mmm , 2007−01−03 5 x 4 (x x - university of california, los angeles · 2011. 6. 8. · 0.0 0.2...
TRANSCRIPT
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ζ0 = 6.85, ζ = 1.06, Filter 1 = 1.66, # Vol.Jumps = 13Time
ζ i−1 (
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MMM , 2007−01−03
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ζ0 = 5.36, ζ = 0.69, Filter 1 = 1.24, # Vol.Jumps = 7Time
ζ i−1 (
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MMM , 2007−01−04
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ζ0 = 5.98, ζ = 0.88, Filter 1 = 1.42, # Vol.Jumps = 11Time
ζ i−1 (
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MMM , 2007−01−05
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ζ0 = 6.14, ζ = 0.83, Filter 1 = 1.75, # Vol.Jumps = 8Time
ζ i−1 (
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MMM , 2007−01−08
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ζ0 = 3.64, ζ = 1.07, Filter 1 = 1.73, # Vol.Jumps = 11Time
ζ i−1 (
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MMM , 2007−01−09
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ζ0 = 2.74, ζ = 0.94, Filter 1 = 1.3, # Vol.Jumps = 16Time
ζ i−1 (
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MMM , 2007−01−10
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ζ0 = 1.7, ζ = 0.85, Filter 1 = 1.66, # Vol.Jumps = 11Time
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x MMM , 2007−01−11
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ζ0 = 2.97, ζ = 0.75, Filter 1 = 1.25, # Vol.Jumps = 12Time
ζ i−1 (
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MMM , 2007−01−12
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ζ0 = 4.32, ζ = 0.85, Filter 1 = 1.48, # Vol.Jumps = 13Time
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MMM , 2007−01−16
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ζ0 = 5.66, ζ = 0.83, Filter 1 = 1.42, # Vol.Jumps = 8Time
ζ i−1 (
x 10
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MMM , 2007−01−17
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ζ0 = 6.4, ζ = 1.09, Filter 1 = 1.63, # Vol.Jumps = 8Time
ζ i−1 (
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MMM , 2007−01−18
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ζ0 = 7.24, ζ = 0.87, Filter 1 = 1.26, # Vol.Jumps = 12Time
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MMM , 2007−01−19
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ζ0 = 3.89, ζ = 0.77, Filter 1 = 1.12, # Vol.Jumps = 16Time
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MMM , 2007−01−22
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ζ0 = 5.19, ζ = 0.81, Filter 1 = 1.2, # Vol.Jumps = 13Time
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MMM , 2007−01−23
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ζ0 = 5.3, ζ = 0.74, Filter 1 = 1.65, # Vol.Jumps = 3Time
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MMM , 2007−01−24
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ζ0 = 4.94, ζ = 0.79, Filter 1 = 1.43, # Vol.Jumps = 14Time
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MMM , 2007−01−25
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ζ0 = 3.43, ζ = 1.07, Filter 1 = 1.65, # Vol.Jumps = 15Time
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MMM , 2007−01−26
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ζ0 = 1.85, ζ = 1.19, Filter 1 = 1.82, # Vol.Jumps = 16Time
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MMM , 2007−01−29
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ζ0 = 9.91, ζ = 1.58, Filter 1 = 2.6, # Vol.Jumps = 12Time
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MMM , 2007−01−30
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ζ0 = 8.58, ζ = 1.42, Filter 1 = 2.62, # Vol.Jumps = 4Time
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MMM , 2007−01−31
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ζ0 = 3.77, ζ = 0.98, Filter 1 = 1.3, # Vol.Jumps = 14Time
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MMM , 2007−02−01
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ζ0 = 3.04, ζ = 0.86, Filter 1 = 1.03, # Vol.Jumps = 12Time
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MMM , 2007−02−02
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ζ0 = 3.06, ζ = 0.74, Filter 1 = 1.11, # Vol.Jumps = 11Time
ζ i−1 (
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x MMM , 2007−02−05
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ζ0 = 0.92, ζ = 0.69, Filter 1 = 0.96, # Vol.Jumps = 11Time
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MMM , 2007−02−06
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ζ0 = 4.38, ζ = 0.76, Filter 1 = 1.21, # Vol.Jumps = 5Time
ζ i−1 (
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MMM , 2007−02−07
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3.0
ζ0 = 1.62, ζ = 0.87, Filter 1 = 1.34, # Vol.Jumps = 9Time
ζ i−1 (
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x MMM , 2007−02−08
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45
ζ0 = 4.91, ζ = 0.79, Filter 1 = 1.29, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x xx x
x
x
MMM , 2007−02−09
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23
45
ζ0 = 3.46, ζ = 0.93, Filter 1 = 1.36, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
xxx
x xx
x
x
x
x
x
x
xxx
MMM , 2007−02−12
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23
45
6
ζ0 = 6.26, ζ = 0.89, Filter 1 = 1.4, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x
x
x x
x
x
x x xx
x
MMM , 2007−02−13
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3.0
ζ0 = 3.11, ζ = 0.63, Filter 1 = 0.91, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x
x
x
x
x xx x x
xx
MMM , 2007−02−14
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1.0
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2.0
2.5
3.0
ζ0 = 2.71, ζ = 0.68, Filter 1 = 0.99, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
x
x
x
x
x
x x x
x
xx
x
x
MMM , 2007−02−15
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23
45
6
ζ0 = 5.94, ζ = 0.69, Filter 1 = 0.92, # Vol.Jumps = 18Time
ζ i−1 (
x 10
0)
x
x
xx x x x x
xxx
x x xxxx
x
MMM , 2007−02−16
