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Adding external regressors on conditional variance model

4 messages · Assis Duraes, Alexios Ghalanos

Original
Assis Duraes
# 
Hi,

first of all I would like to thanks for the rugarch package. it is really
useful and a very nice package.

I am investigating the effect of external variables on conditional variance
models forecasts. more specifically, I am would like to check if the
addition of implied volatility and realized variance as external regressors
on a GJR (1,1) model somehow enhance the daily volatility forecasts of it.

Looking for a tool to help modelling it I found the rugarch package, and
started looking into it. In fact, at this point, I believe I have a very
basic question. but did not find an answer on previous posts or in the
package documentation.

Should I inform the external regressors matrix in model spec already lagged
or not? I imagine, yes, since I did not find in any place where specify the
lags for those regressors, but would like to confirm. In case affirmative,
If I want to use a same variable with different lags I need to inform it
multiple times, obviously with different lags, in external.regressors
matrix, correct?

My apologies in advance if it is explained somewhere, but as I explained, i
search without much success..

Thanks in advance for any help with that,
Assis.
Alexios Ghalanos
# 
Hi,

The answer is yes and yes. Add variable(s) lagged.

Best,

Alexios
On 20/08/2015 14:57, Assis Duraes wrote:
Assis Duraes
# 
Thank you very much for your prompt answer and help, Alexios.

I am running now some models and found some results that are puzzling me.
values in the external regressor which are close in scale to the variance
equation", what makes sense to me...

However, I noticed that when I define the external regressors with values
close to the return series, the coefficients calculated for the external
regressors are non-significant, while I have a strong hypothesis that those
should be relevant in the process. Nevertheless, I noticed that when
scaling to an annual basis the external regressor coefficients becomes
significant...


Attached follow a sample code (sample_gjr_extregressor.R) and simplified
database (data.txt) with daily returns (r) and lagged realized variance
(lag_extreg) I am using as inputs for the models.



There are three models as below:

Model1: Standard GJR
Model2: GJR with lagged daily realized variance
Model3: GJR with lagged  realized variance annualized (scaled by 252)

The table below summarizes the results found.

model omega alpha1 beta1 gamma1       delta1 p-val_omega p-val_alpha1
p-val_beta1 p-val_gamma1 p-val_delta1 LL For_01d
Model1 0.011449 0.131705 0.89924 -0.08386    NA 0.001217 0.000000 0.000000
0.000012 0.000000 -2033.96 0.800619
Model2 0.011449 0.131705 0.899244 -0.08387 1.23E-08 0.002944 0.000000
0.000000 0.000012 0.999999 -2033.96 0.800635
Model3 0.004839 0.066382 0.69109 -0.08387 0.001161 0.633308 0.037429
0.000000 0.010968 0.000451 -2012.57 0.778901

Any idea or suggestion on what might be happening?

Thanks again in advance for any help with that issue.

Best Regards,
Assis.



