08109 542 13669 0005961 144379e 005 8684406 543 13696

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Unformatted text preview: 9 542 1.3669 0.005961 1.44379E-005 8.684406 543 1.3696 0.001975 1.53159E-005 10.83187 544 1.3795 0.007228 1.48409E-005 7.597468 545 1.3824 0.002102 1.63977E-005 10.74886 546 1.3885 0.004413 1.58992E-005 9.824578 547 1.3897 0.000864 1.60479E-005 10.99339 548 1.3860 -0.00266 1.54111E-005 10.62046 549 1.3877 0.001227 1.50647E-005 11.00329 550 1.3867 -0.00072 1.45004E-005 11.10552 551 1.3975 0.007788 1.39185E-005 6.824269 552 1.4030 0.003936 1.58637E-005 10.0751 553 1.4049 0.001354 1.58481E-005 10.93674 554 1.4113 0.004555 1.52648E-005 9.730466 555 1.4106 -0.0005 1.54932E-005 11.05923 556 1.4127 0.001489 1.48587E-005 10.96777 557 1.4180 0.003752 1.43325E-005 10.17094 558 1.4179 -7E-005 1.43218E-005 11.15338 559 1.4232 0.003738 0.000013726 10.17829 560 1.4165 -0.00471 1.37362E-005 9.582044 561 1.4195 0.002118 1.40869E-005 10.85185 562 1.4109 -0.00606 1.36873E-005 8.517356 563 1.4136 0.001914 1.46453E-005 10.88134 564 1.4089 -0.00332 1.41882E-005 10.38396 565 1.4037 -0.00369 1.40578E-005 10.20332 566 1.4146 0.007765 1.40396E-005 6.878769 567 1.4199 0.003747 1.59648E-005 10.16586 GARCH(1,1) w=VL(1-alpha-beta) max likelyhood sum -1.2667E+04 Day Si ui v1=sigi^2 (-ln[vi])-ui^2/vi 1 1.1990 w*10^6 2 1.2100 0.009174 beta 3 1.2093 -0.00058 8.4168E-05 -9.3867E+00 Variance 4 1.2219 0.010419 8.4168E-05 -10.672506 5 1.2217 -0.00016 8.4168E-05 -9.3830141 w 6 1.2308 0.007449 8.4168E-05 -10.04188 beta 7 1.2319 0.000894 8.4168E-05 -9.3921857 alpha 8 1.2386 0.005439 8.4168E-05 -9.7341362 9 1.2370 -0.00129 8.4168E-05 -9.4025216 10 1.2367 -0.00024 8.4168E-05 -9.3833946 11 1.2377 0.000809 8.4168E-05 -9.390464 12 1.2405 0.002262 8.4168E-05 -9.4435006 13 1.2457 0.004192 8.4168E-05 -9.5914648 14 1.2374 -0.00666 8.4168E-05 -9.9101469 15 1.2313 -0.00493 8.4168E-05 -9.6714261 16 1.2296 -0.00138 8.4168E-05 -9.4053434 17 1.2213 -0.00675 8.4168E-05 -9.9240499 18 1.2183 -0.00246 8.4168E-05 -9.4543845 19 1.2231 0.00394 8.4168E-05 -9.5671238 20 1.2233 0.000164 8.4168E-05 -9.3830134 21 1.2211 -0.0018 8.4168E...
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