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01
23
45
6
ζ0 = 3.29, ζ = 0.9, Filter 1 = 1.27, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x
x
x
x
x
xx
MMM , 2007−02−20
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01
23
4
ζ0 = 3.91, ζ = 0.78, Filter 1 = 1.21, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
xx
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x
x
MMM , 2007−02−21
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1.0
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2.5
3.0
ζ0 = 3.01, ζ = 0.81, Filter 1 = 1.21, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
xx xx
xx
x
x
xx x
xx
x
MMM , 2007−02−22
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01
23
ζ0 = 2.27, ζ = 0.78, Filter 1 = 1.12, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
x xx xx x
x xx
x
x
x
x
MMM , 2007−02−23
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02
46
ζ0 = 7.49, ζ = 0.79, Filter 1 = 1.13, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xxx x xx xxxx
x
MMM , 2007−02−26
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05
1015
ζ0 = 3.11, ζ = 1.18, Filter 1 = 3, # Vol.Jumps = 20Time
ζ i−1 (
x 10
0)
xx
xx
x
x
x
x
x
x
xx x
x
xx
x
x
xx
MMM , 2007−02−27
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05
1015
20
ζ0 = 7.62, ζ = 1.11, Filter 1 = 1.92, # Vol.Jumps = 16Time
ζ i−1 (
x 10
0)
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
x
MMM , 2007−02−28
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05
1015
2025
ζ0 = 6.97, ζ = 1.2, Filter 1 = 2.3, # Vol.Jumps = 17Time
ζ i−1 (
x 10
0)
xxx
x
x
x
x
x
x
x
x
x x
x
x
x
x
MMM , 2007−03−01
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01
23
4
ζ0 = 2.54, ζ = 1.07, Filter 1 = 1.69, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x
x
x
x
x
x MMM , 2007−03−02
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01
23
45
ζ0 = 3.56, ζ = 1.17, Filter 1 = 1.73, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x
x
x
x
x
MMM , 2007−03−05
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01
23
45
ζ0 = 0.37, ζ = 0.88, Filter 1 = 1.44, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
xx
x
x
x
x
x
MMM , 2007−03−06
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2.5
3.0
ζ0 = 2.46, ζ = 0.87, Filter 1 = 1.26, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
xx x x xx
x
x
x
MMM , 2007−03−07
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02
46
810
ζ0 = 9.68, ζ = 0.8, Filter 1 = 1.16, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xxx
xx
xxx
xx
x
MMM , 2007−03−08
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01
23
45
ζ0 = 5.12, ζ = 0.93, Filter 1 = 1.28, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
x
x
x
xxx
x
x xxxx x x
x
MMM , 2007−03−09
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1.5
2.0
ζ0 = 1.98, ζ = 0.69, Filter 1 = 1.27, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0) x
x
x
x
xMMM , 2007−03−12
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2.5
3.0
ζ0 = 1.33, ζ = 0.96, Filter 1 = 1.5, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x
x
xx
xx
xx
x
x MMM , 2007−03−13
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2.0
ζ0 = 2.05, ζ = 1.17, Filter 1 = 1.71, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x
x
x
x
x
x
x
x MMM , 2007−03−14
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2.0
2.5
ζ0 = 1.69, ζ = 0.62, Filter 1 = 0.99, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x
xx
x
x
x
x
x
MMM , 2007−03−15
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01
23
45
67
ζ0 = 5.63, ζ = 0.55, Filter 1 = 1.04, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x x x x x
x
x
MMM , 2007−03−16
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2.0
2.5
3.0
ζ0 = 2.72, ζ = 0.68, Filter 1 = 1.04, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x
x
xx
x x xx
x
x MMM , 2007−03−19
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2.5
ζ0 = 2.69, ζ = 0.63, Filter 1 = 1.01, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x
xxx x x
x
x
x
MMM , 2007−03−20
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0.0 0.2 0.4 0.6 0.8 1.0
01
23
4
ζ0 = 4.71, ζ = 0.5, Filter 1 = 1.25, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
x
xx
x
xxx
xx
xx
x
x
MMM , 2007−03−21
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01
23
ζ0 = 3, ζ = 0.83, Filter 1 = 1.16, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x x
x
x x x
x
x
x
x
MMM , 2007−03−22
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01
23
4
ζ0 = 2.49, ζ = 0.6, Filter 1 = 0.95, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
x
x
xx x xx x x x x
x
x MMM , 2007−03−23
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23
4
ζ0 = 3.88, ζ = 0.69, Filter 1 = 1.1, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x
x
xxxx
xx
xx
MMM , 2007−03−26
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23
45
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ζ0 = 5.95, ζ = 0.63, Filter 1 = 0.92, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
xx
xx
x x
x
xxx
MMM , 2007−03−27
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23
45
ζ0 = 5.22, ζ = 0.8, Filter 1 = 1.01, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x
x
xxx x xx
xx x
MMM , 2007−03−28
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1.0
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2.0
2.5
3.0
3.5
ζ0 = 3.48, ζ = 0.76, Filter 1 = 1.24, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x
x
xx
xx x
x
MMM , 2007−03−29
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23
45
ζ0 = 4.85, ζ = 0.63, Filter 1 = 1.28, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x x
x
x
xx
x
x
x
x
MMM , 2007−03−30
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01
23
ζ0 = 3.66, ζ = 0.77, Filter 1 = 1.3, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x
x
x
xx
x
x
MMM , 2007−04−02
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2.0
2.5
3.0
ζ0 = 3.08, ζ = 0.69, Filter 1 = 1.06, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
x
x
xxxx x
xx x
x
x
x
x
MMM , 2007−04−03
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23
45
ζ0 = 4.05, ζ = 0.63, Filter 1 = 0.94, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
x
xxxx
