aig , 2009−01−02x x x x xx 40 100 30 (x - ucla economicsaig , 2009−01−22x 0.0 0.2 0.4 0.6...
TRANSCRIPT
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010
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ζ0 = 34.96, ζ = 33.6, Filter 1 = 41.88, # Vol.Jumps = 7Time
ζ i−1 (
x 10
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xAIG , 2009−01−02
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010
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ζ0 = 35.57, ζ = 31.34, Filter 1 = 36.21, # Vol.Jumps = 11Time
ζ i−1 (
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xxAIG , 2009−01−05
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ζ0 = 34.07, ζ = 28.2, Filter 1 = 32.27, # Vol.Jumps = 21Time
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xAIG , 2009−01−06
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0.0 0.2 0.4 0.6 0.8 1.0
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ζ0 = 24.64, ζ = 24.39, Filter 1 = 34.19, # Vol.Jumps = 15Time
ζ i−1 (
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xAIG , 2009−01−07
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ζ0 = 27.1, ζ = 29.48, Filter 1 = 38.6, # Vol.Jumps = 5Time
ζ i−1 (
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AIG , 2009−01−08
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ζ0 = 25.41, ζ = 22.53, Filter 1 = 30.7, # Vol.Jumps = 16Time
ζ i−1 (
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AIG , 2009−01−09
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ζ0 = 20.15, ζ = 27.19, Filter 1 = 35.42, # Vol.Jumps = 11Time
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xAIG , 2009−01−12
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ζ0 = 33.83, ζ = 23.79, Filter 1 = 31.4, # Vol.Jumps = 19Time
ζ i−1 (
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AIG , 2009−01−13
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010
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ζ0 = 36.72, ζ = 36.52, Filter 1 = 45.56, # Vol.Jumps = 9Time
ζ i−1 (
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xxxAIG , 2009−01−14
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010
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ζ0 = 39.81, ζ = 34.1, Filter 1 = 40.74, # Vol.Jumps = 17Time
ζ i−1 (
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AIG , 2009−01−15
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010
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ζ0 = 38.16, ζ = 31.95, Filter 1 = 39.3, # Vol.Jumps = 17Time
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AIG , 2009−01−16
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ζ0 = 51.2, ζ = 34.23, Filter 1 = 44.99, # Vol.Jumps = 10Time
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xAIG , 2009−01−20
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ζ0 = 41.9, ζ = 32.72, Filter 1 = 45.61, # Vol.Jumps = 9Time
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xxAIG , 2009−01−21
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ζ0 = 50.43, ζ = 32.96, Filter 1 = 41.13, # Vol.Jumps = 13Time
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xAIG , 2009−01−22
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ζ0 = 49.54, ζ = 48.02, Filter 1 = 59.87, # Vol.Jumps = 8Time
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xAIG , 2009−01−23
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ζ0 = 42.17, ζ = 34.97, Filter 1 = 42.27, # Vol.Jumps = 16Time
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AIG , 2009−01−26
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ζ0 = 31.53, ζ = 34.42, Filter 1 = 39.51, # Vol.Jumps = 17Time
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xAIG , 2009−01−27
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ζ0 = 41.42, ζ = 37.93, Filter 1 = 48.43, # Vol.Jumps = 6Time
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AIG , 2009−01−28
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ζ0 = 44.75, ζ = 33.21, Filter 1 = 39.71, # Vol.Jumps = 18Time
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AIG , 2009−01−29
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ζ0 = 36, ζ = 35.29, Filter 1 = 51.25, # Vol.Jumps = 5Time
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xAIG , 2009−01−30
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ζ0 = 36.55, ζ = 39.76, Filter 1 = 53.52, # Vol.Jumps = 8Time
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xAIG , 2009−02−02
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80
