
Mon, 18/ Nov 02 8.08 0.0082994242 0.0001 0.2974 0.0008 3.5348
Tue, 19/ Nov 02 8.07 -0.00355782 0.0000 -0.1345 0.0007 3.6231
Wed, 20/ Nov 02 8.07 0.0018878746 0.0000 0.0755 0.0006 3.6860
Thu, 21/ Nov 02 8.10 0.0281225477 0.0008 1.1907 0.0006 3.0368
Fri, 22/ Nov 02 8.11 0.0049052926 0.0000 0.2036 0.0006 3.7049
Mon, 25/ Nov 02 8.10 -0.006537669 0.0000 -0.2865 0.0005 3.7391
Tue, 26/ Nov 02 8.07 -0.033160381 0.0011 -1.5299 0.0005 2.6613
Wed, 27/ Nov 02 8.12 0.0472756846 0.0022 2.0435 0.0005 1.6785
Thu, 28/ Nov 02 8.12 0.0043596962 0.0000 0.1634 0.0007 3.6106
Fri, 29/ Nov 02 8.11 -0.012105975 0.0001 -0.4801 0.0006 3.5650
Mon, 02/ Dec 02 8.13 0.0178737155 0.0003 0.7407 0.0006 3.4500
Tue, 03/ Dec 02 8.10 -0.029942078 0.0009 -1.2732 0.0006 2.9395
Wed, 04/ Dec 02 8.11 0.0121978595 0.0001 0.5032 0.0006 3.5932
Thu, 05/ Dec 02 8.08 -0.029338334 0.0009 -1.2627 0.0005 2.9649
Fri, 06/ Dec 02 8.07 -0.005351156 0.0000 -0.2237 0.0006 3.7081
Mon, 09/ Dec 02 8.03 -0.045267648 0.0020 -1.9973 0.0005 1.7923
Tue, 10/ Dec 02 8.06 0.0328637946 0.0011 1.2666 0.0007 2.8496
Wed, 11/ Dec 02 8.07 0.008818355 0.0001 0.3303 0.0007 3.5686
Thu, 12/ Dec 02 8.04 -0.026688627 0.0007 -1.0525 0.0006 3.1208
Fri, 13/ Dec 02 8.03 -0.011252449 0.0001 -0.4421 0.0006 3.5733
Mon, 16/ Dec 02 8.07 0.0408279742 0.0017 1.6799 0.0006 2.3061
Tue, 17/ Dec 02 8.05 -0.020589324 0.0004 -0.7775 0.0007 3.3291
Wed, 18/ Dec 02 8.01 -0.038066082 0.0014 -1.4717 0.0007 2.5719
Thu, 19/ Dec 02 7.99 -0.020481657 0.0004 -0.7491 0.0007 3.3187

Page 67
estimation

Fri, 20/ Dec 02 8.01 0.0209877007 0.0004 0.7879 0.0007 3.3151


Mon, 23/ Dec 02 8.01 -0.007760958 0.0001 -0.2981 0.0007 3.6037
Fri, 27/ Dec 02 7.95 -0.055088197 0.0030 -2.2296 0.0006 1.2152
Mon, 30/ Dec 02 7.97 0.0183620707 0.0003 0.6255 0.0009 3.3327
Thu, 02/ Jan 03 8.04 0.0708604749 0.0050 2.5028 0.0008 0.4325
Fri, 03/ Jan 03 8.04 -0.003904503 0.0000 -0.1110 0.0012 3.3410
Mon, 06/ Jan 03 8.06 0.0205793007 0.0004 0.6204 0.0011 3.2136
Tue, 07/ Jan 03 8.04 -0.014188391 0.0002 -0.4440 0.0010 3.3448
Wed, 08/ Jan 03 8.00 -0.039236776 0.0015 -1.2877 0.0009 2.6619
Thu, 09/ Jan 03 8.02 0.0148178373 0.0002 0.4719 0.0010 3.3495
Fri, 10/ Jan 03 8.02 -0.000115226 0.0000 -0.0038 0.0009 3.5070
Mon, 13/ Jan 03 8.03 0.0076484717 0.0001 0.2705 0.0008 3.5292
Tue, 14/ Jan 03 8.04 0.0123618113 0.0002 0.4615 0.0007 3.5133
Wed, 15/ Jan 03 8.02 -0.016044273 0.0003 -0.6268 0.0007 3.4689
Thu, 16/ Jan 03 8.02 0.0015433745 0.0000 0.0624 0.0006 3.6984
Fri, 17/ Jan 03 7.98 -0.045308799 0.0021 -1.9406 0.0005 1.8743
Mon, 20/ Jan 03 7.97 -0.008695303 0.0001 -0.3283 0.0007 3.5773
Tue, 21/ Jan 03 7.96 -0.007973506 0.0001 -0.3170 0.0006 3.6325
Wed, 22/ Jan 03 7.94 -0.023731158 0.0006 -0.9933 0.0006 3.2409
Thu, 23/ Jan 03 7.94 0.0028390945 0.0000 0.1191 0.0006 3.7293
Fri, 24/ Jan 03 7.91 -0.033788464 0.0011 -1.4988 0.0005 2.6691
Mon, 27/ Jan 03 7.88 -0.027612812 0.0008 -1.1530 0.0006 3.0671
Tue, 28/ Jan 03 7.89 0.0103704299 0.0001 0.4264 0.0006 3.6254
Wed, 29/ Jan 03 7.90 0.0130944446 0.0002 0.5639 0.0005 3.6038

Page 68
estimation

###
3
### 1
Wed, 29/ Jan 03 1
1
1
Conditional 100
Standard
Deviation Garch Vol

0.0201904373 0.3218
0.0192429704 0.3067
0.0182461872 0.2908
0.0173458456 0.2764
0.0166296347 0.2650
0.0160033015 0.2551
0.0152276466 0.2427
0.0149299184 0.2379
0.0146797655 0.2340
0.0140051117 0.2232
0.0135735026 0.2163
0.0132890094 0.2118
0.0127790756 0.2037
0.0124563993 0.1985
0.0127640459 0.2034
0.0123667174 0.1971
0.0122667473 0.1955
0.0118404649 0.1887
0.011391705 0.1816
0.0118811983 0.1894
0.0114147781 0.1819
0.0111928757 0.1784
0.0113978945 0.1817
0.0109630798 0.1747
0.0106338707 0.1695
0.0102658453 0.1636
0.0099776077 0.1590
0.010507285 0.1675
0.0102324183 0.1631
0.0100194478 0.1597
0.0099834579 0.1591
0.0101844791 0.1623
0.0099629688 0.1588
0.0101646692 0.1620
0.010110825 0.1611
0.0109464268 0.1745
0.0170352993 0.2715
0.0178199923 0.2840
0.0173291956 0.2762

