r graphics output - ucla economicsζ0 =13.57, ζ=2.36, filter 1 =4.01, # vol.jumps = 13 time ζ i...
TRANSCRIPT
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ζ0 = 5.42, ζ = 2.57, Filter 1 = 3.07, # Vol.Jumps = 15Time
ζ i−1 (
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GM , 2008−01−02
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ζ0 = 7.33, ζ = 3.5, Filter 1 = 5.11, # Vol.Jumps = 7Time
ζ i−1 (
x 10
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GM , 2008−01−03
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ζ0 = 10.53, ζ = 3.35, Filter 1 = 4.77, # Vol.Jumps = 14Time
ζ i−1 (
x 10
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GM , 2008−01−04
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ζ0 = 11.59, ζ = 3.32, Filter 1 = 4.56, # Vol.Jumps = 10Time
ζ i−1 (
x 10
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GM , 2008−01−07
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ζ0 = 9.95, ζ = 3.34, Filter 1 = 4.11, # Vol.Jumps = 9Time
ζ i−1 (
x 10
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GM , 2008−01−08
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ζ0 = 9.8, ζ = 3.74, Filter 1 = 5.22, # Vol.Jumps = 9Time
ζ i−1 (
x 10
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GM , 2008−01−09
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ζ0 = 13.45, ζ = 4.12, Filter 1 = 6.44, # Vol.Jumps = 6Time
ζ i−1 (
x 10
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GM , 2008−01−10
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ζ0 = 12.49, ζ = 3.24, Filter 1 = 4.4, # Vol.Jumps = 11Time
ζ i−1 (
x 10
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GM , 2008−01−11
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ζ0 = 9.73, ζ = 2.52, Filter 1 = 3.41, # Vol.Jumps = 10Time
ζ i−1 (
x 10
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GM , 2008−01−14
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ζ0 = 24.27, ζ = 3.12, Filter 1 = 3.66, # Vol.Jumps = 19Time
ζ i−1 (
x 10
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GM , 2008−01−15
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ζ0 = 10.66, ζ = 3.77, Filter 1 = 5.59, # Vol.Jumps = 12Time
ζ i−1 (
x 10
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GM , 2008−01−16
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ζ0 = 9.4, ζ = 3.79, Filter 1 = 5.45, # Vol.Jumps = 14Time
ζ i−1 (
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GM , 2008−01−17
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ζ0 = 19.17, ζ = 3.72, Filter 1 = 4.93, # Vol.Jumps = 12Time
ζ i−1 (
x 10
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GM , 2008−01−18
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ζ0 = 18.87, ζ = 4.04, Filter 1 = 6.36, # Vol.Jumps = 16Time
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GM , 2008−01−22
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ζ0 = 19.05, ζ = 4.38, Filter 1 = 6.45, # Vol.Jumps = 13Time
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GM , 2008−01−23
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ζ0 = 9.13, ζ = 3.23, Filter 1 = 4.88, # Vol.Jumps = 11Time
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GM , 2008−01−24
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ζ0 = 17.09, ζ = 3.4, Filter 1 = 4.58, # Vol.Jumps = 7Time
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GM , 2008−01−25
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ζ0 = 9.96, ζ = 2.71, Filter 1 = 4.01, # Vol.Jumps = 11Time
ζ i−1 (
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GM , 2008−01−28
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ζ0 = 9.63, ζ = 2.67, Filter 1 = 3.27, # Vol.Jumps = 15Time
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GM , 2008−01−29
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ζ0 = 5.43, ζ = 2.6, Filter 1 = 5.08, # Vol.Jumps = 12Time
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GM , 2008−01−30
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ζ0 = 16.27, ζ = 3.41, Filter 1 = 4.96, # Vol.Jumps = 7Time
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GM , 2008−01−31
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ζ0 = 8.81, ζ = 3.03, Filter 1 = 4.05, # Vol.Jumps = 11Time
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GM , 2008−02−01
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ζ0 = 8.04, ζ = 2.21, Filter 1 = 3.09, # Vol.Jumps = 9Time
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x 10
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GM , 2008−02−04
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ζ0 = 12.97, ζ = 2.97, Filter 1 = 3.81, # Vol.Jumps = 12Time
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x 10
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GM , 2008−02−05
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ζ0 = 7.66, ζ = 2.63, Filter 1 = 4.11, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
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GM , 2008−02−06
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ζ0 = 8.96, ζ = 3.08, Filter 1 = 3.75, # Vol.Jumps = 15Time
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x 10
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GM , 2008−02−07
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ζ0 = 7.14, ζ = 2.3, Filter 1 = 4, # Vol.Jumps = 3Time
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x 10
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GM , 2008−02−08
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ζ0 = 8.62, ζ = 3.55, Filter 1 = 5.51, # Vol.Jumps = 5Time
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GM , 2008−02−11
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ζ0 = 13.57, ζ = 2.36, Filter 1 = 4.01, # Vol.Jumps = 13Time
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x 10
0)
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GM , 2008−02−12
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ζ0 = 15.99, ζ = 2.87, Filter 1 = 3.65, # Vol.Jumps = 17Time
ζ i−1 (
x 10
0)
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x
GM , 2008−02−13
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 6.78, ζ = 2.72, Filter 1 = 3.75, # Vol.Jumps = 4Time
ζ i−1 (
x 10
0)
x x x x
GM , 2008−02−14
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 9.15, ζ = 2.03, Filter 1 = 2.74, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
xxx x x x x xxx
xx
x
GM , 2008−02−15
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 10.28, ζ = 2.02, Filter 1 = 2.94, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x x xx
xx x
x
x
GM , 2008−02−19
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 10.78, ζ = 2.92, Filter 1 = 4.15, # Vol.Jumps = 3Time
ζ i−1 (
x 10
0)
xx x
GM , 2008−02−20
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 8.87, ζ = 2.96, Filter 1 = 4.2, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
xxx
xx x
x
x
GM , 2008−02−21
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 15.29, ζ = 3.45, Filter 1 = 4.3, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
x
x
x xxx xx
x
xx
x
GM , 2008−02−22