xxx
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x x x
x MMM , 2007−04−04
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ζ0 = 2.21, ζ = 0.56, Filter 1 = 0.75, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x
xx
x
xx x
xx
xx
x
MMM , 2007−04−05
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3.0
3.5
ζ0 = 2.84, ζ = 0.55, Filter 1 = 0.8, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
xx
x x
x
xx
x
MMM , 2007−04−09
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ζ0 = 0.85, ζ = 0.56, Filter 1 = 0.88, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
xx x
x
x MMM , 2007−04−10
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3.0
ζ0 = 3.27, ζ = 0.6, Filter 1 = 1.06, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x
x x
x
x
x
MMM , 2007−04−11
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23
45
6
ζ0 = 2.81, ζ = 0.62, Filter 1 = 0.95, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xxx x x
x
x
xx
xx
MMM , 2007−04−12
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01
23
45
ζ0 = 1.26, ζ = 0.57, Filter 1 = 0.75, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
x
xxxxx x
x
x
x
x
x xx
MMM , 2007−04−13
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01
23
4
ζ0 = 4.23, ζ = 0.61, Filter 1 = 0.84, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x
x
x x
x
MMM , 2007−04−16
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23
45
ζ0 = 3.14, ζ = 0.57, Filter 1 = 0.73, # Vol.Jumps = 19Time
ζ i−1 (
x 10
0)
x xx x
x
x xxx
xxxx
x
x
x
x
xx
MMM , 2007−04−17
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2.5
3.0
ζ0 = 3.13, ζ = 0.51, Filter 1 = 0.75, # Vol.Jumps = 16Time
ζ i−1 (
x 10
0)
x
x
x
x
x
x
x
xx
x xxx x x
x
MMM , 2007−04−18
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23
45
6
ζ0 = 5.91, ζ = 0.65, Filter 1 = 0.87, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xx x
x
xxx
x
x xx
MMM , 2007−04−19
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02
46
810
ζ0 = 11.51, ζ = 0.67, Filter 1 = 1.08, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
xx x x x
x
MMM , 2007−04−20
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01
23
4
ζ0 = 3.38, ζ = 0.71, Filter 1 = 0.98, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
xx xx x xx
x
x MMM , 2007−04−23
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02
46
ζ0 = 5.68, ζ = 0.61, Filter 1 = 0.95, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x x
x
x
x
x
x
x
MMM , 2007−04−24
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01
23
45
67
ζ0 = 6.33, ζ = 0.95, Filter 1 = 1.52, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x
xx
x xx
x
x
x MMM , 2007−04−25
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01
23
45
ζ0 = 5.12, ζ = 1.53, Filter 1 = 2.61, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x
x
xx
x
xxxx
x MMM , 2007−04−26
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01
23
45
67
ζ0 = 6.75, ζ = 1.19, Filter 1 = 1.92, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x
xx
xxx x
xx
xx
x
MMM , 2007−04−27
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01
23
4
ζ0 = 4.65, ζ = 0.89, Filter 1 = 1.53, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x
x
x
x
x
MMM , 2007−04−30
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01
23
4
ζ0 = 4.56, ζ = 0.9, Filter 1 = 1.52, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x
x
x
x
x
xx
x
x
x
x
MMM , 2007−05−01
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3.0
ζ0 = 3.34, ζ = 0.7, Filter 1 = 1.21, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
xxx
x
xx
x
xx
x
MMM , 2007−05−02
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01
23
45
6
ζ0 = 3.81, ζ = 0.95, Filter 1 = 1.42, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x x
x
x xx
x
x
x
MMM , 2007−05−03
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2.0
2.5
ζ0 = 1.89, ζ = 0.73, Filter 1 = 1.25, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
xx
x
x
x
x
x
x MMM , 2007−05−04
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1.0
1.5
2.0
ζ0 = 1.74, ζ = 0.75, Filter 1 = 1.12, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0) x
x
xx
x
x
x
x
x
MMM , 2007−05−07
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23
4
ζ0 = 3.43, ζ = 0.64, Filter 1 = 0.94, # Vol.Jumps = 21Time
ζ i−1 (
x 10
0)
x
x
x
x
xxxxxxxx x
x
x xx x
x
x
x MMM , 2007−05−08
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23
ζ0 = 1.94, ζ = 0.56, Filter 1 = 1.4, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x
x
x
x
x
xx
MMM , 2007−05−09
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02
46
8
ζ0 = 7.91, ζ = 0.68, Filter 1 = 0.98, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
xx
xx
xx xx
x
x
MMM , 2007−05−10
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02
46
8
ζ0 = 1.78, ζ = 0.75, Filter 1 = 1.1, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x x x
x
x
x
xx
x x
x
x
MMM , 2007−05−11
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1.0
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2.5
3.0
ζ0 = 1.17, ζ = 0.95, Filter 1 = 1.39, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xx
x
x x
x
x
xxx
x
x
MMM , 2007−05−14
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01
23
45
ζ0 = 5.52, ζ = 1.21, Filter 1 = 1.67, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x xx x x
x
x
x
MMM , 2007−05−15
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01
23
4
ζ0 = 3.73, ζ = 0.94, Filter 1 = 1.44, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
xx
xx
x
x
x
x
x
x
x
x x
MMM , 2007−05−16
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2.0
2.5
ζ0 = 2.54, ζ = 0.74, Filter 1 = 1.07, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0) x
xxx
x
x
x xx
MMM , 2007−05−17
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2.0
2.5
3.0
ζ0 = 2.94, ζ = 0.69, Filter 1 = 0.98, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
x
xx
xxx
x
x
x x x x
x
x
x
MMM , 2007−05−18
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1.2
ζ0 = 1.1, ζ = 0.64, Filter 1 = 1, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x xx
xx
x xx
x MMM , 2007−05−21
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2.0
2.5