Page 69
estimation

0.0173894255 0.2771
0.0165216617 0.2633
0.0166110668 0.2647
0.0170361291 0.2715
0.0168298765 0.2682
0.0160001016 0.2550
0.0152892797 0.2437
0.0155025062 0.2471
0.0147886619 0.2357
0.0140924058 0.2246
0.0143022245 0.2279
0.0143644123 0.2289
0.0137510484 0.2192
0.0133644181 0.2130
0.0127859044 0.2038
0.0124466102 0.1984
0.0120252294 0.1917
0.0123945251 0.1975
0.0121132619 0.1931
0.0116396787 0.1855
0.0119864004 0.1910
0.0115159212 0.1835
0.011105496 0.1770
0.0111466205 0.1776
0.0122034835 0.1945
0.0129719367 0.2067
0.0124226404 0.1980
0.0124898216 0.1991
0.0119741987 0.1908
0.0115064334 0.1834
0.0111139091 0.1771
0.0108781614 0.1734
0.0106579698 0.1699
0.0106798291 0.1702
0.0103170889 0.1644
0.0104876896 0.1671
0.0101492561 0.1618
0.0104277133 0.1662
0.0111335672 0.1774
0.0107254785 0.1709
0.010740879 0.1712
0.0104467408 0.1665
0.0102627644 0.1636
0.0100449703 0.1601
0.010645157 0.1697
0.0111030241 0.1770
0.0113452773 0.1808
0.0109815983 0.1750
0.0105811884 0.1686

Page 70
estimation

0.0113449438 0.1808
0.0109243594 0.1741
0.0112125015 0.1787
0.0109243262 0.1741
0.0105370042 0.1679
0.0116025619 0.1849
0.0119466771 0.1904
0.0125160327 0.1995
0.0126223027 0.2012
0.0133583846 0.2129
0.0129742052 0.2068
0.013121289 0.2091
0.0140283784 0.2236
0.0134195279 0.2139
0.0128503522 0.2048
0.0136077753 0.2169
0.0132229186 0.2107
0.0136099472 0.2169
0.0134154345 0.2138
0.0130271745 0.2076
0.0127408656 0.2031
0.013865358 0.2210
0.0132777578 0.2116
0.0180272068 0.2873
0.0171109659 0.2727
0.018383338 0.2930
0.0176839247 0.2818
0.018069261 0.2880
0.0172186375 0.2744
0.0165986903 0.2645
0.015790909 0.2517
0.01506258 0.2401
0.0155025048 0.2471
0.015477319 0.2467
0.0149405433 0.2381
0.0145176591 0.2314
0.0143362882 0.2285
0.013676857 0.2180
0.0130820653 0.2085
0.0136048868 0.2168
0.012997438 0.2071
0.0125825971 0.2005
0.0121298435 0.1933
0.0117947842 0.1880
0.0124649312 0.1987
0.0121260377 0.1933
0.0133777332 0.2132
0.0132108195 0.2105
0.0127190683 0.2027

Page 71
estimation

0.0122156778 0.1947
0.0117736378 0.1876
0.0114480246 0.1825
0.0111778956 0.1781
0.0108121831 0.1723
0.011106755 0.1770
0.0120401695 0.1919
0.0124989051 0.1992
0.0120697015 0.1924
0.0117606164 0.1874
0.0123363072 0.1966
0.0119152248 0.1899
0.0119204033 0.1900
0.0139462908 0.2223
0.0143001195 0.2279
0.0137580059 0.2193
0.0135230321 0.2155
0.012958681 0.2065
0.0125527875 0.2001
0.0122718648 0.1956
0.0117686449 0.1876
0.0113564406 0.1810
0.0112477748 0.1793
0.0114882029 0.1831
0.0111001743 0.1769
0.0108818949 0.1734
0.0105345805 0.1679
0.0103036661 0.1642
0.010507604 0.1675
0.0105468695 0.1681
0.010183611 0.1623
0.0105069551 0.1675
0.0101630327 0.1620
0.0098683208 0.1573
0.009598974 0.1530
0.0097584398 0.1555
0.0099100522 0.1579
0.0099808926 0.1591
0.0106849452 0.1703
0.0106025929 0.1690
0.0105892416 0.1688
0.0109644756 0.1747
0.0117318003 0.1870
0.0119289956 0.1901
0.013211831 0.2106
0.0126358727 0.2014
0.0136086296 0.2169
0.0131531124 0.2096
0.0127992761 0.2040

Page 72
estimation

0.0148079543 0.2360
0.0178394393 0.2843
0.02068257 0.3296
0.0199675772 0.3182
0.0189571081 0.3021
0.0184030172 0.2933
0.0174681525 0.2784
0.0168392864 0.2684
0.0160450704 0.2557
0.0154160756 0.2457
0.0168622677 0.2687
0.0160230309 0.2554
0.0154329024 0.2460
0.0158060534 0.2519
0.0156775358 0.2499
0.0149985467 0.2390
0.0144595261 0.2304
0.0151713239 0.2418
0.0148827845 0.2372
0.0154155725 0.2457
0.0157944771 0.2517
0.0166332379 0.2651
0.0163388828 0.2604
0.0157011436 0.2502
0.0198027871 0.3156
0.0187889858 0.2994
0.0199795288 0.3184
0.0191489711 0.3052
0.0182333664 0.2906
0.0181611489 0.2894
0.0185471805 0.2956
0.0181805647 0.2898
0.0178121748 0.2839
0.0170888496 0.2724
0.0163891501 0.2612
0.0157893805 0.2516
0.0151642083 0.2417
0.014861625 0.2369
0.0154792125 0.2467
0.0176534927 0.2814
0.017005931 0.2710
0.0174480361 0.2781
0.0189056254 0.3013
0.017937146 0.2859
0.017216817 0.2744
0.0169427814 0.2700
0.0161087484 0.2567
0.0153206345 0.2442
0.0150279678 0.2395