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 17.56, ζ = 3.08, Filter 1 = 4.85, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
xx
xx x
x
x
GM , 2008−02−25
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 7.44, ζ = 2.8, Filter 1 = 3.73, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xx x x
xx x
x
x x
x
GM , 2008−02−26
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 9.67, ζ = 2.52, Filter 1 = 3.83, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x x
x
xx x
xx
GM , 2008−02−27
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 11.32, ζ = 2.34, Filter 1 = 3.84, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x x
x
xx
x x
GM , 2008−02−28
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 13.62, ζ = 2.39, Filter 1 = 3.26, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x x xxxxx
x
GM , 2008−02−29
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 10.89, ζ = 2.91, Filter 1 = 4.38, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x
x
x
x xx
x
x
x
x
GM , 2008−03−03
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 11.51, ζ = 3.42, Filter 1 = 4.75, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
xxx x
xx
GM , 2008−03−04
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 8.14, ζ = 3.01, Filter 1 = 3.92, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x
xx
xxx
xx
x
x
GM , 2008−03−05
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 10.31, ζ = 2.47, Filter 1 = 3.46, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x
x
xxx x
x
GM , 2008−03−06
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 10.41, ζ = 2.92, Filter 1 = 3.95, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x
x
xxxx
x
xxx x
GM , 2008−03−07
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 11.01, ζ = 3.41, Filter 1 = 4.23, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x
x
xxxx x
x x
x
GM , 2008−03−10
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05
1015
20
ζ0 = 11.2, ζ = 3.41, Filter 1 = 4.54, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x
x x x
xx
xx
GM , 2008−03−11
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05
1015
20
ζ0 = 9.24, ζ = 2.76, Filter 1 = 3.69, # Vol.Jumps = 18Time
ζ i−1 (
x 10
0)
x xxx
x
xx
x x xxxx x
xx
x
x
GM , 2008−03−12
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05
1015
20
ζ0 = 10.22, ζ = 4.9, Filter 1 = 7.66, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
xx x
x
x
x
GM , 2008−03−13
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05
1015
20
ζ0 = 16.68, ζ = 4.32, Filter 1 = 5.87, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
xxx x x
x
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x
x
GM , 2008−03−14
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05
1015
20
ζ0 = 23.23, ζ = 5.06, Filter 1 = 7.47, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x
xxx
x
x
GM , 2008−03−17
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05
1015
20
ζ0 = 16.92, ζ = 3.9, Filter 1 = 5.73, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x x x x
x
GM , 2008−03−18
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05
1015
20
ζ0 = 13.89, ζ = 3.77, Filter 1 = 4.85, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x
x
xx
x x
x
x
x
x
GM , 2008−03−19
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05
1015
20
ζ0 = 14.53, ζ = 3.13, Filter 1 = 4.41, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
xx
xxx
xxx
x
GM , 2008−03−20
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05
1015
20
ζ0 = 9.17, ζ = 3.24, Filter 1 = 5.18, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x x
xxx
x
x x
GM , 2008−03−24
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05
1015
20
ζ0 = 6.32, ζ = 3.11, Filter 1 = 3.99, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
xxx
xx xx
x
x
x
xxx
x
GM , 2008−03−25
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05
1015
20
ζ0 = 9.47, ζ = 2.78, Filter 1 = 3.94, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x x x xxxx
x
GM , 2008−03−26
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05
1015
20
ζ0 = 8.8, ζ = 3.44, Filter 1 = 4.28, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
xxx x x x xx x
x
GM , 2008−03−27
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05
1015
20
ζ0 = 6.44, ζ = 2.97, Filter 1 = 4.13, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x
x
x x xxx x x
x
GM , 2008−03−28
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 7.41, ζ = 2.82, Filter 1 = 3.54, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
x xx x xx x x x
xx
x
x
GM , 2008−03−31
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05
1015
20
ζ0 = 7.15, ζ = 3.17, Filter 1 = 6.74, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x x
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x
xx
GM , 2008−04−01
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1015
20
ζ0 = 9.58, ζ = 4.03, Filter 1 = 5.47, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
xx xxx
xx
GM , 2008−04−02
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05
1015
20
ζ0 = 6.36, ζ = 2.9, Filter 1 = 3.86, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x xxxx
x
x
x
xx
GM , 2008−04−03
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1015
20
ζ0 = 14.78, ζ = 3.47, Filter 1 = 5.03, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x
xxx
x
xx
GM , 2008−04−04
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1015
20
ζ0 = 10.64, ζ = 3.5, Filter 1 = 6.53, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x
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x x
GM , 2008−04−07
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05
1015
20
ζ0 = 9.14, ζ = 2.72, Filter 1 = 3.87, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
x
x
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xxx
x xx x
x x x
x
x
GM , 2008−04−08
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05
1015
20
ζ0 = 7.66, ζ = 2.57, Filter 1 = 3.62, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
x x
x x
x
x x xx xxxxx
GM , 2008−04−09
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1015
20
ζ0 = 8.94, ζ = 2.91, Filter 1 = 3.78, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x
x xx x xx x x
xx
x
GM , 2008−04−10
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1015
20
ζ0 = 3.96, ζ = 2.89, Filter 1 = 3.84, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x xx x
x
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x
xx
GM , 2008−04−11
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1015
20
ζ0 = 10.28, ζ = 2.74, Filter 1 = 4, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xxx
x
xxx x x x
x
x
GM , 2008−04−14
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05
1015
20
ζ0 = 9.71, ζ = 2.84, Filter 1 = 4.16, # Vol.Jumps = 3Time
ζ i−1 (
x 10
0)
x xx
GM , 2008−04−15
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1015
20
ζ0 = 7.94, ζ = 2.66, Filter 1 = 3.98, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
xx x x xx
x
xx
GM , 2008−04−16
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05
1015
20
ζ0 = 15.78, ζ = 2.73, Filter 1 = 3.51, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