ζ0 = 2.14, ζ = 0.73, Filter 1 = 1.11, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
x
x
x
x x x
x
xx x
xxx
MMM , 2007−05−22
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01
23
4
ζ0 = 4.21, ζ = 0.69, Filter 1 = 1.67, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
xx
x
x
xx xx
MMM , 2007−05−23
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05
1015
ζ0 = 14.85, ζ = 1.21, Filter 1 = 1.91, # Vol.Jumps = 4Time
ζ i−1 (
x 10
0)
x
x xx
MMM , 2007−05−24
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2.5
3.0
ζ0 = 2.87, ζ = 0.63, Filter 1 = 0.95, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
xx
x
xxx
x
x
x
x
x
x
x
MMM , 2007−05−25
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01
23
45
ζ0 = 3.57, ζ = 0.73, Filter 1 = 1.22, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
xx
x
x x x x
x
x
x
MMM , 2007−05−29
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2.5
3.0
ζ0 = 1.42, ζ = 0.84, Filter 1 = 1.39, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xx x
xxx
xx
x
x
x
MMM , 2007−05−30
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0.5
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2.0
2.5
ζ0 = 2.06, ζ = 0.75, Filter 1 = 1.05, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x
xx
x x
xx x
x
x
xx
MMM , 2007−05−31
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01
23
4
ζ0 = 4.61, ζ = 0.87, Filter 1 = 1.41, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0) xx
xxx
x xx
x
x MMM , 2007−06−01
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02
46
ζ0 = 7.38, ζ = 0.68, Filter 1 = 1.04, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x
x
xx xxxx x
x
xx
MMM , 2007−06−04
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0.5
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2.0
2.5
3.0
3.5
ζ0 = 3.36, ζ = 0.9, Filter 1 = 1.36, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0) x
x x
x
x
x MMM , 2007−06−05
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01
23
45
ζ0 = 4.98, ζ = 0.88, Filter 1 = 1.26, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
xxx x
xx
x
x
MMM , 2007−06−06
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01
23
4
ζ0 = 3.97, ζ = 1.35, Filter 1 = 2.06, # Vol.Jumps = 4Time
ζ i−1 (
x 10
0)
x xx
x
MMM , 2007−06−07
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05
1015
ζ0 = 14.85, ζ = 0.96, Filter 1 = 1.55, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x xxx x
x
x x
x
x
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MMM , 2007−06−08
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23
ζ0 = 3.82, ζ = 0.77, Filter 1 = 1.13, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
x x xx
xx
x xx
xx
xx
MMM , 2007−06−11
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2.0
ζ0 = 2.19, ζ = 0.95, Filter 1 = 1.52, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x x
x
xx
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x
x
x MMM , 2007−06−12
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ζ0 = 5.21, ζ = 0.98, Filter 1 = 1.46, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x x x
xxx
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xx
x
MMM , 2007−06−13
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ζ0 = 4.35, ζ = 0.75, Filter 1 = 1.12, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
xx
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x
MMM , 2007−06−14
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23
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ζ0 = 5.75, ζ = 0.76, Filter 1 = 1.06, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x
x x x x
MMM , 2007−06−15
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23
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ζ0 = 4.22, ζ = 0.65, Filter 1 = 0.99, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
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x xx
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x
x
MMM , 2007−06−18
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ζ0 = 2.11, ζ = 0.73, Filter 1 = 1.22, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
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x x x
xxx
MMM , 2007−06−19
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ζ0 = 2.06, ζ = 0.95, Filter 1 = 1.5, # Vol.Jumps = 18Time
ζ i−1 (
x 10
0)
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x MMM , 2007−06−20
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23
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ζ0 = 6.91, ζ = 1.18, Filter 1 = 1.56, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
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x
MMM , 2007−06−21
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ζ0 = 6.99, ζ = 1, Filter 1 = 2.1, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x
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MMM , 2007−06−22
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ζ0 = 4.49, ζ = 1.04, Filter 1 = 2.25, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0) xx x
x
x
MMM , 2007−06−25
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ζ0 = 3.31, ζ = 1.04, Filter 1 = 1.77, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x
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xx
MMM , 2007−06−26
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23
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ζ0 = 4.95, ζ = 1.02, Filter 1 = 1.55, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
x
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xxxxxx
x
x
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x
MMM , 2007−06−27
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23
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ζ0 = 5.44, ζ = 0.84, Filter 1 = 2.17, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x
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x
MMM , 2007−06−28
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23
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ζ0 = 5.72, ζ = 0.97, Filter 1 = 1.56, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x xx
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x
MMM , 2007−06−29
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23