Page 73
estimation

0.0152732046 0.2434
0.0146595085 0.2336
0.0148301 0.2364
0.0143090503 0.2280
0.0148516784 0.2367
0.014312088 0.2281
0.0136566924 0.2177
0.013380012 0.2132
0.0150033959 0.2391
0.0148897139 0.2373
0.01456315 0.2321
0.0140607035 0.2241
0.013434943 0.2141
0.0141180776 0.2250
0.0141978206 0.2263
0.0136460281 0.2175
0.0151929375 0.2421
0.0146791234 0.2339
0.0208139346 0.3317
0.0205709883 0.3278
0.0239850162 0.3823
0.0353227106 0.5630
0.0386885958 0.6166
0.0368495365 0.5873
0.0347065904 0.5531
0.0344554589 0.5491
0.0326514806 0.5204
0.0311086187 0.4958
0.0295458942 0.4709
0.0298316506 0.4754
0.028498597 0.4542
0.0269459685 0.4294
0.0261935571 0.4175
0.0250390329 0.3991
0.0237585123 0.3786
0.0231049932 0.3682
0.0220844455 0.3520
0.0208845235 0.3328
0.0208904692 0.3329
0.020093282 0.3202
0.0218342306 0.3480
0.0207098621 0.3301
0.0203862932 0.3249
0.019541177 0.3114
0.0185152583 0.2951
0.0200039387 0.3188
0.0189467318 0.3020
0.0179745235 0.2865
0.0176292482 0.2810

Page 74
estimation

0.0168956119 0.2693
0.0165646892 0.2640
0.0160158844 0.2553
0.0161160032 0.2568
0.0168108757 0.2679
0.016507225 0.2631
0.0157891748 0.2516
0.0151400206 0.2413
0.0155635315 0.2480
0.0148225782 0.2362
0.0155002692 0.2470
0.0151211003 0.2410
0.0156934227 0.2501
0.0160453145 0.2557
0.015774923 0.2514
0.0158049025 0.2519
0.0158958855 0.2533
0.0153057805 0.2439
0.0148531138 0.2367
0.0145268664 0.2315
0.0161501338 0.2574
0.0192596689 0.3069
0.019104773 0.3045
0.0182597378 0.2910
0.0176172343 0.2808
0.0169526322 0.2702
0.0178350595 0.2842
0.017010109 0.2711
0.0162644745 0.2592
0.016177559 0.2578
0.0154361683 0.2460
0.014723931 0.2347
0.0146203024 0.2330
0.0162577392 0.2591
0.0155949398 0.2485
0.0149190043 0.2378
0.0154068085 0.2455
0.0146819159 0.2340
0.0143697001 0.2290
0.0143937788 0.2294
0.0142234157 0.2267
0.0143918839 0.2294
0.0140139225 0.2233
0.0141404577 0.2254
0.0139786562 0.2228
0.0135667111 0.2162
0.0130266098 0.2076
0.0137437303 0.2190
0.0132549984 0.2112

Page 75
estimation

0.0130857597 0.2086
0.0125980878 0.2008
0.0126612294 0.2018
0.0127842721 0.2037
0.0124997408 0.1992
0.0125944189 0.2007
0.0121258558 0.1933
0.0117771743 0.1877
0.0113964922 0.1816
0.0114328658 0.1822
0.0125114437 0.1994
0.0135922639 0.2166
0.0137157682 0.2186
0.0135860202 0.2165
0.0129797867 0.2069
0.0124277894 0.1981
0.0123660144 0.1971
0.0118596385 0.1890
0.0121139004 0.1931
0.0117547849 0.1873
0.0113433044 0.1808
0.0117090273 0.1866
0.0114182959 0.1820
0.0115820341 0.1846
0.0119592877 0.1906
0.012039439 0.1919
0.0118806188 0.1893
0.0123377119 0.1966
0.0132262223 0.2108
0.0130625582 0.2082
0.0125745107 0.2004
0.0123928078 0.1975
0.0122425708 0.1951
0.0128377598 0.2046
0.013394153 0.2135
0.0131300613 0.2093
0.0130315095 0.2077
0.0124942056 0.1991
0.0125853792 0.2006
0.0125206378 0.1995
0.015914995 0.2536
0.0154649814 0.2465
0.0148175223 0.2362
0.0156078841 0.2487
0.0162794287 0.2595
0.0158770711 0.2530
0.0157420741 0.2509
0.016036689 0.2556
0.015250298 0.2430

Page 76
estimation

0.0193940694 0.3091
0.0190595913 0.3038
0.0180629608 0.2879
0.0173463303 0.2765
0.0170494515 0.2717
0.0169846918 0.2707
0.0163545364 0.2606
0.0162746297 0.2594
0.0154998469 0.2470
0.014876144 0.2371
0.0144934264 0.2310
0.014094625 0.2246
0.0152752666 0.2434
0.0148717855 0.2370
0.0141836834 0.2261
0.0141063175 0.2248
0.0161489022 0.2574
0.0153643093 0.2449
0.0155024136 0.2471
0.0147755993 0.2355
0.0141934842 0.2262
0.0135967304 0.2167
0.014106893 0.2248
0.0143974305 0.2295
0.0137714653 0.2195
0.0131544726 0.2096
0.0134413105 0.2142
0.0152861836 0.2436
0.0150255203 0.2395
0.015819176 0.2521
0.0150562572 0.2400
0.0143670844 0.2290
0.0139701424 0.2226
0.0138213204 0.2203
0.013638119 0.2174
0.0138885121 0.2213
0.0132606479 0.2113
0.0129137377 0.2058
0.0123962953 0.1976
0.0118925008 0.1895
0.0114185464 0.1820
0.0113031107 0.1801
0.0110398399 0.1759
0.0108844808 0.1735
0.0108636068 0.1731
0.0105100861 0.1675
0.010179039 0.1622
0.010047415 0.1601
0.0105346254 0.1679

Page 77
estimation

0.0101951194 0.1625
0.0098904985 0.1576
0.0099969834 0.1593
0.0097596233 0.1555
0.0094697618 0.1509
0.0096428642 0.1537
0.0097619107 0.1556
0.0095474703 0.1522
0.0123453172 0.1968
0.0118364127 0.1886
0.0115316896 0.1838
0.0111870376 0.1783
0.0107763246 0.1717
0.012205679 0.1945
0.0117066522 0.1866
0.0132588508 0.2113
0.0143203931 0.2282
0.0141519099 0.2255
0.0148322413 0.2364
0.018873118 0.3008
0.0196443213 0.3131
0.0188128734 0.2998
0.0186572781 0.2973
0.017695116 0.2820
0.0180370311 0.2875
0.0171841761 0.2739
0.0174943548 0.2788
0.025776183 0.4108
0.0247359279 0.3942
0.0248274935 0.3957
0.0249769475 0.3981
0.0259122703 0.4130
0.0248417866 0.3959
0.0257049217 0.4097
0.0244320116 0.3894
0.0259356239 0.4133
0.0266261767 0.4244
0.0251356271 0.4006
0.0247022048 0.3937
0.0260717015 0.4155
0.0249361124 0.3974
0.0305075214 0.4862
0.0287716444 0.4585
0.0291690403 0.4649
0.0278497945 0.4439
0.0263354142 0.4197
0.0279553906 0.4455
0.0268338417 0.4277
0.02793452 0.4452