ζ0 = 34.9, ζ = 53.72, Filter 1 = 63.11, # Vol.Jumps = 12Time
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xAIG , 2009−02−03
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ζ0 = 54.93, ζ = 42.58, Filter 1 = 52.43, # Vol.Jumps = 19Time
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AIG , 2009−02−04
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ζ0 = 43.36, ζ = 48.5, Filter 1 = 63.5, # Vol.Jumps = 10Time
ζ i−1 (
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xAIG , 2009−02−05
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020
4060
80
ζ0 = 57.06, ζ = 37.6, Filter 1 = 56.7, # Vol.Jumps = 7Time
ζ i−1 (
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xAIG , 2009−02−06
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0.0 0.2 0.4 0.6 0.8 1.0
020
4060
80
ζ0 = 54.59, ζ = 50.02, Filter 1 = 61.98, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x x
x
xx
x x
xxx
xAIG , 2009−02−09
-
●●
●
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0.0 0.2 0.4 0.6 0.8 1.0
010
2030
4050
60
ζ0 = 43.93, ζ = 39.17, Filter 1 = 59.97, # Vol.Jumps = 3Time
ζ i−1 (
x 10
0)
xxx AIG , 2009−02−10
-
●
●
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0.0 0.2 0.4 0.6 0.8 1.0
010
2030
4050
60
ζ0 = 41.63, ζ = 30.99, Filter 1 = 47.12, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
xx
x
x
x
x
AIG , 2009−02−11
-
●
●
●
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0.0 0.2 0.4 0.6 0.8 1.0
010
2030
4050
60
ζ0 = 43.87, ζ = 34.35, Filter 1 = 47.74, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x xxx
xAIG , 2009−02−12
-
●
●
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●
0.0 0.2 0.4 0.6 0.8 1.0
010
2030
4050
ζ0 = 46.12, ζ = 31.8, Filter 1 = 45.07, # Vol.Jumps = 3Time
ζ i−1 (
x 10
0)
x
xx
AIG , 2009−02−13
-
●●●
●
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0.0 0.2 0.4 0.6 0.8 1.0
010
2030
4050
6070
ζ0 = 64.49, ζ = 37, Filter 1 = 49.42, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x
xx
x
x
xxxx AIG , 2009−02−17
-
●
●
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●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
80
ζ0 = 44.85, ζ = 40.37, Filter 1 = 59.54, # Vol.Jumps = 3Time
ζ i−1 (
x 10
0)
xx
xAIG , 2009−02−18
-
●
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●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
80
ζ0 = 67.94, ζ = 48.54, Filter 1 = 69.7, # Vol.Jumps = 7Time
ζ i−1 (
x 10
0)
x
x
x
x
xx
x
AIG , 2009−02−19
-
●
●
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0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 101.88, ζ = 55.76, Filter 1 = 88.51, # Vol.Jumps = 2Time
ζ i−1 (
x 10
0)
x
xAIG , 2009−02−20
-
●
●
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0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
012
014
0
ζ0 = 76.23, ζ = 40.84, Filter 1 = 68.52, # Vol.Jumps = 18Time
ζ i−1 (
x 10
0)
x
xx
x
x
x
xx
x
x
x
x
x
x
x
x
x
x
AIG , 2009−02−23
-
●
●
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●
●●
●
●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
012
0
ζ0 = 118.9, ζ = 64.79, Filter 1 = 96.57, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x
x
x
x
x x
xxAIG , 2009−02−24
-
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●
●●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
012
0
ζ0 = 66.76, ζ = 67.73, Filter 1 = 113.95, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x xx x
x
AIG , 2009−02−25
-
●
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●
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●
●●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
012
0
ζ0 = 103.22, ζ = 57.05, Filter 1 = 81.62, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x
x
xx
xx
AIG , 2009−02−26
-
●
●
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●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
012
0
ζ0 = 125.85, ζ = 75.15, Filter 1 = 104.68, # Vol.Jumps = 2Time
ζ i−1 (
x 10
0)
x
x
AIG , 2009−02−27
-
●
●●
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●●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
012
0
ζ0 = 92.34, ζ = 63.53, Filter 1 = 85.13, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xx
x
x
xx
x
x
x
xx
AIG , 2009−03−02
-
●
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0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
012
0
ζ0 = 82.44, ζ = 65.62, Filter 1 = 87.89, # Vol.Jumps = 4Time
ζ i−1 (
x 10
0)
x
x
xx
AIG , 2009−03−03
-
●