x xxxx
xxxx x xx
x
GM , 2008−04−17
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1015
20
ζ0 = 13.07, ζ = 2.65, Filter 1 = 3.6, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x xxx x x xxxx
x
x
GM , 2008−04−18
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05
1015
20
ζ0 = 11.95, ζ = 3.54, Filter 1 = 4.79, # Vol.Jumps = 4Time
ζ i−1 (
x 10
0)
x
xxx
GM , 2008−04−21
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1015
20
ζ0 = 7.18, ζ = 2.76, Filter 1 = 3.98, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
x
x xxxxx x xx
x
x x xx
GM , 2008−04−22
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1015
20
ζ0 = 17.62, ζ = 3.15, Filter 1 = 4.45, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x
x x
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x
GM , 2008−04−23
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1015
20
ζ0 = 7.7, ζ = 3.8, Filter 1 = 5.08, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x
xxx
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xx x
x
GM , 2008−04−24
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1015
20
ζ0 = 12.25, ζ = 2.87, Filter 1 = 4.34, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x
xx
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GM , 2008−04−25
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1015
20
ζ0 = 16, ζ = 2.66, Filter 1 = 3.88, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
xx
xx x
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x
GM , 2008−04−28
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1015
20
ζ0 = 10.77, ζ = 2.77, Filter 1 = 3.59, # Vol.Jumps = 20Time
ζ i−1 (
x 10
0)
xx xxxxx xx xx xx
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x
x
GM , 2008−04−29
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1015
20
ζ0 = 9.11, ζ = 4.63, Filter 1 = 7.74, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
xx xxx x
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x
GM , 2008−04−30
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1015
20
ζ0 = 8.17, ζ = 3.48, Filter 1 = 5.58, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
xx
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GM , 2008−05−01
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1015
20
ζ0 = 17.64, ζ = 2.93, Filter 1 = 4.63, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
xx
xx x
GM , 2008−05−02
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05
1015
20
ζ0 = 13.67, ζ = 2.8, Filter 1 = 3.72, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
xxxx xx x xx
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x
GM , 2008−05−05
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1015
20
ζ0 = 16.19, ζ = 3.11, Filter 1 = 3.82, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x x x xx
x
GM , 2008−05−06
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05
1015
20
ζ0 = 4.48, ζ = 2.97, Filter 1 = 4.22, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x x x x xxx
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x
x
GM , 2008−05−07
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05
1015
20
ζ0 = 6.32, ζ = 3.44, Filter 1 = 4.46, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x
x
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x
x
GM , 2008−05−08
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05
1015
20
ζ0 = 11.57, ζ = 3.02, Filter 1 = 3.9, # Vol.Jumps = 17Time
ζ i−1 (
x 10
0)
xxx x xx x x x xxx
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x
xxx
GM , 2008−05−09
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05
1015
20
ζ0 = 7.36, ζ = 2.8, Filter 1 = 3.75, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x xx x
x
xx
x
GM , 2008−05−12
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05
1015
20
ζ0 = 8.46, ζ = 3.08, Filter 1 = 3.7, # Vol.Jumps = 16Time
ζ i−1 (
x 10
0)
xx
x
xx xx x x
xx xx
x
x
x
GM , 2008−05−13
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 12.41, ζ = 2.66, Filter 1 = 3.51, # Vol.Jumps = 21Time
ζ i−1 (
x 10
0)
xxx
xx
x
xxx
xx xx x
xxx
x
x
x
x
GM , 2008−05−14
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05
1015
20
ζ0 = 9.05, ζ = 3.12, Filter 1 = 4.6, # Vol.Jumps = 4Time
ζ i−1 (
x 10
0)
xx
x
x
GM , 2008−05−15
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05
1015
20
ζ0 = 9.65, ζ = 2.74, Filter 1 = 3.46, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x xx x xx
xxx
x
x x
GM , 2008−05−16
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05
1015
20
ζ0 = 11.1, ζ = 3.22, Filter 1 = 4.97, # Vol.Jumps = 4Time
ζ i−1 (
x 10
0)
x x
xx
GM , 2008−05−19
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05
1015
20
ζ0 = 9.19, ζ = 3.03, Filter 1 = 4.84, # Vol.Jumps = 2Time
ζ i−1 (
x 10
0)
xx
GM , 2008−05−20
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05
1015
20
ζ0 = 10.86, ζ = 3.56, Filter 1 = 5.25, # Vol.Jumps = 4Time
ζ i−1 (
x 10
0)
x x
x x
GM , 2008−05−21
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05
1015
20
ζ0 = 15.59, ζ = 3.44, Filter 1 = 4.64, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x x x xx x
xx x
x
GM , 2008−05−22
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05
1015
20
ζ0 = 10.01, ζ = 3.99, Filter 1 = 5.02, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
xx x x
xx xx
x
GM , 2008−05−23
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 13.93, ζ = 4.31, Filter 1 = 6.03, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x x
x
x x
x
GM , 2008−05−27
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 21.02, ζ = 3.75, Filter 1 = 4.76, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
x
x
x
xx
x
x
xx
x
xx
GM , 2008−05−28
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 7.45, ζ = 3.38, Filter 1 = 4.66, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x
xxxx
x xx
x
GM , 2008−05−29
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 9.81, ζ = 3.22, Filter 1 = 3.84, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
xxxx
x x xx
xxxx
x
xx
GM , 2008−05−30
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05
1015
20
ζ0 = 13.05, ζ = 3.95, Filter 1 = 4.6, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
xxxx x xx
xxx xx
x
GM , 2008−06−02
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 9.32, ζ = 4.44, Filter 1 = 6.17, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x
x
xx
x
x
GM , 2008−06−03
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 6.95, ζ = 3.92, Filter 1 = 4.91, # Vol.Jumps = 18Time
ζ i−1 (
x 10
0)
x
x
xxx
x
xx
xx
x
x
x x xxx
x
GM , 2008−06−04
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 8.59, ζ = 3.37, Filter 1 = 4.62, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x
x x xxx
x
GM , 2008−06−05
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 12.99, ζ = 3.86, Filter 1 = 4.98, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x x xxx
x
x
GM , 2008−06−06
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05
1015
20
ζ0 = 13.49, ζ = 3.67, Filter 1 = 4.51, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
xx x x x xx xx
xxx
x
GM , 2008−06−09
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05
1015
20