Page 78
estimation

0.0282374916 0.4500
0.0280104947 0.4464
0.0266797619 0.4252
0.0258722843 0.4123
0.0252694665 0.4027
0.0244420933 0.3895
0.0242473001 0.3864
0.0294016541 0.4686
0.0346918568 0.5529
0.0331943971 0.5290
0.0327389423 0.5218
0.0313220073 0.4992
0.0333616309 0.5317
0.0322478705 0.5139
0.035871347 0.5717
0.0339943261 0.5418
0.0322010344 0.5132
0.0309317788 0.4930
0.0298873326 0.4763
0.0282696221 0.4505
0.0284161244 0.4529
0.0272944473 0.4350
0.0262295671 0.4180
0.0247598201 0.3946
0.0250814075 0.3997
0.0247875465 0.3950
0.0255548228 0.4073
0.0241452875 0.3848
0.0243560342 0.3882
0.0238199487 0.3796
0.0228290451 0.3638
0.0234802338 0.3742
0.0222795899 0.3551
0.021130955 0.3368
0.0205059803 0.3268
0.0207217672 0.3303
0.0199742311 0.3183
0.0196641957 0.3134
0.0186259533 0.2968
0.0202387425 0.3226
0.0199437332 0.3179
0.0188884917 0.3010
0.0190820323 0.3041
0.0196696369 0.3135
0.0198962485 0.3171
0.0192431493 0.3067
0.0182578744 0.2910
0.0186538072 0.2973
0.0182330656 0.2906

Page 79
estimation

0.0184030131 0.2933
0.0236036171 0.3762
0.0231344551 0.3687
0.0228125674 0.3636
0.0215791427 0.3439
0.0208349378 0.3321
0.0197434234 0.3147
0.0188612354 0.3006
0.017936997 0.2859
0.0185968745 0.2964
0.0176570549 0.2814
0.0171536226 0.2734
0.017437296 0.2779
0.0170660579 0.2720
0.0174757895 0.2785
0.0195909217 0.3122
0.0187972254 0.2996
0.0196809653 0.3137
0.0195879664 0.3122
0.0185733331 0.2960
0.017711591 0.2823
0.0230423807 0.3672
0.0217791675 0.3471
0.0235756714 0.3757
0.0234213472 0.3733
0.0225282154 0.3590
0.0225514362 0.3594
0.0217602227 0.3468
0.0267740198 0.4267
0.0252990725 0.4032
0.0240898114 0.3839
0.0234912779 0.3744
0.0222458917 0.3545
0.0214952248 0.3426
0.0203520373 0.3244
0.0211527183 0.3371
0.0201555162 0.3212
0.0190861599 0.3042
0.0187096869 0.2982
0.0178776374 0.2849
0.0174283671 0.2778
0.0166555814 0.2654
0.0158955586 0.2533
0.0159629225 0.2544
0.015189788 0.2421
0.0144654445 0.2305
0.0142119082 0.2265
0.015742003 0.2509
0.0166029379 0.2646

Page 80
estimation

0.0160319299 0.2555
0.0155953838 0.2485
0.0148529623 0.2367
0.0142490826 0.2271
0.0149796744 0.2387
0.0144605194 0.2305
0.0140822273 0.2244
0.0137409135 0.2190
0.0161200789 0.2569
0.0160642716 0.2560
0.0166775729 0.2658
0.016138974 0.2572
0.0175430572 0.2796
0.0167033203 0.2662
0.0174416314 0.2780
0.0166074869 0.2647
0.019175915 0.3056
0.0184833441 0.2946
0.0176447928 0.2812
0.0169345991 0.2699
0.0162412918 0.2588
0.0228237434 0.3638
0.0216173885 0.3445
0.0208701994 0.3326
0.019781006 0.3153
0.0191757409 0.3056
0.0189816739 0.3025
0.0185745279 0.2960
0.0190580985 0.3037
0.0201776649 0.3216
0.0198461778 0.3163
0.0196436962 0.3131
0.0198158909 0.3158
0.0188147074 0.2999
0.0179264924 0.2857
0.0171249779 0.2729
0.0165964905 0.2645
0.0167395776 0.2668
0.015937977 0.2540
0.0155609054 0.2480
0.0149709269 0.2386
0.0144784372 0.2307
0.0138456457 0.2207
0.013219551 0.2107
0.0127422115 0.2031
0.0128510573 0.2048
0.0148580237 0.2368
0.0149462445 0.2382
0.0146523648 0.2335

Page 81
estimation

0.0140414664 0.2238
0.0139183067 0.2218
0.0144051832 0.2296
0.0137373392 0.2189
0.0131472753 0.2095
0.0130620335 0.2082
0.0125301051 0.1997
0.0120094329 0.1914
0.0124076391 0.1977
0.012059158 0.1922
0.0116555505 0.1858
0.012534304 0.1998
0.0123020646 0.1961
0.0117947296 0.1880
0.0122406541 0.1951
0.0123055246 0.1961
0.0120696998 0.1924
0.0116992297 0.1865
0.0117311891 0.1870
0.0114101989 0.1818
0.0133222335 0.2123
0.0127819553 0.2037
0.0131574383 0.2097
0.0126200562 0.2011
0.0120877564 0.1926
0.0120077869 0.1914
0.0116222074 0.1852
0.0132007584 0.2104
0.013640903 0.2174
0.0130948264 0.2087
0.012801751 0.2040
0.012600718 0.2008
0.0125500332 0.2000
0.0120300786 0.1917
0.0123930913 0.1975
0.0121017546 0.1929
0.0117552987 0.1873
0.011344112 0.1808
0.0111458456 0.1776
0.0107317681 0.1710
0.0111488118 0.1777
0.0115674847 0.1844
0.0112340685 0.1790
0.0113290349 0.1806
0.010900943 0.1737
0.0105693039 0.1684
0.0118652044 0.1891
0.0116188329 0.1852
0.0127633448 0.2034

Page 82
estimation

0.0122415752 0.1951
0.0118229954 0.1884
0.0114043287 0.1818
0.0111207257 0.1772
0.0107348447 0.1711
0.0112922144 0.1800
0.0110753122 0.1765
0.0106779624 0.1702
0.0103031789 0.1642
0.0099642575 0.1588
0.0123852493 0.1974
0.0127211863 0.2027
0.0129524999 0.2064
0.0125297291 0.1997
0.013606237 0.2168
0.0130443173 0.2079
0.0124834046 0.1990
0.016349734 0.2606
0.0158579159 0.2527
0.0151848821 0.2420
0.0145252183 0.2315
0.0138680438 0.2210
0.0160224199 0.2554
0.0153772078 0.2451
0.0154425622 0.2461
0.0157078097 0.2503
0.0149940874 0.2390
0.0158469626 0.2526
0.0161330262 0.2571
0.0155147733 0.2473
0.0147667145 0.2353
0.0141885564 0.2261
0.0138046804 0.2200
0.0138243772 0.2203
0.0135209844 0.2155
0.0129886082 0.2070
0.0132515049 0.2112
0.0126873045 0.2022
0.012290401 0.1959
0.0119006933 0.1897
0.0136028723 0.2168
0.0132995316 0.2120
0.0149307943 0.2380
0.0168250808 0.2681
0.0164453985 0.2621
0.0156394826 0.2493
0.0148919415 0.2373
0.0143511724 0.2287
0.0139681933 0.2226