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ζ0 = 5.2, ζ = 0.64, Filter 1 = 0.9, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
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x
MMM , 2007−07−02
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23
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ζ0 = 5.25, ζ = 0.7, Filter 1 = 0.86, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
xxxx x
x
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xx
x
MMM , 2007−07−03
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ζ0 = 3.99, ζ = 0.85, Filter 1 = 1.31, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x
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xx x
xx
x
x
MMM , 2007−07−05
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23
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ζ0 = 3.83, ζ = 0.84, Filter 1 = 1.41, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x
x
x
x
x
x
x
x
x
MMM , 2007−07−06
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1.5
2.0
ζ0 = 2.3, ζ = 0.74, Filter 1 = 1.17, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
xx
x
x
x
x
x
x
MMM , 2007−07−09
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23
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ζ0 = 3.87, ζ = 1.04, Filter 1 = 1.67, # Vol.Jumps = 4Time
ζ i−1 (
x 10
0)
xx x x
MMM , 2007−07−10
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2.5
3.0
ζ0 = 3.29, ζ = 0.99, Filter 1 = 1.51, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0) xxx
x
x
x
x
x x
x xx
MMM , 2007−07−11
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2.5
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3.5
ζ0 = 3.46, ζ = 1.16, Filter 1 = 1.83, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0) x x
x
xxx
xx
x
xxx
x
MMM , 2007−07−12
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23
45
6
ζ0 = 6.56, ζ = 0.83, Filter 1 = 1.13, # Vol.Jumps = 19Time
ζ i−1 (
x 10
0)
x
x
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x
x
x x
x
x
xxx
x xx
MMM , 2007−07−13
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23
ζ0 = 3, ζ = 1.13, Filter 1 = 1.93, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x
x
x
x
x x
x
MMM , 2007−07−16
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02
46
ζ0 = 7.39, ζ = 1, Filter 1 = 1.54, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x xxx
x
xx
x
MMM , 2007−07−17
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01
23
45
ζ0 = 5.29, ζ = 1.3, Filter 1 = 1.85, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
x
x
x
x
x x
x
x
x x
xx
x x
x
MMM , 2007−07−18
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23
45
ζ0 = 5.47, ζ = 1.03, Filter 1 = 1.57, # Vol.Jumps = 3Time
ζ i−1 (
x 10
0)
xx
x
MMM , 2007−07−19
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02
46
810
12
ζ0 = 11.82, ζ = 1.22, Filter 1 = 1.86, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x x x x x
xx
MMM , 2007−07−20
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01
23
45
ζ0 = 5.33, ζ = 1.05, Filter 1 = 1.51, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
x xx
xxx
x
x
x
x
x x x
MMM , 2007−07−23
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01
23
4
ζ0 = 4.5, ζ = 1.37, Filter 1 = 1.87, # Vol.Jumps = 21Time
ζ i−1 (
x 10
0)
xxx
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x
x
x
x
x x
xx x
x
xxx
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x
x MMM , 2007−07−24
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02
46
8
ζ0 = 6.73, ζ = 2.01, Filter 1 = 2.86, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x
xx
x
x
x
x
MMM , 2007−07−25
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02
46
810
ζ0 = 10.1, ζ = 3.2, Filter 1 = 4.43, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x
xxx
x
xx
x xx
MMM , 2007−07−26
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05
1015
ζ0 = 14.67, ζ = 2.17, Filter 1 = 3.42, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x x xx
x
MMM , 2007−07−27
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02
46
8
ζ0 = 6.65, ζ = 1.53, Filter 1 = 1.96, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
x
x
x
x x x xx
x
x
xx
x
MMM , 2007−07−30
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01
23
45
6
ζ0 = 5.96, ζ = 1.56, Filter 1 = 2.19, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
xx
x
x
x
xxx
xx
x
x
x
x
MMM , 2007−07−31
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02
46
810
ζ0 = 11.1, ζ = 2.12, Filter 1 = 3.4, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
xx
x
xxx
x x x
x
MMM , 2007−08−01
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01
23
4
ζ0 = 3.96, ζ = 1.5, Filter 1 = 2.08, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
xx
x
x
x
x
x xxx
x
xx
MMM , 2007−08−02
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01
23
45
67
ζ0 = 3.05, ζ = 1.63, Filter 1 = 2.51, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
x
xx
x
x
x x x
x
x
x
x
x
MMM , 2007−08−03
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02
46
810
ζ0 = 10.33, ζ = 2.17, Filter 1 = 3, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
xx x xx
x
x
x
xx
MMM , 2007−08−06
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02
46
ζ0 = 5.48, ζ = 1.46, Filter 1 = 4.11, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
xx
x
x
x
x MMM , 2007−08−07
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01
23
45
6
ζ0 = 5.91, ζ = 1.4, Filter 1 = 2.11, # Vol.Jumps = 19Time
ζ i−1 (
x 10
0)
x
x
x xxx
xxx
x
x
x
x
x
x
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x
xx
MMM , 2007−08−08
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02
46
810
12
ζ0 = 10.7, ζ = 2.19, Filter 1 = 3.49, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x x x
x
x MMM , 2007−08−09
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02
46
810
ζ0 = 9.74, ζ = 2.37, Filter 1 = 3.28, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
x
x
x
xx x
xx
xxx x x
MMM , 2007−08−10
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02
46
810
12
ζ0 = 11.94, ζ = 1.76, Filter 1 = 2.56, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xx x x
xx x x xx
x
MMM , 2007−08−13
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02
46