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0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
012
0
ζ0 = 75.74, ζ = 54, Filter 1 = 79.88, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x
x
x
x
x
AIG , 2009−03−04
-
●
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●●
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0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
012
014
0
ζ0 = 108.28, ζ = 81.52, Filter 1 = 104.76, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x x
x
x
xAIG , 2009−03−05
-
●
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●
0.0 0.2 0.4 0.6 0.8 1.0
050
100
150
ζ0 = 92.16, ζ = 73.89, Filter 1 = 127.39, # Vol.Jumps = 2Time
ζ i−1 (
x 10
0)
x
x
AIG , 2009−03−06
-
●
●
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●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
012
0
ζ0 = 115.84, ζ = 66.86, Filter 1 = 114.08, # Vol.Jumps = 2Time
ζ i−1 (
x 10
0)
x xAIG , 2009−03−09
-
●
●
●
●
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●
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●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
012
014
0
ζ0 = 66.06, ζ = 46.63, Filter 1 = 83.47, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0) xx
xx
x
xx
x
xAIG , 2009−03−10
-
●●
●
●●
●
●
●●
●
●●
●
●●
●
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●●
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●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
012
0
ζ0 = 86.15, ζ = 51.96, Filter 1 = 89.17, # Vol.Jumps = 4Time
ζ i−1 (
x 10
0)
x
x
x
xAIG , 2009−03−11
-
●
●
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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
012
0
ζ0 = 85.77, ζ = 58.86, Filter 1 = 115.41, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x
x
x x x
AIG , 2009−03−12
-
●
●
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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 = 83.95, ζ = 39.5, Filter 1 = 71.76, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
xx x
x
x xAIG , 2009−03−13
-
●
●●
●
●
●
●●
●●●
●
●
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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
010
020
030
040
0
ζ0 = 104.89, ζ = 43.65, Filter 1 = 65.56, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xx
x
x
xxxx
xx
xx
AIG , 2009−03−16
-
●
●
●
●
●
●
●
●●
●
●
●●
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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
80
ζ0 = 85.71, ζ = 31.61, Filter 1 = 43.95, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
x
xx x
x
x
xx
x xx
xx
AIG , 2009−03−17
-
●
●
●
●
●
●
●
●
●
●●
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●
●●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
80
ζ0 = 77.41, ζ = 67.12, Filter 1 = 75.05, # Vol.Jumps = 17Time
ζ i−1 (
x 10
0)
xx
x
x
xx
x xx xx
x
xx xxx AIG , 2009−03−18
-
●
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0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
012
0
ζ0 = 121.62, ζ = 51.63, Filter 1 = 66.63, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x
x x
x
xx
AIG , 2009−03−19
-
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0.0 0.2 0.4 0.6 0.8 1.0
050
100
150
ζ0 = 146.52, ζ = 63.54, Filter 1 = 82.08, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0) xxxx
x x
AIG , 2009−03−20
-
●
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0.0 0.2 0.4 0.6 0.8 1.0
020
4060
80
ζ0 = 92.16, ζ = 55.93, Filter 1 = 65.22, # Vol.Jumps = 1Time
ζ i−1 (
x 10
0)
x
AIG , 2009−03−23
-
●
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0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 103.54, ζ = 46.1, Filter 1 = 55.58, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
x
xxxx
xxx x
xx
xx
AIG , 2009−03−24
-
●
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0.0 0.2 0.4 0.6 0.8 1.0
020
4060
80
ζ0 = 61.33, ζ = 65.83, Filter 1 = 77.97, # Vol.Jumps = 1Time
ζ i−1 (
x 10
0)
x AIG , 2009−03−25
-
●●●
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●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
80
ζ0 = 71.44, ζ = 60.01, Filter 1 = 72.69, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
xx xx
x
xx
xAIG , 2009−03−26
-
●
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0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 99.19, ζ = 57.05, Filter 1 = 79.08, # Vol.Jumps = 3Time
ζ i−1 (
x 10
0)
x
x
xAIG , 2009−03−27
-
●
●
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●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
80