2015-08-20 11:01 GMT-03:00 alexios <alexios at 4dscape.com>:
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Date	r	lag_extreg
02-Jan-09	0.138163314	0.891127064
05-Jan-09	-3.535023066	1.870274188
06-Jan-09	-2.750700196	3.583100836
07-Jan-09	4.100392146	12.22858343
08-Jan-09	1.192369028	4.608871622
09-Jan-09	-1.829426571	6.547163751
12-Jan-09	2.731740518	6.090715266
13-Jan-09	0.051808999	3.492098049
14-Jan-09	2.291398015	5.32220453
15-Jan-09	-0.685745999	4.945541386
16-Jan-09	-1.020351671	3.800733908
19-Jan-09	0.98636552	2.318998273
20-Jan-09	0.896753186	1.411689395
21-Jan-09	-1.58746967	6.840925463
22-Jan-09	-0.721373732	1.160404717
23-Jan-09	0.395682422	1.840062275
26-Jan-09	-0.300920182	2.177548385
27-Jan-09	0.844574269	1.477195152
28-Jan-09	-3.06475949	1.397076051
29-Jan-09	0.955058517	2.482112626
30-Jan-09	1.278041873	2.568164406
02-Feb-09	-0.357936428	3.894530914
03-Feb-09	-0.411264893	2.726199461
04-Feb-09	0.099724681	1.324063693
05-Feb-09	-1.098098097	4.080999816
06-Feb-09	-1.714655999	1.360838912
09-Feb-09	0.68408227	1.927188295
10-Feb-09	2.206647918	1.431861352
11-Feb-09	-1.751710184	2.908787946
12-Feb-09	1.656397812	2.851444828
13-Feb-09	-2.328490897	2.544408025
16-Feb-09	0.883397971	2.114957664
17-Feb-09	2.835409091	0.420505528
18-Feb-09	0.664624123	2.000253048
19-Feb-09	0.795131917	2.045781673
20-Feb-09	0.407794902	2.213205729
25-Feb-09	-0.605985947	1.761959293
26-Feb-09	-0.57146641	15.95704868
27-Feb-09	1.307428687	1.078583361
02-Mar-09	2.511561709	2.100746576
03-Mar-09	-1.241690158	2.976018177
04-Mar-09	-2.005833828	2.53519926
05-Mar-09	1.003767274	1.669571252
06-Mar-09	-0.733986728	2.94231352
09-Mar-09	0.449420081	2.418813363
10-Mar-09	-2.237571105	1.444436926
11-Mar-09	0.29099644	1.108398503
12-Mar-09	-1.91985879	0.945832651
13-Mar-09	0.412963268	1.309161738
16-Mar-09	-0.915158695	1.41050858
17-Mar-09	-0.074452015	2.223559703
18-Mar-09	-1.456336419	0.783295028
19-Mar-09	0.306265358	2.599216014
20-Mar-09	0.600920861	2.367254608
23-Mar-09	-1.111885472	1.075024953
24-Mar-09	0.191362066	1.702283445
25-Mar-09	-0.508135704	0.944766224
26-Mar-09	0.490350022	1.397093033
27-Mar-09	1.863531097	1.544092219
30-Mar-09	1.726530847	1.940811503
31-Mar-09	-0.352400554	2.099328709
01-Apr-09	-2.13209138	1.800637715
02-Apr-09	-1.891288338	1.317965107
03-Apr-09	-0.968279762	2.050233381
06-Apr-09	0.58659134	1.327849068
07-Apr-09	-0.319942593	0.851663196
08-Apr-09	-0.561239818	1.176631696
09-Apr-09	-1.47229581	0.910995568
13-Apr-09	0.092081038	0.667451881
14-Apr-09	1.625012936	0.716143084
15-Apr-09	-1.142973669	0.931739827
16-Apr-09	-0.431430814	0.964987248
17-Apr-09	0.965837275	1.095237611
20-Apr-09	2.363431262	0.963487902
22-Apr-09	-1.664349927	1.675020317
23-Apr-09	-0.235507355	1.064367068
24-Apr-09	-0.984241974	1.139316005
27-Apr-09	1.80610255	2.216761089
28-Apr-09	-1.030657347	1.832345521
29-Apr-09	-0.96795569	2.512465818