ζ0 = 7.49, ζ = 1.76, Filter 1 = 2.9, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
xx
x x
x
x
MMM , 2007−08−14
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02
46
ζ0 = 7.35, ζ = 1.97, Filter 1 = 2.58, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x x xx x
x
xxx
xx
MMM , 2007−08−15
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01
23
45
6
ζ0 = 6.59, ζ = 2.82, Filter 1 = 3.61, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xx
xx
x
x
x
x
xxx
x
MMM , 2007−08−16
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05
1015
2025
30
ζ0 = 33.32, ζ = 1.87, Filter 1 = 2.69, # Vol.Jumps = 17Time
ζ i−1 (
x 10
0)
xxx xxxxx x
xxx x x x
x
x
MMM , 2007−08−17
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01
23
4
ζ0 = 4.69, ζ = 1.81, Filter 1 = 2.68, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x
xx x x
x
MMM , 2007−08−20
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01
23
45
ζ0 = 5.05, ζ = 1.44, Filter 1 = 2.13, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
xx x
xx x x
x
x
MMM , 2007−08−21
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01
23
4
ζ0 = 4.6, ζ = 1.25, Filter 1 = 2.13, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x
xx
xx
MMM , 2007−08−22
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02
46
8
ζ0 = 8.58, ζ = 1.21, Filter 1 = 1.6, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xx x x xx x
xxx x
MMM , 2007−08−23
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01
23
ζ0 = 3.83, ζ = 1.03, Filter 1 = 1.49, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
xxx x x
x x
xx
x
MMM , 2007−08−24
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01
23
4
ζ0 = 2.81, ζ = 1.04, Filter 1 = 1.59, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x
x
x
x
x
xx
x MMM , 2007−08−27
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01
23
4
ζ0 = 4.29, ζ = 1.28, Filter 1 = 1.91, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x
x
x
x
xx
x
x
MMM , 2007−08−28
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01
23
45
67
ζ0 = 6.91, ζ = 1.15, Filter 1 = 1.47, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xxxxx
x x x xx
x
MMM , 2007−08−29
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23
45
67
ζ0 = 7.04, ζ = 1.17, Filter 1 = 1.81, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x
xxx
xxxxx
x
x
MMM , 2007−08−30
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01
23
45
ζ0 = 4.41, ζ = 1.38, Filter 1 = 2.09, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x
x
x
x
x
xxx
x
x MMM , 2007−08−31
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01
23
45
67
ζ0 = 7.19, ζ = 0.89, Filter 1 = 1.31, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xx x xx xxx
x
xx
MMM , 2007−09−04
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02
46
ζ0 = 7.67, ζ = 1.12, Filter 1 = 1.49, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x
x
xxxxxx
x x xx
MMM , 2007−09−05
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01
23
45
ζ0 = 5.74, ζ = 1.1, Filter 1 = 1.54, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
xx
xx
x xx
x
x
MMM , 2007−09−06
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02
46
810
12
ζ0 = 12.93, ζ = 1.26, Filter 1 = 1.79, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
xx xx x
x x
MMM , 2007−09−07
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01
23
45
ζ0 = 4.74, ζ = 1.32, Filter 1 = 2.33, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x
x
x
x
xxx x
x
x
MMM , 2007−09−10
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01
23
4
ζ0 = 4.59, ζ = 0.99, Filter 1 = 1.33, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
xxxxx
xx
x x
x
MMM , 2007−09−11
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01
23
45
ζ0 = 5.68, ζ = 1.07, Filter 1 = 1.41, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
xx xx x
x
x
x
MMM , 2007−09−12
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0.0 0.2 0.4 0.6 0.8 1.0
01
23
ζ0 = 2.71, ζ = 0.83, Filter 1 = 1.38, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xx
xx
xx x x
x
xx
MMM , 2007−09−13
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01
23
ζ0 = 3.84, ζ = 0.86, Filter 1 = 1.43, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xxx
xx x
x
x
x
xx
x
MMM , 2007−09−14
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0.5
1.0
1.5
2.0
2.5
3.0
ζ0 = 3.1, ζ = 0.9, Filter 1 = 1.31, # Vol.Jumps = 21Time
ζ i−1 (
x 10
0)
xx
x
x
x
x
x
xx
x
x
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xxx
xx xx xx
MMM , 2007−09−17
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05
1015
20
ζ0 = 5.34, ζ = 0.78, Filter 1 = 2.22, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x
x
x
xxx x x
MMM , 2007−09−18
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01
23
45
6
ζ0 = 5.88, ζ = 1.08, Filter 1 = 1.7, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xxx
xx
xxxx x
x
x
MMM , 2007−09−19
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01
23
4
ζ0 = 4.71, ζ = 0.87, Filter 1 = 1.22, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
xx x
x
x
x
MMM , 2007−09−20
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02
46
810
ζ0 = 10.22, ζ = 0.75, Filter 1 = 1.16, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
x
xx
x xxx
x
xxx
x x
MMM , 2007−09−21
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01
23
4
ζ0 = 3.96, ζ = 0.86, Filter 1 = 1.39, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
xx
x xxx
x
x
MMM , 2007−09−24
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01
23
45
6
ζ0 = 6.17, ζ = 1.02, Filter 1 = 1.55, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
xx
x
xx
x
MMM , 2007−09−25
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01
23
4
ζ0 = 4.07, ζ = 0.81, Filter 1 = 1.5, # Vol.Jumps = 4Time
ζ i−1 (
x 10
0)
x x x x
MMM , 2007−09−26
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1.0
1.5
2.0
ζ0 = 2.37, ζ = 0.92, Filter 1 = 1.31, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
x
xxxx
x
xx
x
x
x
x
x
MMM , 2007−09−27
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01
23
45
ζ0 = 5.4, ζ = 0.72, Filter 1 = 1.14, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
xxx x x x
x
x
MMM , 2007−09−28
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0.0