ζ0 = 12.19, ζ = 3.53, Filter 1 = 4.86, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
xx
x x
x
GM , 2008−06−10
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05
1015
20
ζ0 = 8.14, ζ = 3.63, Filter 1 = 5.5, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x x xx x
GM , 2008−06−11
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05
1015
20
ζ0 = 11.64, ζ = 3.87, Filter 1 = 5.22, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x x x x xxxxxx
GM , 2008−06−12
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05
1015
20
ζ0 = 10.35, ζ = 4.05, Filter 1 = 5.44, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
xxx
xxx
xx
x
GM , 2008−06−13
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05
1015
20
ζ0 = 22.15, ζ = 3.59, Filter 1 = 4.96, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
xx
xx
x
x x
x
x x
GM , 2008−06−16
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05
1015
20
ζ0 = 10.89, ζ = 3.35, Filter 1 = 4.57, # Vol.Jumps = 20Time
ζ i−1 (
x 10
0)
xxxx
xxx xxx xxxxxxxxx
x
GM , 2008−06−17
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05
1015
20
ζ0 = 13.58, ζ = 4.2, Filter 1 = 5.8, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x xx
x
x
x
GM , 2008−06−18
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05
1015
20
ζ0 = 11.73, ζ = 4.51, Filter 1 = 5.81, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x
x
x xx x
x
x x
GM , 2008−06−19
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05
1015
20
ζ0 = 13.04, ζ = 4.9, Filter 1 = 6.1, # Vol.Jumps = 17Time
ζ i−1 (
x 10
0)
xxx
xx
x x
xxx
x xxxxx
x
GM , 2008−06−20
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05
1015
20
ζ0 = 19.59, ζ = 5.48, Filter 1 = 7.6, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
xx
xxxx
xx
x
x x xx
GM , 2008−06−23
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05
1015
20
ζ0 = 13.89, ζ = 4.85, Filter 1 = 7.74, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
xx x
x
x
GM , 2008−06−24
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 8.93, ζ = 4.31, Filter 1 = 7.25, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x
x xxx x
x
GM , 2008−06−25
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05
1015
20
ζ0 = 21.48, ζ = 6.59, Filter 1 = 9.23, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0) xx
x
x
xx
GM , 2008−06−26
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05
1015
20
ζ0 = 12.58, ζ = 5.83, Filter 1 = 7.29, # Vol.Jumps = 19Time
ζ i−1 (
x 10
0)
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GM , 2008−06−27
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1015
20
ζ0 = 11.4, ζ = 5.82, Filter 1 = 9.21, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
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GM , 2008−06−30
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05
1015
20
ζ0 = 28.53, ζ = 7.08, Filter 1 = 18.72, # Vol.Jumps = 4Time
ζ i−1 (
x 10
0)
xGM , 2008−07−01
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05
1015
20
ζ0 = 29.48, ζ = 7.77, Filter 1 = 10.21, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
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GM , 2008−07−02
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05
1015
20
ζ0 = 34.05, ζ = 7.43, Filter 1 = 10.58, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0) xx
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x
GM , 2008−07−03
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05
1015
20
ζ0 = 31.87, ζ = 6.57, Filter 1 = 8.12, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
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GM , 2008−07−07
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1015
20
ζ0 = 20.42, ζ = 5.57, Filter 1 = 8.1, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x xx x
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GM , 2008−07−08
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05
1015
20
ζ0 = 20.05, ζ = 4.87, Filter 1 = 7.65, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x xx
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GM , 2008−07−09
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05
1015
20
ζ0 = 16.57, ζ = 6.66, Filter 1 = 12.41, # Vol.Jumps = 3Time
ζ i−1 (
x 10
0)
x
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GM , 2008−07−10
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05
1015
20
ζ0 = 22.29, ζ = 7.76, Filter 1 = 10.71, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0) xx
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GM , 2008−07−11
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05
1015
20
ζ0 = 27.27, ζ = 5.84, Filter 1 = 8.53, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)x
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GM , 2008−07−14
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05
1015
20
ζ0 = 19.35, ζ = 8.05, Filter 1 = 14.92, # Vol.Jumps = 1Time
ζ i−1 (
x 10
0)
GM , 2008−07−15
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1015
20
ζ0 = 15.32, ζ = 7.75, Filter 1 = 10.51, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0) x
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GM , 2008−07−16
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1015
20
ζ0 = 18.98, ζ = 6.48, Filter 1 = 9.18, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
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GM , 2008−07−17
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05
1015
20
ζ0 = 14.29, ζ = 6.58, Filter 1 = 11.9, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x
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GM , 2008−07−18
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1015
20
ζ0 = 25.76, ζ = 4.75, Filter 1 = 7.72, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
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GM , 2008−07−21
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05
1015
20
ζ0 = 18.49, ζ = 5.57, Filter 1 = 7.81, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
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GM , 2008−07−22
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1015
20
ζ0 = 20.59, ζ = 8.51, Filter 1 = 12.93, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
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GM , 2008−07−23
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1015
20
ζ0 = 24.5, ζ = 5.78, Filter 1 = 8.05, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
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GM , 2008−07−24
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05
1015
20
ζ0 = 16.51, ζ = 5.99, Filter 1 = 9.26, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0) x
x x x xx x
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GM , 2008−07−25
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05
1015
20
ζ0 = 25.23, ζ = 5.64, Filter 1 = 8.34, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
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GM , 2008−07−28
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05
1015
20
ζ0 = 24.14, ζ = 7.47, Filter 1 = 10.89, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