Page 83
estimation

0.0135115112 0.2153
0.0131914101 0.2102
0.0126437705 0.2015
0.0131028471 0.2088
0.0125330007 0.1997
0.0123560174 0.1969
0.0125695958 0.2003
0.012340856 0.1967
0.0124045729 0.1977
0.0137813629 0.2196
0.0135657502 0.2162
0.0149860799 0.2388
0.0143133233 0.2281
0.0136813119 0.2180
0.0131638681 0.2098
0.0139011976 0.2215
0.0142170115 0.2266
0.013917893 0.2218
0.0138639164 0.2210
0.0132362551 0.2110
0.0126593373 0.2018
0.0125816152 0.2005
0.0126445303 0.2015
0.0129614021 0.2066
0.0126032035 0.2009
0.012197848 0.1944
0.0145780562 0.2323
0.0139016075 0.2216
0.0135520294 0.2160
0.0146173106 0.2330
0.0141159663 0.2250
0.0140875322 0.2245
0.0135262465 0.2156
0.0146314909 0.2332
0.014211957 0.2265
0.0135583155 0.2161
0.0130174186 0.2075
0.0124804351 0.1989
0.0127139986 0.2026
0.012242004 0.1951
0.0117535797 0.1873
0.0116005544 0.1849
0.0114704734 0.1828
0.0115291756 0.1837
0.0111015287 0.1769
0.0113420164 0.1808
0.0112552538 0.1794
0.0110453331 0.1760
0.0115018027 0.1833

Page 84
estimation

0.011063127 0.1763
0.0130143048 0.2074
0.0124545228 0.1985
0.0119370381 0.1902
0.0138801157 0.2212
0.0132525062 0.2112
0.0132218111 0.2107
0.0126489113 0.2016
0.012289043 0.1959
0.011783952 0.1878
0.0149441873 0.2382
0.0142881973 0.2277
0.0136566926 0.2177
0.013241434 0.2110
0.0126616055 0.2018
0.0121727128 0.1940
0.0117777886 0.1877
0.0117536353 0.1873
0.0115277609 0.1837
0.0124082696 0.1978
0.0119096865 0.1898
0.0115022801 0.1833
0.011242196 0.1792
0.0114346543 0.1822
0.0178964914 0.2852
0.0171789613 0.2738
0.016351391 0.2606
0.0155427244 0.2477
0.0154938772 0.2469
0.0176952763 0.2820
0.018574954 0.2960
0.0181031567 0.2885
0.0172248246 0.2745
0.0221437072 0.3529
0.0220219174 0.3510
0.0208874741 0.3329
0.0197926684 0.3154
0.0188534405 0.3005
0.0204494489 0.3259
0.019735094 0.3145
0.0205037689 0.3268
0.0194281103 0.3096
0.0184321626 0.2938
0.0183218015 0.2920
0.0176027359 0.2805
0.017669892 0.2816
0.0183672166 0.2927
0.0188433715 0.3003
0.0180656763 0.2879

Page 85
estimation

0.020226131 0.3224
0.0216058276 0.3443
0.0211704364 0.3374
0.0216121796 0.3444
0.0208208597 0.3318
0.0207504323 0.3307
0.0225309576 0.3591
0.0215668851 0.3437
0.0206789069 0.3296
0.0200020043 0.3188
0.0189932545 0.3027
0.0209355658 0.3337
0.0202296995 0.3224
0.0195403245 0.3114
0.0185127108 0.2950
0.0175675035 0.2800
0.0166895488 0.2660
0.0163161773 0.2600
0.0157041081 0.2503
0.015500679 0.2470
0.0160784364 0.2562
0.0154819737 0.2467
0.01514681 0.2414
0.0169946256 0.2708
0.0161506774 0.2574
0.0153693018 0.2449
0.0150659175 0.2401
0.0146890253 0.2341
0.0140840438 0.2245
0.0134838729 0.2149
0.0173644413 0.2767
0.0165871905 0.2644
0.0187262731 0.2984
0.0191968774 0.3059
0.0189655579 0.3023
0.0191825588 0.3057
0.0183702461 0.2928
0.0174245798 0.2777
0.0170983399 0.2725
0.0189817563 0.3025
0.0180637266 0.2879
0.0172105259 0.2743
0.016570681 0.2641
0.0182197405 0.2904
0.0173875854 0.2771
0.0180564725 0.2878
0.0175996661 0.2805
0.0186778746 0.2977
0.018413114 0.2935

Page 86
estimation

0.0177660588 0.2831
0.0168593776 0.2687
0.0163332153 0.2603
0.0155255752 0.2474
0.0147780148 0.2355
0.017463863 0.2783
0.0166232274 0.2649
0.0158006237 0.2518
0.0150583281 0.2400
0.0145838244 0.2324
0.0149466649 0.2382
0.0150139967 0.2393
0.0160940658 0.2565
0.0175168341 0.2792
0.0177096299 0.2822
0.0185062314 0.2949
0.017552174 0.2797
0.0177912646 0.2835
0.017697253 0.2820
0.0177074482 0.2822
0.0182686798 0.2912
0.0184126187 0.2934
0.0174652142 0.2783
0.0169058377 0.2694
0.0178555067 0.2846
0.0183587443 0.2926
0.0174614348 0.2783
0.01875894 0.2990
0.0181308294 0.2890
0.0172111531 0.2743
0.0169132657 0.2696
0.0174210372 0.2776
0.016643741 0.2653
0.0162251531 0.2586
0.0161231941 0.2570
0.0153366799 0.2444
0.0163379101 0.2604
0.0171617009 0.2735
0.0163512002 0.2606
0.0156849869 0.2500
0.015212108 0.2424
0.0146536608 0.2335
0.0139765671 0.2227
0.0133670591 0.2130
0.0128627449 0.2050
0.0128347062 0.2046
0.0123247768 0.1964
0.0147435247 0.2350
0.0143758715 0.2291