30-Apr-09	0.494280183	1.131696016
04-May-09	-3.54076852	1.459229831
05-May-09	1.030524613	2.685220578
06-May-09	-1.054177017	3.974039231
07-May-09	-0.11360948	1.251728588
08-May-09	-2.420961458	1.491902609
11-May-09	0.339098324	1.829493959
12-May-09	0.130488383	0.732377794
13-May-09	2.079176344	1.577307033
14-May-09	-1.323765819	1.720931796
15-May-09	1.385241715	1.397834124
18-May-09	-2.135822606	2.047973102
19-May-09	-1.469255328	0.97777431
20-May-09	-0.33874207	2.469151582
21-May-09	-0.118092815	1.274762495
22-May-09	-0.206998595	1.463674103
25-May-09	0.02466517	1.428561532
26-May-09	-1.026260216	0.54420821
27-May-09	1.670329405	1.518735247
28-May-09	-1.87984759	1.493216944
29-May-09	-1.626133952	2.482699446
01-Jun-09	-0.938303671	9.166328144
02-Jun-09	-1.481355639	2.271825597
03-Jun-09	2.145199164	0.976171673
04-Jun-09	-1.383715	1.927168351
05-Jun-09	1.21561777	1.557842179
08-Jun-09	0.091724426	3.445882716
09-Jun-09	-0.987902488	1.610700351
10-Jun-09	0.174744352	1.173124693
12-Jun-09	-1.104983619	1.441942612
15-Jun-09	1.248661804	1.686982134
16-Jun-09	1.18766847	0.808459179
17-Jun-09	-0.147055121	1.174125346
18-Jun-09	0.071019127	5.816623774
19-Jun-09	0.167202937	1.605362958
22-Jun-09	2.864467303	1.58821996
23-Jun-09	-2.65711901	1.637358069
24-Jun-09	-0.430347726	1.600274867
25-Jun-09	-1.446300923	1.703917868
26-Jun-09	-0.324834646	1.148972358
29-Jun-09	1.048044527	2.811548278
30-Jun-09	-0.250735708	0.987099693
01-Jul-09	-0.993752225	1.49375028
02-Jul-09	1.193368414	1.135993713
03-Jul-09	-0.117674159	0.901814644
06-Jul-09	-0.04608413	0.446046285
07-Jul-09	2.278579593	0.940350821
08-Jul-09	0.284950327	1.527387025
10-Jul-09	-0.370092946	3.020884979
13-Jul-09	-0.885763214	2.786941461
14-Jul-09	-0.898779757	0.903490485
15-Jul-09	-1.412634252	0.967392433
16-Jul-09	-0.062098946	1.037556556
17-Jul-09	-0.295497766	0.856516969
20-Jul-09	-1.364334694	0.805632622
21-Jul-09	-0.121125959	1.290197508
22-Jul-09	0.320926226	0.67237049
23-Jul-09	-0.24717991	0.523678377
24-Jul-09	-0.17391767	0.708218324
27-Jul-09	-1.183257379	0.672625611
28-Jul-09	0.394204644	0.552118148
29-Jul-09	0.667658267	0.476395268
30-Jul-09	-0.556071868	1.11963809
31-Jul-09	-0.955157871	0.472734345
03-Aug-09	-2.173468393	0.644333765
04-Aug-09	-0.477852226	1.031172103
05-Aug-09	-0.148764456	1.062404595
06-Aug-09	1.542953409	0.888224845
07-Aug-09	-1.174203164	1.108138044
10-Aug-09	1.114461139	1.431021864
11-Aug-09	0.449901835	0.870816612
12-Aug-09	-0.553176746	0.807332009
13-Aug-09	-0.824578051	0.963665745
14-Aug-09	1.345299557	1.3113212
17-Aug-09	1.732364795	1.260609385
18-Aug-09	-1.954424626	4.045874101
19-Aug-09	-0.15193448	1.364458487
20-Aug-09	0.146512222	1.340515447
21-Aug-09	-0.778425857	0.965885685
24-Aug-09	0.60475817	0.762751637
25-Aug-09	1.112743076	0.339127542
26-Aug-09	0.021484585	0.471330122
27-Aug-09	0.257455624	0.642322689
28-Aug-09	0.7684136	1.200640156
31-Aug-09	-0.042535092	0.844051983