ζ0 = 77, ζ = 55, Filter 1 = 72.6, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x
xx
xxx
xx xxx
AIG , 2009−03−30
-
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●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
80
ζ0 = 74.55, ζ = 34.87, Filter 1 = 70.29, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
x
x
x x
x AIG , 2009−03−31
-
●
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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 = 37.73, ζ = 57.84, Filter 1 = 69.36, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
x
xx x xx
xxx
x
xAIG , 2009−04−01
-
●
●●
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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 = 99.45, ζ = 61.56, Filter 1 = 71.37, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xxx x x x
x x
xxxx
AIG , 2009−04−02
-
●●
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●
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●
●●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
80
ζ0 = 64.04, ζ = 51.22, Filter 1 = 60.29, # Vol.Jumps = 19Time
ζ i−1 (
x 10
0)
xxx
xx xxx
x xxx
x
xx
x
xx
x
AIG , 2009−04−03
-
●
●
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●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
80
ζ0 = 72.33, ζ = 51.52, Filter 1 = 59.61, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x
x xx
xx
x x
x
xAIG , 2009−04−06
-
●●
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●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
80
ζ0 = 60.79, ζ = 45.09, Filter 1 = 54.01, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xx x
xxx
x
x
xx
xx
AIG , 2009−04−07
-
●
●●
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●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
ζ0 = 54.63, ζ = 43.71, Filter 1 = 54.74, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
xx
xx
xx
x
x
xx
AIG , 2009−04−08
-
●
●
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●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
80
ζ0 = 66.73, ζ = 52.55, Filter 1 = 62.86, # Vol.Jumps = 19Time
ζ i−1 (
x 10
0)
xxxx
x
xxxxx
xxx
xx
x
x
xx
AIG , 2009−04−09
-
●
●
●
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●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
80
ζ0 = 61.16, ζ = 56.39, Filter 1 = 65.21, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x
x
xxxxx
xx
xx
x
AIG , 2009−04−13
-
●
●
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●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 101.82, ζ = 53.08, Filter 1 = 59.85, # Vol.Jumps = 5Time
ζ i−1 (
x 10
0)
xxxx
x
AIG , 2009−04−14
-
●
●●
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●●●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
010
2030
4050
60
ζ0 = 58.4, ζ = 39.03, Filter 1 = 46.26, # Vol.Jumps = 18Time
ζ i−1 (
x 10
0)
x
xxx
xx
x
x
x x xxxxxx
xx
AIG , 2009−04−15
-
●
●
●●
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●
0.0 0.2 0.4 0.6 0.8 1.0
010
2030
4050
60
ζ0 = 58.23, ζ = 42.17, Filter 1 = 50.75, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
x
xx
xx
xxx
x
AIG , 2009−04−16
-
●
●
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●
●●
●
●●●
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●
●
0.0 0.2 0.4 0.6 0.8 1.0
010
2030
4050
60
ζ0 = 48.29, ζ = 38.72, Filter 1 = 46.82, # Vol.Jumps = 22Time
ζ i−1 (
x 10
0)
xx
xxxx
xxxx xx
x
x xxx
xxx
x
xAIG , 2009−04−17
-
●
●●
●
●
●
●
●●●
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●●
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●●
●●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
020
4060
80
ζ0 = 82.67, ζ = 50.91, Filter 1 = 59.59, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
xx
xx xx x
x
x
AIG , 2009−04−20
-
●
●
●●
●
●
●●
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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
012
0
ζ0 = 117.36, ζ = 46.53, Filter 1 = 56.06, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x
xx x
x
xx xxx xx
AIG , 2009−04−21
-
●
●
●
●
●●
●
●
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●●
●
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●
●
●
0.0 0.2 0.4 0.6 0.8 1.0
010
2030
4050
60
ζ0 = 59.41, ζ = 36.17, Filter 1 = 44.31, # Vol.Jumps = 14Time
ζ i−1 (
x 10
0)
x
x
xxx
x
x x
x
x
x
xx
x
AIG , 2009−04−22
-
●
●
●
●
●●
●
●
●●●
●
●
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●●
●●
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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
010
2030
4050
60
ζ0 = 54.55, ζ = 34.41, Filter 1 = 42.06, # Vol.Jumps = 23Time