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GM , 2008−07−29
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05
1015
20
ζ0 = 35.51, ζ = 7.04, Filter 1 = 12.26, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x x x x
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GM , 2008−07−30
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05
1015
20
ζ0 = 21.63, ζ = 6.55, Filter 1 = 8.89, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
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GM , 2008−07−31
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05
1015
20
ζ0 = 30.05, ζ = 8.35, Filter 1 = 15.53, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
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GM , 2008−08−01
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05
1015
20
ζ0 = 17.49, ζ = 5.68, Filter 1 = 7.65, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
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xxxx
GM , 2008−08−04
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05
1015
20
ζ0 = 16.15, ζ = 4.76, Filter 1 = 7.02, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x xx
x
x xx
x
x
GM , 2008−08−05
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05
1015
20
ζ0 = 11.83, ζ = 6.54, Filter 1 = 9.02, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xx
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x
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xxxx
x
GM , 2008−08−06
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05
1015
20
ζ0 = 15.73, ζ = 4.76, Filter 1 = 6.92, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
x
xxx
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x
GM , 2008−08−07
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05
1015
20
ζ0 = 19.81, ζ = 5.09, Filter 1 = 7.02, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x
x
xxxx x x
x
x
GM , 2008−08−08
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05
1015
20
ζ0 = 10.86, ζ = 6.68, Filter 1 = 12.44, # Vol.Jumps = 4Time
ζ i−1 (
x 10
0)
xx
x
x
GM , 2008−08−11
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05
1015
20
ζ0 = 14.25, ζ = 6.28, Filter 1 = 9.2, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x
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x
GM , 2008−08−12
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05
1015
20
ζ0 = 18.87, ζ = 6.79, Filter 1 = 8.33, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x
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x x
GM , 2008−08−13
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05
1015
20
ζ0 = 17.75, ζ = 6.56, Filter 1 = 10.22, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
xx
x
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xx
x
GM , 2008−08−14
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05
1015
20
ζ0 = 18.87, ζ = 5.39, Filter 1 = 7.72, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x
xxx
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x
GM , 2008−08−15
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05
1015
20
ζ0 = 19.92, ζ = 5.94, Filter 1 = 8.82, # Vol.Jumps = 3Time
ζ i−1 (
x 10
0)
xx x
GM , 2008−08−18
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05
1015
20
ζ0 = 10.02, ζ = 5.33, Filter 1 = 7.25, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
xx
xxx x
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x
GM , 2008−08−19
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05
1015
20
ζ0 = 16.66, ζ = 4.95, Filter 1 = 7.27, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x
x
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x
x
GM , 2008−08−20
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05
1015
20
ζ0 = 17.94, ζ = 5.49, Filter 1 = 7.7, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x xx x
x
xx
GM , 2008−08−21
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05
1015
20
ζ0 = 17.18, ζ = 4.99, Filter 1 = 6.46, # Vol.Jumps = 16Time
ζ i−1 (
x 10
0)
xxxx xx
xx x
x xx x
x x
x
GM , 2008−08−22
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05
1015
20
ζ0 = 5.99, ζ = 4.96, Filter 1 = 6.49, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x
xxx x x
x
x
x x
GM , 2008−08−25
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05
1015
20
ζ0 = 12.41, ζ = 4.11, Filter 1 = 5.65, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
xx
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xxxxx
x
x
x
GM , 2008−08−26
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05
1015
20
ζ0 = 9.68, ζ = 4.05, Filter 1 = 6.04, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
xxx
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GM , 2008−08−27
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05
1015
20
ζ0 = 8.44, ζ = 4.91, Filter 1 = 6.93, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x x x x x
x
GM , 2008−08−28
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05
1015
20
ζ0 = 8.82, ζ = 4.77, Filter 1 = 6.24, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
xx
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GM , 2008−08−29
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05
1015
20
ζ0 = 13.86, ζ = 5.57, Filter 1 = 7.1, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
x xx x
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GM , 2008−09−02
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05
1015
20
ζ0 = 14.11, ζ = 5.83, Filter 1 = 10.24, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x
x
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xx x
x
GM , 2008−09−03
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05
1015
20
ζ0 = 18.92, ζ = 5.68, Filter 1 = 9.13, # Vol.Jumps = 16Time
ζ i−1 (
x 10
0)
x
xxx x
x
x
x xx
x xx x
x
x
GM , 2008−09−04
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05
1015
20
ζ0 = 15.93, ζ = 5.02, Filter 1 = 6.85, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x
xx xx x
x
xx xx
GM , 2008−09−05
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05
1015
20
ζ0 = 23.28, ζ = 6.17, Filter 1 = 8.07, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x
x
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xx x
x
x
GM , 2008−09−08
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05
1015
20
ζ0 = 22.38, ζ = 5.79, Filter 1 = 8.8, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0) xx
x
x x xx x
x
xx
xx
x
GM , 2008−09−09
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05
1015
20
ζ0 = 18.85, ζ = 5, Filter 1 = 7.11, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x
x
x x x
x
xx
x
GM , 2008−09−10
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05
1015
20
ζ0 = 32.75, ζ = 7.25, Filter 1 = 13.08, # Vol.Jumps = 3Time
ζ i−1 (
x 10
0)
x
x
x
GM , 2008−09−11
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05
1015
20
ζ0 = 27.92, ζ = 7.6, Filter 1 = 12.8, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)x
xx
xx
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x
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xx
x
GM , 2008−09−12
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 1.47, ζ = 7.59, Filter 1 = 12.53, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xx