Page 87
estimation

0.0137692788 0.2194
0.0143466967 0.2286
0.0138463449 0.2207
0.0136440159 0.2174
0.0132105606 0.2105
0.0126719334 0.2020
0.0121397352 0.1935
0.0143728669 0.2291
0.0137522134 0.2192
0.013435338 0.2141
0.0128579896 0.2049
0.0123334581 0.1966
0.0118337743 0.1886
0.0122854314 0.1958
0.0118099398 0.1882
0.011749871 0.1873
0.0116403145 0.1855
0.0126436775 0.2015
0.0132800182 0.2116
0.0136178317 0.2170
0.0130499481 0.2080
0.0126083395 0.2009
0.0130502151 0.2080
0.0133230439 0.2123
0.012888801 0.2054
0.0123354594 0.1966
0.0118849646 0.1894
0.0125802156 0.2005
0.0123055754 0.1961
0.0121260866 0.1933
0.0118069543 0.1882
0.0114376706 0.1823
0.0115147533 0.1835
0.0111137091 0.1771
0.0115796707 0.1845
0.0111403684 0.1775
0.0116856922 0.1862
0.0114848517 0.1830
0.0111984063 0.1785
0.0107867863 0.1719
0.0104576633 0.1667
0.0101075485 0.1611
0.0099170568 0.1581
0.0098243743 0.1566
0.0096382792 0.1536
0.0096166379 0.1533
0.0093632973 0.1492
0.0091049795 0.1451
0.0095065738 0.1515

Page 88
estimation

0.0093422129 0.1489
0.0092984351 0.1482
0.010268235 0.1636
0.0100248908 0.1598
0.0112529084 0.1793
0.0116935473 0.1864
0.0114479282 0.1824
0.0113409476 0.1807
0.0110538151 0.1762
0.0116232459 0.1852
0.0114208376 0.1820
0.0115422258 0.1840
0.0125761277 0.2004
0.0122027499 0.1945
0.0119180129 0.1899
0.0124937653 0.1991
0.0121631833 0.1938
0.0142255346 0.2267
0.0141360249 0.2253
0.0137677624 0.2194
0.0133495694 0.2128
0.0128105827 0.2042
0.0124833812 0.1990
0.0119943351 0.1912
0.0116279 0.1853
0.011579306 0.1845
0.0112798066 0.1798
0.0113322816 0.1806
0.0122077364 0.1946
0.0125765499 0.2004
0.0120531073 0.1921
0.0127842445 0.2037
0.0131403552 0.2094
0.0158489769 0.2526
0.015166622 0.2417
0.0151864695 0.2420
0.014662224 0.2337
0.0155122912 0.2472
0.0147634818 0.2353
0.0140695751 0.2242
0.0160333413 0.2555
0.0154679051 0.2465
0.0147522856 0.2351
0.0158887551 0.2532
0.0151130591 0.2409
0.0159900054 0.2548
0.0152299983 0.2427
0.0145643642 0.2321
0.0140010732 0.2231

Page 89
estimation

0.0133680881 0.2131
0.0130663654 0.2082
0.0128791424 0.2053
0.0125345966 0.1998
0.0130261997 0.2076
0.0135083176 0.2153
0.0166965654 0.2661
0.0158652924 0.2529
0.0160871931 0.2564
0.0158823135 0.2531
0.0166123096 0.2648
0.0161338427 0.2571
0.0174006198 0.2773
0.0171095537 0.2727
0.01653638 0.2635
0.0157939359 0.2517
0.0154186107 0.2457
0.0147367894 0.2349
0.0180044499 0.2869
0.0184790919 0.2945
0.0182897179 0.2915
0.0207288355 0.3304
0.0196322145 0.3129
0.0187988981 0.2996
0.0188361487 0.3002
0.0183835581 0.2930
0.0175891255 0.2803
0.0175726503 0.2801
0.0182547104 0.2909
0.0186753862 0.2976
0.0179561959 0.2862
0.017612222 0.2807
0.0204088739 0.3253
0.0194808629 0.3105
0.018641769 0.2971
0.0181081649 0.2886
0.0173183347 0.2760
0.0167363808 0.2667
0.0174987608 0.2789
0.0181727815 0.2896
0.0174867649 0.2787
0.0166005667 0.2646
0.0157818658 0.2515
0.0150265359 0.2395
0.0149422421 0.2381
0.0160156301 0.2552
0.0152808849 0.2435
0.0146399404 0.2333
0.0139898009 0.2230

Page 90
estimation

0.0152640672 0.2433
0.0145583966 0.2320
0.0139002655 0.2215
0.0133186374 0.2123
0.0129361684 0.2062
0.0124022963 0.1977
0.0119290116 0.1901
0.0115562777 0.1842
0.0114274661 0.1821
0.0110043889 0.1754
0.010932481 0.1742
0.0113921096 0.1816
0.0114214147 0.1820
0.0109957233 0.1752
0.0110533126 0.1762
0.0120098365 0.1914
0.0118678805 0.1891
0.0133103764 0.2121
0.0131602133 0.2097
0.0125906279 0.2007
0.0126664144 0.2019
0.0133312929 0.2125
0.0148187057 0.2362
0.0142163157 0.2266
0.0136015696 0.2168
0.0140075292 0.2232
0.0138412951 0.2206
0.0169455587 0.2701
0.0171751114 0.2737
0.0163900033 0.2612
0.0155913282 0.2485
0.0154894751 0.2469
0.0148611222 0.2368
0.0144731863 0.2307
0.0142371862 0.2269
0.0136267779 0.2172
0.0131672973 0.2099
0.0130044398 0.2073
0.0149738892 0.2386
0.0149577556 0.2384
0.0170065651 0.2710
0.0169996049 0.2709
0.0183146617 0.2919
0.0179126755 0.2855
0.0184015482 0.2933
0.0196683576 0.3135
0.0231527579 0.3690
0.0237624964 0.3787
0.0247678031 0.3947

Page 91
estimation

0.0261585296 0.4169
0.0255689141 0.4075
0.0243810961 0.3886
0.0231907174 0.3696
0.0222547621 0.3547
0.0241489589 0.3849
0.02295656 0.3659
0.0238878294 0.3807
0.0229558008 0.3659
0.0221856181 0.3536
0.0222268697 0.3542
0.0211153674 0.3365
0.0201701174 0.3215
0.0194365337 0.3098
0.0221178922 0.3525
0.0209344481 0.3336
0.0200122654 0.3189
0.0193806045 0.3089
0.018767269 0.2991
0.0177969854 0.2836
0.0168925748 0.2692
0.0162728841 0.2593
0.0161503204 0.2574
0.0155784888 0.2483
0.0162080265 0.2583
0.0156265404 0.2490
0.014892327 0.2373
0.014207487 0.2264
0.0137612441 0.2193
0.0141895337 0.2261
0.0135969064 0.2167
0.0136042468 0.2168
0.0129997013 0.2072
0.0131056505 0.2089
0.0126060314 0.2009
0.0120939307 0.1927
0.0120562589 0.1921
0.0116175911 0.1852
0.0115267014 0.1837
0.011560458 0.1842
0.0114747854 0.1829
0.0110392014 0.1759
0.0117752564 0.1877
0.0120663979 0.1923
0.0123714496 0.1972
0.0118588663 0.1890
0.0117169608 0.1867
0.0117446247 0.1872
0.0115736372 0.1845