01-Sep-09	1.755402077	1.625685193
02-Sep-09	-1.436829013	1.828916417
03-Sep-09	-1.393248576	1.878714224
04-Sep-09	-0.869218592	1.068848521
08-Sep-09	-0.79482154	0.92772783
09-Sep-09	0.229295291	1.080152582
10-Sep-09	-1.278726641	0.577361282
11-Sep-09	1.104073174	0.726602705
14-Sep-09	-0.993667422	0.96930801
15-Sep-09	-0.486699705	0.658699951
16-Sep-09	-0.055456967	0.540058871
17-Sep-09	0.155202071	0.540100869
18-Sep-09	0.149431359	0.877147238
21-Sep-09	0.908371464	0.291050502
22-Sep-09	-1.758116934	0.437379546
23-Sep-09	0.284051543	0.630971416
24-Sep-09	0.122283379	0.68255509
25-Sep-09	-0.562628563	1.023445316
28-Sep-09	-0.162133488	1.029832718
29-Sep-09	0.055937799	0.473420634
30-Sep-09	-1.192633398	0.384963688
01-Oct-09	1.103117895	1.532046002
02-Oct-09	-0.257804324	0.782554512
05-Oct-09	-1.253616282	1.270088585
06-Oct-09	-0.011365574	0.693025865
07-Oct-09	-0.632823297	0.764666337
08-Oct-09	-0.694427308	1.293342993
09-Oct-09	0.264565634	0.646776995
13-Oct-09	-1.12055698	0.487454555
14-Oct-09	-1.209656825	0.765324655
15-Oct-09	0.005879068	0.541703318
16-Oct-09	0.52770571	0.57551492
19-Oct-09	0.449281615	1.617788353
20-Oct-09	2.131171547	0.802515096
21-Oct-09	-1.157871471	2.95208147
22-Oct-09	-0.926737012	1.22172039
23-Oct-09	-0.06985273	0.714914208
26-Oct-09	0.898530726	0.511178415
27-Oct-09	0.690133864	0.822587868
28-Oct-09	1.958009263	1.187864059
29-Oct-09	-2.648143127	2.100076506
30-Oct-09	1.625679763	3.007455352
03-Nov-09	-0.947009188	2.106877969
04-Nov-09	-1.379411824	1.755919356
05-Nov-09	-0.244385086	0.81669933
06-Nov-09	0.215322922	0.510061259
09-Nov-09	-1.245958033	0.781872117
10-Nov-09	0.750604591	1.029600429
11-Nov-09	0.37902025	0.6957342
12-Nov-09	1.024877967	0.757758841
13-Nov-09	-0.774928699	0.979536585
16-Nov-09	-0.599763058	0.944411076
17-Nov-09	-0.029206461	0.411111682
18-Nov-09	0.802983484	0.726227965
19-Nov-09	0.075312114	0.795870844
23-Nov-09	-0.017374685	0.93797048
24-Nov-09	0.277633355	1.333491215
25-Nov-09	-0.532809507	0.468641114
26-Nov-09	1.42983122	0.627062621
27-Nov-09	-0.349801085	1.092791322
30-Nov-09	0.852286011	1.657184218
01-Dec-09	-2.013645302	0.493588498
02-Dec-09	-0.122117888	0.758074764
03-Dec-09	-0.484121217	0.516197976
04-Dec-09	1.231929114	0.580948387
07-Dec-09	0.121208638	1.282327935
08-Dec-09	1.624935627	0.637335388
09-Dec-09	0.011350094	0.941754206
10-Dec-09	-0.312597941	1.556356335
11-Dec-09	0.102412389	1.098777195
14-Dec-09	-0.684738767	0.960082995
15-Dec-09	0.314420725	0.753568582
16-Dec-09	0.245133093	1.154156945
17-Dec-09	1.441476586	0.42532121
18-Dec-09	-0.089837176	1.457599647
21-Dec-09	0.246858294	1.095252679
22-Dec-09	-0.207544598	0.592098336
23-Dec-09	-1.180504545	0.364770702
28-Dec-09	-1.039474777	0.738622324
29-Dec-09	-0.06317301	0.69741869
30-Dec-09	0.051689976	1.09377442
04-Jan-10	-1.247994011	1.247999874
05-Jan-10	0.614387837	0.802708398
06-Jan-10	0.0231107	0.607645845