xxx
x
x x
x
x
GM , 2008−09−15
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 23.78, ζ = 8.68, Filter 1 = 15.95, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x
x
x
x
x
x
GM , 2008−09−16
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 20.02, ζ = 6.75, Filter 1 = 8.78, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x
x xx x
x
xxx
GM , 2008−09−17
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 18.76, ζ = 9.89, Filter 1 = 15.54, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
x
x
x x
x
x
x
x
xxx
GM , 2008−09−18
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 37.16, ζ = 6.82, Filter 1 = 11.92, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
x
x
x
xxx
x
x
x
xx
x
GM , 2008−09−19
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 43.57, ζ = 6.35, Filter 1 = 8.68, # Vol.Jumps = 21Time
ζ i−1 (
x 10
0)
x
xxx
xx x
x
x
x
x
x
x
x
x
x
x
x
x
x
GM , 2008−09−22
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 22.06, ζ = 6.63, Filter 1 = 10.82, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x
xxxx
x
x
x
x
x
x
xGM , 2008−09−23
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 8.9, ζ = 4.95, Filter 1 = 7.74, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
x
x
x
x x x
x
x
x
x
x xx
x
GM , 2008−09−24
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 18, ζ = 5.73, Filter 1 = 8.07, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xxxx
xx
x
x x x
xx
GM , 2008−09−25
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 23.05, ζ = 5.47, Filter 1 = 8.49, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x
x
x
x
x
x
x
x
GM , 2008−09−26
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 27.56, ζ = 6.74, Filter 1 = 15.17, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
xx
x
x x
xx
x
GM , 2008−09−29
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
20
ζ0 = 40.12, ζ = 6.89, Filter 1 = 9.95, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x
x
x
x
x
x
x
x
x
xxGM , 2008−09−30
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0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 23.4, ζ = 6.98, Filter 1 = 10.36, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xx x x
x
x
xxxx
x x
GM , 2008−10−01
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0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 17.63, ζ = 5.97, Filter 1 = 9.61, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
xx
x x xx
x
xx
GM , 2008−10−02
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0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 26.84, ζ = 6.73, Filter 1 = 12.11, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x
xxx x
x
GM , 2008−10−03
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0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 50.36, ζ = 8.87, Filter 1 = 11.47, # Vol.Jumps = 18Time
ζ i−1 (
x 10
0)
xx xxx xx
x x xx
x
x
x
x
xx
x
GM , 2008−10−06
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0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 40.85, ζ = 8.14, Filter 1 = 10.93, # Vol.Jumps = 18Time
ζ i−1 (
x 10
0)
x
x
x xx x x xx x
x
x xx xxxx
GM , 2008−10−07
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0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 83.84, ζ = 13.6, Filter 1 = 20.62, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x
x
x
x xxx
x
x
x
x
GM , 2008−10−08
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0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 46.91, ζ = 16.71, Filter 1 = 25.46, # Vol.Jumps = 16Time
ζ i−1 (
x 10
0)
xx xx
xx
x xxx x
x
x
x
x
x
GM , 2008−10−09
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0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 167.69, ζ = 24.56, Filter 1 = 46.13, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x x
x
x
x
x
x x
xx
GM , 2008−10−10
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0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 205.71, ζ = 14.32, Filter 1 = 20.51, # Vol.Jumps = 17Time
ζ i−1 (
x 10
0)
x
x
x
x
xx
x
xx
xx xx
xxx
x
GM , 2008−10−13
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0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 74.85, ζ = 12.92, Filter 1 = 20.56, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
xx
x x x xx
x
GM , 2008−10−14
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0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 55.1, ζ = 11.09, Filter 1 = 13.3, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
xx x x xx xxx x
x
x
x x
GM , 2008−10−15
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●
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●
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0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 34.78, ζ = 15.98, Filter 1 = 22.34, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xx
x
xx
x
xx
x x
x
GM , 2008−10−16
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●
●
●
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0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 29.48, ζ = 9.58, Filter 1 = 12.91, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
xxx x x x x x x x
x
xx
GM , 2008−10−17
●
●
●
●●●●●●
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●
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0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 37.61, ζ = 8.12, Filter 1 = 10.16, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
xxxx x xx xx xxx x
xx
GM , 2008−10−20
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●
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●
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0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 18.6, ζ = 7.61, Filter 1 = 10.81, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x xxx
x x xx
x
GM , 2008−10−21
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0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 39.84, ζ = 7.58, Filter 1 = 11.44, # Vol.Jumps = 18Time
ζ i−1 (
x 10
0)
x
xxxxx
x
x x xxxx
xx
xx
x
GM , 2008−10−22
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●
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0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 29.86, ζ = 10.53, Filter 1 = 15.12, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xxx x xx
x
xx
xx
GM , 2008−10−23
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●
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●●●●
●●
●●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 72.05, ζ = 13.09, Filter 1 = 15.68, # Vol.Jumps = 17Time
ζ i−1 (
x 10
0)
xxxx x x x
x
x
xx
xxx
xx x
GM , 2008−10−24
●
●
●●●
●
●
●
●
●●
●●●
●●
●●●
●●●●●●●●●●
●●●
●●
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●
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●
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●
●●
●●●●●●●
●●
●●●●●
●●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 35.21, ζ = 12.19, Filter 1 = 16.35, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
xxx
x
x
GM , 2008−10−27
●
●
●●●
●●
●
●
●●
●●
●
●
●●●
●●
●●
●
●●●
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●●
●