Page 92
estimation

0.0111326642 0.1774
0.0107207891 0.1709
0.0104213359 0.1661
0.0114630997 0.1827
0.011374017 0.1813
0.0117539776 0.1873
0.0129206213 0.2059
0.0126212482 0.2011
0.0124393409 0.1983
0.0121901568 0.1943
0.0120122817 0.1914
0.0115581953 0.1842
0.0113170273 0.1804
0.0112946379 0.1800
0.0108986358 0.1737
0.0129631373 0.2066
0.013248616 0.2111
0.0129555055 0.2065
0.0127088921 0.2025
0.0123671047 0.1971
0.0118877593 0.1895
0.0136419644 0.2174
0.013038035 0.2078
0.0128200267 0.2043
0.0122985404 0.1960
0.0127576859 0.2033
0.0123913117 0.1975
0.0125562268 0.2001
0.0120351076 0.1918
0.013305305 0.2121
0.0139255049 0.2219
0.0137878486 0.2197
0.0132566078 0.2113
0.0146025685 0.2327
0.0146691627 0.2338
0.0149669849 0.2385
0.0149431782 0.2382
0.0143882346 0.2293
0.0142454864 0.2270
0.0136648751 0.2178
0.0134450596 0.2143
0.0130576669 0.2081
0.0125043528 0.1993
0.0119864212 0.1910
0.013926794 0.2220
0.0145612059 0.2321
0.0146410363 0.2333
0.0140074892 0.2232
0.0139385852 0.2221

Page 93
estimation

0.0138496554 0.2207
0.0143559492 0.2288
0.0161367576 0.2572
0.015368634 0.2449
0.0146391371 0.2333
0.0139561743 0.2224
0.0134842646 0.2149
0.0152244188 0.2426
0.0145408286 0.2317
0.0150639454 0.2401
0.0143494124 0.2287
0.016275175 0.2594
0.0155551594 0.2479
0.0159412205 0.2541
0.0167648037 0.2672
0.018852803 0.3005
0.0211179884 0.3366
0.0222293047 0.3543
0.0214278936 0.3415
0.0351278173 0.5598
0.0334150328 0.5325
0.0317710492 0.5063
0.0365829143 0.5830
0.0356586726 0.5683
0.033727839 0.5375
0.0339757104 0.5415
0.0372880148 0.5943
0.0351695386 0.5605
0.0391096153 0.6233
0.0369023306 0.5881
0.0354298291 0.5647
0.0340943602 0.5434
0.033474813 0.5335
0.0319619829 0.5094
0.0305152653 0.4863
0.0303932638 0.4844
0.0297578114 0.4743
0.0283924533 0.4525
0.0267881889 0.4269
0.0253344336 0.4038
0.0259344578 0.4133
0.0255460499 0.4071
0.0249690343 0.3979
0.0241906877 0.3855
0.023503818 0.3746
0.022246906 0.3546
0.021608337 0.3444
0.0208929487 0.3330
0.0211429146 0.3370

Page 94
estimation

0.0208536006 0.3324
0.0210458725 0.3354
0.0209578696 0.3340
0.0210638896 0.3357
0.0227202093 0.3621
0.0229809946 0.3663
0.0217482423 0.3466
0.0212708615 0.3390
0.0204627285 0.3261
0.0227316201 0.3623
0.0217319311 0.3463
0.0230091561 0.3667
0.023431216 0.3734
0.0228034082 0.3634
0.0223645354 0.3564
0.0227459172 0.3625
0.0215062698 0.3428
0.0206311045 0.3288
0.019859612 0.3165
0.0203332921 0.3241
0.0200456022 0.3195
0.0189904588 0.3027
0.0181540314 0.2893
0.0172991102 0.2757
0.0165866164 0.2643
0.0161377514 0.2572
0.0179469737 0.2860
0.017077415 0.2722
0.0165919586 0.2644
0.0157662622 0.2513
0.0150897371 0.2405
0.0212498574 0.3387
0.0201119049 0.3205
0.0195591654 0.3117
0.019104166 0.3045
0.0181557587 0.2894
0.0180215183 0.2872
0.0181927055 0.2899
0.0176488138 0.2813
0.0196499141 0.3132
0.0187007611 0.2980
0.0180789189 0.2881
0.0174627434 0.2783
0.0174684215 0.2784
0.0177228356 0.2825
0.0170335107 0.2715
0.0161837583 0.2579
0.0166430173 0.2652
0.0160876294 0.2564

Page 95
estimation

0.0161899602 0.2580
0.0153946309 0.2454
0.0149962778 0.2390
0.0147549572 0.2352
0.0141059909 0.2248
0.0162302933 0.2587
0.0154318661 0.2459
0.0155195259 0.2473
0.0175803413 0.2802
0.0166999057 0.2662
0.0162119267 0.2584
0.0154891719 0.2469
0.0165083359 0.2631
0.0156951167 0.2501
0.0149580653 0.2384
0.0142501966 0.2271
0.0143839839 0.2292
0.0138715699 0.2211
0.0137047178 0.2184
0.0131060916 0.2089
0.0144664974 0.2306
0.0141402909 0.2254
0.0160994595 0.2566
0.0157957249 0.2517
0.0151312523 0.2412
0.0159688228 0.2545
0.0156158262 0.2489
0.0152278993 0.2427
0.0147146887 0.2345
0.0158134712 0.2520
0.0150552109 0.2399
0.0160578231 0.2559
0.0153091146 0.2440
0.0153238685 0.2442
0.0162178228 0.2585
0.017341386 0.2764
0.0166179548 0.2648
0.0163130208 0.2600
0.0163236245 0.2602
0.0159564551 0.2543
0.0177874402 0.2835
0.0169110062 0.2695
0.0164351619 0.2619
0.0156223583 0.2490
0.0154631244 0.2464
0.0147619283 0.2353
0.0146116469 0.2329
0.0140484059 0.2239
0.0135405093 0.2158