0.5
1.0
1.5
2.0
2.5
3.0
ζ0 = 3.23, ζ = 0.88, Filter 1 = 1.18, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x
x
x x
xx
x x
x
x
x
MMM , 2007−10−01
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01
23
45
67
ζ0 = 6.95, ζ = 0.83, Filter 1 = 1.3, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x
x
xx x xx
x
MMM , 2007−10−02
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01
23
45
ζ0 = 5.7, ζ = 0.9, Filter 1 = 1.43, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x x
x
x x xxxxx
MMM , 2007−10−03
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0.5
1.0
1.5
2.0
2.5
3.0
3.5
ζ0 = 2.78, ζ = 0.67, Filter 1 = 0.95, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x
x
x xx
x
x
xx
MMM , 2007−10−04
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0.0 0.2 0.4 0.6 0.8 1.0
01
23
ζ0 = 3.83, ζ = 0.7, Filter 1 = 1.25, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
xx
xx
xx
MMM , 2007−10−05
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0.0
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1.0
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2.0
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3.0
3.5
ζ0 = 3.58, ζ = 0.64, Filter 1 = 0.96, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
x
x
x
xxxx
xxx
x
x
x x
x
MMM , 2007−10−08
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01
23
4
ζ0 = 4.74, ζ = 0.79, Filter 1 = 1.2, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
x
x xx
x
x
x
x
xxx
x
x
MMM , 2007−10−09
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01
23
45
ζ0 = 2.46, ζ = 0.97, Filter 1 = 1.73, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x
x
x x
x
x
x MMM , 2007−10−10
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02
46
8
ζ0 = 9.18, ζ = 0.99, Filter 1 = 2.28, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x
xxxx x
x
MMM , 2007−10−11
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23
4
ζ0 = 4.59, ζ = 0.99, Filter 1 = 1.45, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
xx x
x x
x
xx
xx
MMM , 2007−10−12
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01
23
45
6
ζ0 = 6.43, ζ = 1, Filter 1 = 1.38, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
xxx x x x
x
x
x
MMM , 2007−10−15
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01
23
4
ζ0 = 3.85, ζ = 0.99, Filter 1 = 1.58, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
xx
x
x x
x
x
x
MMM , 2007−10−16
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02
46
8
ζ0 = 9.42, ζ = 1.34, Filter 1 = 2.03, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x
x
x
x
x
xx
MMM , 2007−10−17
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01
23
4
ζ0 = 2.95, ζ = 1.16, Filter 1 = 2.02, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
xx
x
x
x
x
MMM , 2007−10−18
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02
46
ζ0 = 1.74, ζ = 1.79, Filter 1 = 2.75, # Vol.Jumps = 16Time
ζ i−1 (
x 10
0)
x
xxx
x
x
x
xx
x
x x
x
x
x
x
MMM , 2007−10−19
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0.0 0.2 0.4 0.6 0.8 1.0
01
23
45
67
ζ0 = 5.45, ζ = 1.65, Filter 1 = 2.18, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x
x
x
x
x x
x
x
x
x
MMM , 2007−10−22
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01
23
45
6
ζ0 = 5.62, ζ = 1.49, Filter 1 = 2.23, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x x
x
xx x x
x MMM , 2007−10−23
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01
23
45
ζ0 = 5.27, ζ = 1.41, Filter 1 = 1.89, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xx x
x
xx
x xx
x
x
x
MMM , 2007−10−24
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01
23
45
ζ0 = 4.9, ζ = 1.41, Filter 1 = 2.11, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
xx
x
x
x
x xx
MMM , 2007−10−25
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02
46
810
ζ0 = 11.25, ζ = 0.89, Filter 1 = 1.21, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
xx
x xxx xx
x x
MMM , 2007−10−26
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02
46
8
ζ0 = 9.59, ζ = 0.95, Filter 1 = 1.26, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
xxx
x
xxx
xx x x x x
MMM , 2007−10−29
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3.0
3.5
ζ0 = 3.52, ζ = 0.98, Filter 1 = 1.45, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x
x
x
x
xx
x
x
MMM , 2007−10−30
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02
46
810
ζ0 = 3.5, ζ = 1, Filter 1 = 2.75, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x
x
x
x
x
x
MMM , 2007−10−31
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02
46
ζ0 = 4.53, ζ = 1.33, Filter 1 = 1.82, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xx x x x
xx
x
x
x
x
MMM , 2007−11−01
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01
23
45
6
ζ0 = 5.4, ζ = 1.82, Filter 1 = 2.66, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x
x
xx
x
x x x x
x MMM , 2007−11−02
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01
23
4
ζ0 = 4.67, ζ = 1.32, Filter 1 = 2.02, # Vol.Jumps = 2Time
ζ i−1 (
x 10
0)
x
x
MMM , 2007−11−05
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01
23
45
6
ζ0 = 5.83, ζ = 1.39, Filter 1 = 2.02, # Vol.Jumps = 3Time
ζ i−1 (
x 10
0)
xx
x
MMM , 2007−11−06
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01
23
45
ζ0 = 4.87, ζ = 1.45, Filter 1 = 2.01, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x
x x x
x
xx
xxx
x
x
MMM , 2007−11−07
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01
23
45
ζ0 = 5.42, ζ = 1.84, Filter 1 = 2.38, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x
xxx
x
x xxxx
x
x
MMM , 2007−11−08
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0.0 0.2 0.4 0.6 0.8 1.0
05
1015
2025
ζ0 = 12.12, ζ = 1.84, Filter 1 = 2.83, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
xxxx
x xx x x x
x
x
x
xx
MMM , 2007−11−09
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01
23
45
67
ζ0 = 4.86, ζ = 1.43, Filter 1 = 2.07, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x
xxxx
x
x
x
x
MMM , 2007−11−12
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02
46
810
ζ0 = 9.84, ζ = 1.14, Filter 1 = 1.72, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x
x
x x x xx x x
x
MMM , 2007−11−13