●●
●
●●
●●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 31.87, ζ = 10.39, Filter 1 = 14.76, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
xxxxx x
x xxxx
x
x
GM , 2008−10−28
●
●
●●●
●●●
●
●●
●
●●●
●●●●
●●
●●●●●●
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●●
●●●
●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 27.53, ζ = 13.12, Filter 1 = 21.11, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
xx
x
x
x x
x
GM , 2008−10−29
●
●●
●
●
●●●●
●
●●
●●●●
●
●
●
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●●●
●
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●
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●
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●●
●●●●●
●●
●●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 35.14, ζ = 9.22, Filter 1 = 12.73, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
x xxx
x xxxxx
xx
x
xx
GM , 2008−10−30
●
●
●
●●●●●
●●
●
●
●●
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●
●●
●●
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●
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●
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●●
●●●
●●●●●●●
●●
●
●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 31.77, ζ = 8.26, Filter 1 = 11.45, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
xx x x x
xxxx
x
xxxx
GM , 2008−10−31
●
●
●
●●
●●
●
●
●
●●
●
●●●
●●
●●
●●
●●●●●●●
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●
●
●
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●●
●●●
●●
●●
●
●●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 19.79, ζ = 9.27, Filter 1 = 12.25, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
x x
x
x xxx x x x
xxx
x
GM , 2008−11−03
●
●●●
●●
●
●
●●●
●●
●●●
●
●●
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●●●●●
●●●
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●
●●●●●●●●●
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●
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●
●●●●●●●●●●
●
●
●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 23.89, ζ = 8.65, Filter 1 = 12.94, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xx xx x
xx x xxx
x
GM , 2008−11−04
●
●
●
●●
●●
●●●●●●●●
●●●●●●●
●●●●●●●
●●
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●
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●●
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●
●●
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●
●
●●●●
●
●
●●
●
●●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 25.48, ζ = 9.22, Filter 1 = 12.54, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x x x x xx xxx
x
GM , 2008−11−05
●
●
●
●●
●●
●●●●●●●
●●●
●●
●●●
●●
●●
●
●●
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●
●●●
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●
●●●
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●●
●●●●
●●●
●●●●●●
●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 26.29, ζ = 13.41, Filter 1 = 17.16, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
xxxxx
x x xxx
x
x x
GM , 2008−11−06
●
●
●
●
●
●
●●
●●
●
●
●
●●
●●
●
●
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●
●
●
●
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●
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●
●
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●
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●
●
●
●
●●
●●
●●
●●●
●●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 40.95, ζ = 19.69, Filter 1 = 31.18, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0) x
xx
x
x
GM , 2008−11−07
●
●●●
●
●
●
●
●
●
●
●
●
●●
●
●
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●
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●
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●
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●
●●●
●
●
●
●●
●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 44.71, ζ = 23.87, Filter 1 = 35.05, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x x xx
x
GM , 2008−11−10
●
●
●●
●
●
●
●
●
●
●
●●●
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●
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●
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●
●●
●
●
●●●
●
●●●●
●
●●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 58.91, ζ = 27.25, Filter 1 = 33.2, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x
x
x xx
x x
GM , 2008−11−11
●
●
●●
●
●●
●
●
●
●●
●●●
●
●
●
●●●
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●
●
●
●●●
●
●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 79.01, ζ = 20.82, Filter 1 = 29.58, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
xxx xx x x
xx
GM , 2008−11−12
●
●
●●●
●
●●●
●
●●●
●●●
●●●
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●
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●
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●
●●●●
●
●●
●●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 56.34, ζ = 22.46, Filter 1 = 26.63, # Vol.Jumps = 17Time
ζ i−1 (
x 10
0)
x xxx xxx xx
x xx x xxxx
GM , 2008−11−13
●
●●
●●
●
●●
●●
●
●●
●
●
●●
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●
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●
●
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●
●●●●●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 39.99, ζ = 18.84, Filter 1 = 25.05, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
xxx xx
GM , 2008−11−14
●
●
●
●
●●●
●●
●●●●●●
●
●
●●●
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●
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●●
●●●
●●●
●●
●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 46.19, ζ = 19.02, Filter 1 = 24.36, # Vol.Jumps = 17Time
ζ i−1 (
x 10
0)
xxxxx
xxxxx
x
xxxxx
GM , 2008−11−17
●
●●●
●
●●●
●
●●●
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●●
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●
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●●
●
●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 46.34, ζ = 22.04, Filter 1 = 29.57, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x x x x xxx
x
GM , 2008−11−18
●
●
●
●
●
●
●
●
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●
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●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 52.45, ζ = 23.86, Filter 1 = 27.3, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x x x xxxx
x
xx
x
x
GM , 2008−11−19
●
●
●
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●
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●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 72.17, ζ = 38.46, Filter 1 = 73.55, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x
x x
xx x
GM , 2008−11−20
●
●
●
●
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●
●
●
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●●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 73.25, ζ = 23.05, Filter 1 = 33.74, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
xxx x x x x x
x
GM , 2008−11−21
●
●
●
●
●●●
●
●●
●●●
●
●●
●
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●
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●