Page 96
estimation

0.0149654566 0.2385
0.0143337746 0.2284
0.0138418708 0.2206
0.014449941 0.2303
0.0138124972 0.2201
0.0132306631 0.2109
0.0129904244 0.2070
0.0131918345 0.2102
0.0128730946 0.2052
0.0126728365 0.2020
0.0132053464 0.2105
0.012753093 0.2033
0.0123212032 0.1964
0.0118171334 0.1883
0.0123873704 0.1974
0.0118897878 0.1895
0.0128462659 0.2047
0.0138384405 0.2205
0.0133174141 0.2122
0.0131722014 0.2099
0.0139904972 0.2230
0.0134413893 0.2142
0.013288367 0.2118
0.0127735325 0.2036
0.0131643603 0.2098
0.01261722 0.2011
0.0122486641 0.1952
0.013518191 0.2154
0.0133756864 0.2132
0.0127945122 0.2039
0.0124328384 0.1981
0.0129031733 0.2056
0.0134657898 0.2146
0.0128689422 0.2051
0.0123292597 0.1965
0.0156117938 0.2488
0.0153894133 0.2453
0.0159186297 0.2537
0.0166032315 0.2646
0.016475111 0.2626
0.0157280353 0.2507
0.0150482031 0.2398
0.0143504375 0.2287
0.0138971854 0.2215
0.0132996695 0.2120
0.013406331 0.2137
0.0130822279 0.2085
0.0125810551 0.2005
0.0127273702 0.2028

Page 97
estimation

0.012506551 0.1993
0.0122261123 0.1949
0.0142134094 0.2265
0.0140826191 0.2244
0.0142549029 0.2272
0.0159970802 0.2550
0.0152137285 0.2425
0.0146699859 0.2338
0.0143671663 0.2290
0.0137806276 0.2196
0.0132123243 0.2106
0.0143485089 0.2287
0.013985165 0.2229
0.0181207704 0.2888
0.0213196041 0.3398
0.020391107 0.3250
0.0201603251 0.3213
0.0207772233 0.3311
0.0196900821 0.3138
0.0203473944 0.3243
0.0201405145 0.3210
0.0207164133 0.3302
0.023202964 0.3698
0.0237854372 0.3791
0.0225034143 0.3586
0.0248821183 0.3966
0.0239224938 0.3813
0.0244310602 0.3894
0.0284276058 0.4531
0.0269772966 0.4299
0.0260091574 0.4145
0.0280494144 0.4470
0.0270438179 0.4310
0.025538772 0.4070
0.0298235225 0.4753
0.0286262927 0.4562
0.0285320746 0.4547
0.0269207843 0.4290
0.0305127702 0.4863
0.0334634731 0.5333
0.0352496315 0.5618
0.0348475587 0.5554
0.0343606492 0.5476
0.0328094513 0.5229
0.0393970671 0.6279
0.0371298882 0.5918
0.0381520807 0.6080
0.0368720232 0.5876
0.0357618696 0.5700

Page 98
estimation

0.0377267219 0.6013
0.0418504401 0.6670
0.0405202964 0.6458
0.0427734629 0.6817
0.0408820502 0.6516
0.0397476077 0.6335
0.037559175 0.5986
0.0363311088 0.5790
0.0348810832 0.5559
0.0329034603 0.5244
0.0336810085 0.5368
0.0322763582 0.5144
0.0315687849 0.5031
0.029928025 0.4770
0.0289694157 0.4617
0.0275822021 0.4396
0.0266429203 0.4246
0.0290033957 0.4622
0.0274225646 0.4370
0.0262734737 0.4187
0.0264311105 0.4212
0.0316132122 0.5038
0.0299078162 0.4767
0.0290070974 0.4623
0.0300290745 0.4786
0.0288030885 0.4590
0.0278466084 0.4438
0.0275277253 0.4387
0.0300071017 0.4782
0.0288779902 0.4602
0.0275422945 0.4390
0.0261514112 0.4168
0.0297233019 0.4737
0.0306428155 0.4884
0.0295482729 0.4709
0.0323231767 0.5151
0.0308071798 0.4910
0.0306826236 0.4890
0.0296007794 0.4718
0.0300295379 0.4786
0.0330470688 0.5267
0.0330413414 0.5266
0.0318851221 0.5082
0.0326577334 0.5205
0.0328708085 0.5239
0.0314925539 0.5019
0.0301979291 0.4813
0.0286307824 0.4563
0.0316024884 0.5037

Page 99
estimation

0.0373670622 0.5955
0.0363288984 0.5790
0.0405344173 0.6460
0.0383923984 0.6119
0.039996749 0.6374
0.037668466 0.6003
0.0374286993 0.5965
0.0374757765 0.5973
0.0382429943 0.6095
0.0368692073 0.5876
0.034747576 0.5538
0.0342144089 0.5453
0.0371154372 0.5915
0.0362636037 0.5779
0.0343965445 0.5482
0.032431537 0.5169
0.0345988051 0.5514
0.0326751025 0.5208
0.0312136879 0.4975
0.0327348822 0.5217
0.0318551399 0.5077
0.0302794287 0.4826
0.0295830645 0.4715
0.0283729943 0.4522
0.0295859986 0.4715
0.0279023629 0.4447
0.0264604239 0.4217
0.0250011802 0.3985
0.0236177177 0.3764
0.0240972049 0.3840
0.0228198574 0.3637
0.0216743551 0.3454
0.0231346806 0.3687
0.0266766411 0.4252
0.0252164207 0.4019
0.0241305572 0.3846
0.0235167257 0.3748
0.0242386527 0.3863
0.0232339645 0.3703
0.0239185916 0.3812
0.0226638603 0.3612
0.0259457696 0.4135
0.02669799 0.4255
0.0253577235 0.4041
0.0254502032 0.4056
0.0243034973 0.3873
0.0264809713 0.4220
0.0258649665 0.4122
0.0273431178 0.4358

Page 100
estimation

0.0266366537 0.4245
0.0260390027 0.4150
0.0247081723 0.3938
0.0293545493 0.4678
0.0283127674 0.4512
0.0351858604 0.5608
0.0331709175 0.5287
0.0319585252 0.5093
0.0304696658 0.4856
0.0314033109 0.5005
0.0299873903 0.4779
0.0282761767 0.4506
0.0267883063 0.4269
0.0255953642 0.4079
0.0247158226 0.3939
0.0233483454 0.3721
0.0264836478 0.4221
0.0251539872 0.4009
0.0238921663 0.3808
0.023841007 0.3800
0.0225439239 0.3593
0.0239491407 0.3817
0.0243233911 0.3877
0.0232194123 0.3701

Page 101
0.1500
0.2500
0.3500
0.4500
0.5500
0.6500
0.7500

Wed, 02/ Jan 02


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Wed, 16/ Jan 02
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Wed, 13/ Feb 02
Garch-Vola

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