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01
23
45
ζ0 = 3.51, ζ = 1.21, Filter 1 = 1.59, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
x
xx
x x xx
x
x
x
x
x
xx
MMM , 2007−11−14
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23
4
ζ0 = 4.26, ζ = 1.42, Filter 1 = 2, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
x
x
x
x xx
x x
xx
xx
x
x
MMM , 2007−11−15
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23
45
6
ζ0 = 3.04, ζ = 1.33, Filter 1 = 2.1, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x
x
xxx
x MMM , 2007−11−16
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2.5
ζ0 = 2.21, ζ = 1.4, Filter 1 = 2.04, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x x xx
x
x
MMM , 2007−11−19
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23
45
ζ0 = 4.95, ζ = 1.57, Filter 1 = 2.19, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x
xx
xx
xx
x
MMM , 2007−11−20
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01
23
4
ζ0 = 4.45, ζ = 1.18, Filter 1 = 1.93, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
xx
x
x
x x
x
x
MMM , 2007−11−21
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02
46
ζ0 = 7.23, ζ = 1.49, Filter 1 = 2.98, # Vol.Jumps = 1Time
ζ i−1 (
x 10
0)
x
MMM , 2007−11−23
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23
ζ0 = 3.7, ζ = 1.38, Filter 1 = 1.7, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xx
xx x
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xx
x
MMM , 2007−11−26
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23
45
6
ζ0 = 5.84, ζ = 1.55, Filter 1 = 2.51, # Vol.Jumps = 3Time
ζ i−1 (
x 10
0) x
x
x
MMM , 2007−11−27
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23
45
6
ζ0 = 6.36, ζ = 1.22, Filter 1 = 1.86, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x
x x
x x
MMM , 2007−11−28
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23
4
ζ0 = 4.26, ζ = 1.23, Filter 1 = 1.58, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xx x x x xx
x
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x
x
MMM , 2007−11−29
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23
45
ζ0 = 5.68, ζ = 1.37, Filter 1 = 2.07, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x
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x
x
x
x
MMM , 2007−11−30
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2.0
ζ0 = 2.26, ζ = 1, Filter 1 = 1.73, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x
xx
xx
x
x MMM , 2007−12−03
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23
ζ0 = 3.35, ζ = 1.05, Filter 1 = 1.56, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x x x
x
x MMM , 2007−12−04
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2.5
3.0
ζ0 = 3.24, ζ = 1.09, Filter 1 = 1.57, # Vol.Jumps = 2Time
ζ i−1 (
x 10
0)
x
x
MMM , 2007−12−05
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23
45
6
ζ0 = 6.19, ζ = 1.02, Filter 1 = 1.53, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x
xx x x x
x
MMM , 2007−12−06
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23
45
ζ0 = 4.91, ζ = 1.01, Filter 1 = 1.43, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
xx
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x
MMM , 2007−12−07
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23
4
ζ0 = 3.91, ζ = 0.77, Filter 1 = 1.14, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
x
x
x x xx
xx
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x
x
xx
x
MMM , 2007−12−10
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02
46
8
ζ0 = 3.3, ζ = 1.12, Filter 1 = 2.32, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
x
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xx
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MMM , 2007−12−11
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02
46
8
ζ0 = 9.38, ζ = 2.13, Filter 1 = 3.01, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x
xxxx
x
MMM , 2007−12−12
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02
46
8
ζ0 = 8.25, ζ = 1.47, Filter 1 = 2.08, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x x x xx
x
x
x
x
MMM , 2007−12−13
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01
23
4
ζ0 = 3.93, ζ = 1.1, Filter 1 = 1.74, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x
x
x
x
x
xx
MMM , 2007−12−14
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23
45
6
ζ0 = 6.14, ζ = 1.29, Filter 1 = 1.84, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x x x
x x
x
x
MMM , 2007−12−17
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01
23
4
ζ0 = 4.67, ζ = 1.48, Filter 1 = 2.03, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x
x
x
x
x
MMM , 2007−12−18
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01
23
4
ζ0 = 4.06, ζ = 1.19, Filter 1 = 1.84, # Vol.Jumps = 3Time
ζ i−1 (
x 10
0)
x
xx
MMM , 2007−12−19
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01
23
45
6
ζ0 = 6.11, ζ = 1.06, Filter 1 = 1.83, # Vol.Jumps = 3Time
ζ i−1 (
x 10
0)
xx
x
MMM , 2007−12−20
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02
46
8
ζ0 = 8.26, ζ = 0.92, Filter 1 = 1.5, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xxxx xx x
x
xxx
x
MMM , 2007−12−21
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01
23
ζ0 = 3.71, ζ = 0.76, Filter 1 = 1.15, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x
xx
xx
x
MMM , 2007−12−24
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01
23
4
ζ0 = 4.22, ζ = 0.63, Filter 1 = 0.83, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xx
xx x x xx
x
x
xx
MMM , 2007−12−26
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0.0 0.2 0.4 0.6 0.8 1.0
01
23
4
ζ0 = 4.39, ζ = 0.78, Filter 1 = 1.16, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x
xxx
x x x
x
x
MMM , 2007−12−27
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0.0 0.2 0.4 0.6 0.8 1.0
01
23
4
ζ0 = 4.29, ζ = 0.89, Filter 1 = 1.34, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
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xxx
x
xx x xx
MMM , 2007−12−28
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0.0 0.2 0.4 0.6 0.8 1.0
01
23
ζ0 = 3.74, ζ = 0.88, Filter 1 = 1.24, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xx
xx
x
xx
x
x x
x
x
MMM , 2007−12−31