07-Jan-10	0.891450907	0.639108673
08-Jan-10	-1.157546974	1.132716984
11-Jan-10	0.62938684	0.789364381
12-Jan-10	0.636890009	0.764722785
13-Jan-10	0.484980838	1.426324153
14-Jan-10	0.187654657	1.126467639
15-Jan-10	0.685069912	1.732173519
18-Jan-10	-0.452412693	2.048328824
19-Jan-10	0.328203101	1.509680499
20-Jan-10	1.050896181	1.452878717
21-Jan-10	0.790694024	1.096286432
22-Jan-10	1.196364574	1.18680499
26-Jan-10	0.579236592	2.101541733
27-Jan-10	1.229268451	0.860440748
28-Jan-10	0.750673766	1.390705619
29-Jan-10	1.221146048	0.982245078
01-Feb-10	-2.506075422	1.152370265
02-Feb-10	-1.000606532	1.213644396
03-Feb-10	1.23840592	0.927419976
04-Feb-10	1.308540149	1.071246707
05-Feb-10	0.12778874	2.36511966
08-Feb-10	-0.202407654	2.24620156
09-Feb-10	-1.515017696	1.191309401
10-Feb-10	0.48062736	1.165899057
11-Feb-10	-0.697394366	0.891801955
12-Feb-10	0.600375008	0.828340472
17-Feb-10	-1.30266714	1.184240026
18-Feb-10	-1.187088022	4.007677867
19-Feb-10	-0.337810096	0.574771192
22-Feb-10	0.475927849	1.025553243
23-Feb-10	0.857572184	0.462704632
24-Feb-10	-0.125975643	0.457520088
25-Feb-10	-0.043854841	0.296652631
26-Feb-10	-0.892223796	0.546707282
01-Mar-10	-0.54363034	0.661810095
02-Mar-10	-0.278505165	0.403052437
03-Mar-10	-0.072538574	0.493735899
04-Mar-10	-0.173189239	0.560858074
05-Mar-10	-0.571974867	0.629101289
08-Mar-10	0.577566301	0.554172487
09-Mar-10	-0.718256833	0.551835227
10-Mar-10	-0.389336082	0.579443518
11-Mar-10	-0.277408393	0.413792758
12-Mar-10	-0.085075013	0.399010368
15-Mar-10	0.113417274	0.462068453
16-Mar-10	0.169885085	0.251406437
17-Mar-10	-0.022634676	0.542578394
18-Mar-10	1.388169649	0.302935595
19-Mar-10	0.556577382	0.671347879
22-Mar-10	-0.66826556	0.586408135
23-Mar-10	-0.762805875	0.72897494
24-Mar-10	1.403316015	0.304972318
25-Mar-10	0.988876384	0.706105255
26-Mar-10	-0.005497375	0.732003584
29-Mar-10	-1.356046793	0.818797823
30-Mar-10	-0.256667924	0.505916201
31-Mar-10	-0.481631755	0.576220578
01-Apr-10	-0.941939901	0.44191496
05-Apr-10	-0.158802211	0.278555727
06-Apr-10	-0.495036432	0.427802546
07-Apr-10	1.595778544	0.385821721
08-Apr-10	-0.022458032	0.529649775
09-Apr-10	-0.953489692	0.618875071
12-Apr-10	-0.614126802	0.570365918
13-Apr-10	-0.211265674	0.21247632
14-Apr-10	-0.228898526	0.354227677
15-Apr-10	0.188879088	0.559395373
16-Apr-10	0.536071999	0.911305303
19-Apr-10	-0.239166448	0.827851735
20-Apr-10	-0.17689525	0.457419729
22-Apr-10	0.734063102	0.352171358
23-Apr-10	-0.414737975	0.354604207
26-Apr-10	-0.570940746	0.400548921
27-Apr-10	1.409995501	0.38734135
28-Apr-10	-1.295546276	0.831867315
29-Apr-10	-1.196723332	0.780956518
30-Apr-10	0.674918197	1.290317027
03-May-10	-0.715442701	0.715278956
04-May-10	2.165157035	0.392088176
05-May-10	1.702336118	1.046981118
06-May-10	3.287787227	1.404448686
07-May-10	-0.926057903	6.941222117
10-May-10	-3.713366513	5.546746176
11-May-10	1.089469977	12.12253461