●
●
●●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 51.37, ζ = 19.36, Filter 1 = 24.05, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
xxx x
xx x x
xxxx
x
x
x
GM , 2008−11−24
●●
●
●
●
●
●
●●●
●●
●●
●
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●
●●
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●
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●●●●
●●
●●
●
●●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 49.43, ζ = 17.63, Filter 1 = 22.71, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x xx
xx
x
x
x
GM , 2008−11−25
●
●
●
●●
●
●●
●
●●●
●
●●
●●●
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●
●
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●
●
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●
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●
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●
●●
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●
●●
●
●●●●●
●●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 28.2, ζ = 23.53, Filter 1 = 32.61, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x
xx
x
xx
x
GM , 2008−11−26
●
●
●
●
●●
●
●
●●
●
●
●
●
●●
●●
●●
●●●●●
●●●
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●●
●
●●●●
●●
●●
●
●●
●
●
●
●
●
●
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●
●●●●
●●
●
●
●
●●
●●●
●
●●
●
●●
●●
●●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 62.99, ζ = 12.21, Filter 1 = 16.17, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
xxx
x
xx
xx x
x
GM , 2008−11−28
●
●
●
●
●●●●
●●●●
●●●●
●●
●
●
●
●●
●
●
●
●
●●
●
●
●
●
●●●
●●
●
●
●
●
●
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●
●
●●
●●
●
●●
●
●
●●●
●●●
●●
●●●●●
●
●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 105.4, ζ = 15.39, Filter 1 = 29.61, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x
x
xx
xxx
GM , 2008−12−01
●
●
●●
●
●
●●
●●
●●●●●●
●
●
●●●●●
●●
●
●●●
●●●●●●●●●
●●●●
●●●●●●
●●
●●●
●●
●
●●●●
●●
●●
●
●
●
●
●●●
●●
●
●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 28.47, ζ = 13.04, Filter 1 = 18.88, # Vol.Jumps = 19Time
ζ i−1 (
x 10
0)
xxx x
xxxxx
xxxx
x xxx
x
x
GM , 2008−12−02
●
●
●
●
●●●●●
●
●●
●●
●●
●●
●●
●●
●●●●
●
●
●
●
●
●●
●
●
●
●
●●
●
●●
●●●
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●
●
●
●●
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●
●
●●
●
●●
●●
●●
●●●●
●●
●●●
●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 43.29, ζ = 13.72, Filter 1 = 20.04, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x x
xx
x
GM , 2008−12−03
●
●
●
●●●●
●●●
●●
●
●●●
●●●●●
●●
●
●●●
●●
●●●
●●
●●●
●
●●
●●
●●●
●●
●●●●●●
●●●
●
●●●●
●●
●
●●
●
●
●●
●
●
●●
●●●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 40.25, ζ = 15.92, Filter 1 = 19.36, # Vol.Jumps = 18Time
ζ i−1 (
x 10
0)
xx x x x
x
x
x
xxx
xxxxxxx
GM , 2008−12−04
●
●
●
●
●
●●
●
●
●
●●
●●
●●
●
●
●●
●●
●●●
●●
●
●
●●●●●
●
●●
●●●
●●●
●●
●
●●●
●
●
●
●●
●
●●●
●●●
●●
●●●●●●●
●●●●
●●
●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 50.52, ζ = 16.98, Filter 1 = 20.26, # Vol.Jumps = 18Time
ζ i−1 (
x 10
0)
x
x
xxx
x x x x
xxx xx
xx
x x
GM , 2008−12−05
●●
●●
●
●
●●
●●
●●●●●●
●
●
●●
●●●●●
●●
●●●●●
●●●●●
●●●
●●
●●●●
●●●●●●●●●●
●●●●
●
●
●●●●●●
●●●●
●●●
●
●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 36.47, ζ = 15.14, Filter 1 = 20.25, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
xx
xxx
GM , 2008−12−08
●
●
●●
●●●
●●●
●
●
●
●●
●●●
●●●
●●●●●
●●
●●●
●●
●
●●
●●●●
●●
●●
●●
●●●●●
●●●
●●●●●
●●●●
●●●●●
●●●●
●●●●●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 41.56, ζ = 13.22, Filter 1 = 16.05, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xxx xx x x xxxx
x
GM , 2008−12−09
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020
4060
8010
0
ζ0 = 38.7, ζ = 15.18, Filter 1 = 21.99, # Vol.Jumps = 6Time
ζ i−1 (
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GM , 2008−12−10
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020
4060
8010
0
ζ0 = 55.01, ζ = 15.59, Filter 1 = 21.32, # Vol.Jumps = 10Time
ζ i−1 (
x 10
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GM , 2008−12−11
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020
4060
8010
0
ζ0 = 290.8, ζ = 19.84, Filter 1 = 29.78, # Vol.Jumps = 7Time
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x 10
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GM , 2008−12−12
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020
4060
8010
0
ζ0 = 60.64, ζ = 12.47, Filter 1 = 17.6, # Vol.Jumps = 10Time
ζ i−1 (
x 10
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GM , 2008−12−15
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020
4060
8010
0
ζ0 = 27.16, ζ = 12.13, Filter 1 = 16.37, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
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GM , 2008−12−16
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020
4060
8010
0
ζ0 = 21.48, ζ = 11.56, Filter 1 = 14.66, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
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GM , 2008−12−17
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020
4060
8010
0
ζ0 = 34.47, ζ = 19.74, Filter 1 = 31.43, # Vol.Jumps = 3Time
ζ i−1 (
x 10
0)
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GM , 2008−12−18
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020
4060
8010
0
ζ0 = 37.73, ζ = 15.26, Filter 1 = 22.24, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
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GM , 2008−12−19
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020
4060
8010
0
ζ0 = 40.69, ζ = 14.66, Filter 1 = 20.21, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
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GM , 2008−12−22
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020
4060
8010
0
ζ0 = 72.36, ζ = 18.94, Filter 1 = 23.74, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
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GM , 2008−12−23
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020
4060
8010
0
ζ0 = 37.95, ζ = 14.94, Filter 1 = 16.49, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
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GM , 2008−12−24
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020
4060
8010
0
ζ0 = 63.38, ζ = 12.73, Filter 1 = 15.49, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
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GM , 2008−12−26
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020
4060
8010
0
ζ0 = 24.78, ζ = 11.94, Filter 1 = 19.09, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
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GM , 2008−12−29
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020
4060
8010
0
ζ0 = 36.61, ζ = 12.47, Filter 1 = 15.43, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
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GM , 2008−12−30
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020
4060
8010
0
ζ0 = 63.18, ζ = 15.53, Filter 1 = 18.01, # Vol.Jumps = 19Time
ζ i−1 (
x 10
0)
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GM , 2008−12−31