ζ i−1 (
x 10
0)
xxx
x
xxxx
xx
x xxx
xx
xxxx
x
x
xAIG , 2009−04−23
-
●
●
●●
●
●
●
●
●
●●
●
●
●
●●
●
●
●
●●
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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
010
2030
4050
60
ζ0 = 51.08, ζ = 38.34, Filter 1 = 45.5, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
xx xxx
xx
xxAIG , 2009−04−24
-
●
●
●●
●
●
●
●
●
●
●
●
●●
●
●
●
●
●
●
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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
010
2030
4050
60
ζ0 = 65.15, ζ = 35.64, Filter 1 = 45.3, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x xxx
x
x
x
x
xx
x
x
AIG , 2009−04−27
-
●
●
●
●
●
●
●●
●●
●
●●
●
●
●●
●
●
●
●
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0.0 0.2 0.4 0.6 0.8 1.0
010
2030
4050
60
ζ0 = 54.62, ζ = 36.78, Filter 1 = 44.67, # Vol.Jumps = 17Time
ζ i−1 (
x 10
0)
xx
xx x
x
x
x
x
x
x
x
xx
x
xx
AIG , 2009−04−28
-
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0.0 0.2 0.4 0.6 0.8 1.0
010
2030
4050
6070
ζ0 = 53.2, ζ = 41.59, Filter 1 = 50.28, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
xxx xxx
x
x
x
x
x
x
x
AIG , 2009−04−29
-
●
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0.0 0.2 0.4 0.6 0.8 1.0
010
2030
4050
60
ζ0 = 53.58, ζ = 38.43, Filter 1 = 47.92, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xx x
xx
xxx
xx
x
x
AIG , 2009−04−30
-
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0.0 0.2 0.4 0.6 0.8 1.0
010
2030
4050
60
ζ0 = 38.27, ζ = 38.78, Filter 1 = 45.53, # Vol.Jumps = 15Time
ζ i−1 (
x 10
0)
xx
xxx x xx
xxxxx
x
xAIG , 2009−05−01
-
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0.0 0.2 0.4 0.6 0.8 1.0
010
2030
4050
6070
ζ0 = 53.03, ζ = 46.07, Filter 1 = 55.72, # Vol.Jumps = 10Time
ζ i−1 (
x 10
0)
x xxxx
x
x
x
x
xAIG , 2009−05−04
-
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0.0 0.2 0.4 0.6 0.8 1.0
020
4060
80
ζ0 = 79.44, ζ = 43.56, Filter 1 = 49.56, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
x
x x xx x xxx
xx x x
AIG , 2009−05−05
-
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0.0 0.2 0.4 0.6 0.8 1.0
010
2030
4050
60
ζ0 = 58.92, ζ = 41.12, Filter 1 = 46.86, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
xx xx x xxx
xxx
x
AIG , 2009−05−06
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0.0 0.2 0.4 0.6 0.8 1.0
020
4060
8010
0
ζ0 = 109.44, ζ = 39.21, Filter 1 = 50.5, # Vol.Jumps = 1Time
ζ i−1 (
x 10
0) x
AIG , 2009−05−07
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0.0 0.2 0.4 0.6 0.8 1.0
010
2030
4050
60
ζ0 = 60.48, ζ = 37.28, Filter 1 = 43.28, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
x
xxxx
xx xxx
x
x
x
AIG , 2009−05−08
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0.0 0.2 0.4 0.6 0.8 1.0
010
2030
4050
ζ0 = 47.94, ζ = 29.71, Filter 1 = 38.19, # Vol.Jumps = 11Time
ζ i−1 (
x 10
0)
xxxx
xxx
xx
x
x
AIG , 2009−05−11
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0.0 0.2 0.4 0.6 0.8 1.0
010
2030
4050
ζ0 = 37.33, ζ = 34.9, Filter 1 = 41.12, # Vol.Jumps = 9Time
ζ i−1 (
x 10
0)
xx
xx
x
xxx
xAIG , 2009−05−12
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0.0 0.2 0.4 0.6 0.8 1.0
010
2030
4050
60
ζ0 = 54.43, ζ = 40.81, Filter 1 = 48.12, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x
x xx
xx
xxxx
x
xAIG , 2009−05−13
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0.0 0.2 0.4 0.6 0.8 1.0
010
2030
4050
ζ0 = 44.65, ζ = 36.45, Filter 1 = 44.75, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
x
xxx x
x
x xxx
xxx
AIG , 2009−05−14
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0.0 0.2 0.4 0.6 0.8 1.0
010
2030
4050
ζ0 = 45.66, ζ = 37.97, Filter 1 = 47.86, # Vol.Jumps = 6Time
ζ i−1 (
x 10
0)
x
x
xxxx
AIG , 2009−05−15
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0.0 0.2 0.4 0.6 0.8 1.0
010
2030
4050
ζ0 = 52.25, ζ = 29.59, Filter 1 = 37.11, # Vol.Jumps = 8Time
ζ i−1 (
x 10
0)
x
xx
xxx
x
x
AIG , 2009−05−18
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0.0 0.2 0.4 0.6 0.8 1.0
010
2030
40
ζ0 = 44.96, ζ = 31.18, Filter 1 = 36.85, # Vol.Jumps = 13Time
ζ i−1 (
x 10
0)
xxx x x x xx x x
xx
xAIG , 2009−05−19
-
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0.0 0.2 0.4 0.6 0.8 1.0
010
2030
4050
ζ0 = 34.23, ζ = 28.58, Filter 1 = 37.21, # Vol.Jumps = 12Time
ζ i−1 (
x 10
0)
x
xx
x
x x x xxx
x
xAIG , 2009−05−20
-
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0.0 0.2 0.4 0.6 0.8 1.0
010
2030
40
ζ0 = 38.51, ζ = 25.11, Filter 1 = 32.07, # Vol.Jumps =