12-May-10	-0.914580649	1.064063723
13-May-10	0.084514189	0.531297619
14-May-10	1.32593064	0.446387304
17-May-10	0.072224232	1.805674234
18-May-10	1.17599699	2.129676479
19-May-10	0.323314527	1.687094286
20-May-10	3.007178153	3.975147206
21-May-10	-1.616304922	8.243621378
24-May-10	0.913052157	3.733809295
25-May-10	-1.361883517	1.638283099
26-May-10	1.431363224	7.555799056
27-May-10	-3.059636549	2.500878899
28-May-10	0.099108036	4.164283019
31-May-10	0.208906068	1.609531702
01-Jun-10	1.46648579	6.570456974
02-Jun-10	-1.647879271	1.560035042
04-Jun-10	2.595855777	1.333501226
07-Jun-10	0.768988089	1.433291831
08-Jun-10	-1.365812185	1.086852577
09-Jun-10	-0.226757467	1.36433715
10-Jun-10	-2.495614658	0.919425471
11-Jun-10	0.342996574	1.316890054
14-Jun-10	0.022088464	0.703856053
15-Jun-10	-1.31163999	1.223233044
16-Jun-10	-0.011189437	0.576633223
17-Jun-10	-0.398038367	1.119865896
18-Jun-10	-0.456043354	0.74258605
21-Jun-10	-0.050800103	0.385714602
22-Jun-10	0.944039378	1.774433773
23-Jun-10	-0.039157554	0.836595151
24-Jun-10	-0.207230744	1.157956027
25-Jun-10	-0.190807623	0.977592469
28-Jun-10	0.005617189	0.849937239
29-Jun-10	1.84216468	0.524885517
30-Jun-10	-0.480916324	1.911145799
01-Jul-10	-0.756441674	1.064221435
02-Jul-10	-1.066467225	0.998353246
05-Jul-10	0.298633832	0.63174139
06-Jul-10	0.123699763	0.182523061
07-Jul-10	-0.687907985	0.685294773
08-Jul-10	-0.391168049	0.479480396
12-Jul-10	0.011359764	0.480472247
13-Jul-10	-0.210364805	0.406150684
14-Jul-10	0.318218248	0.349278364
15-Jul-10	0.017018863	0.356014293
16-Jul-10	1.083226389	0.819392489
19-Jul-10	0.587463574	0.551419258
20-Jul-10	-1.031746284	0.509499826
21-Jul-10	0.371308443	0.435322298
22-Jul-10	-1.282902107	0.324032118
23-Jul-10	0.889045749	0.720679156
26-Jul-10	-0.644762145	1.19676255
27-Jul-10	0.271985662	0.403129463
28-Jul-10	0.101804205	0.509824796
29-Jul-10	-0.623761591	0.440412002
30-Jul-10	-0.176492403	0.522510284
02-Aug-10	-0.165388272	1.362628183
03-Aug-10	0.307745157	0.86583011
04-Aug-10	-0.296330283	0.357410258
05-Aug-10	-0.02283105	0.31525815
06-Aug-10	0.518121124	0.245060479
09-Aug-10	-0.683802311	0.331125188
10-Aug-10	0.25697413	0.214906016
11-Aug-10	1.213098035	0.353321517
12-Aug-10	-0.287769983	0.47311397
13-Aug-10	0.129881149	0.399604222
16-Aug-10	-0.986794147	0.250244175
17-Aug-10	-0.011399259	0.196355918
18-Aug-10	-0.074126874	0.26064696
19-Aug-10	0.136806725	0.386516141
20-Aug-10	0.039866732	0.254708673
23-Aug-10	0.782716264	0.255267067
24-Aug-10	0.028244598	0.310145577
25-Aug-10	-0.396152188	0.495092096
26-Aug-10	-0.090769848	0.355264427
27-Aug-10	-0.671984305	0.210181935
30-Aug-10	0.529991268	0.231118603
31-Aug-10	-0.199129585	0.272103315
01-Sep-10	-0.565408857	0.250637813
02-Sep-10	-1.152086476	0.437139456
03-Sep-10	0.39320046	0.276849372
06-Sep-10	-0.352652483	0.562133677
08-Sep-10	-0.02316826	0.482219275
09-Sep-10	-0.348169562	0.390855932
10-Sep-10	0.110384906	0.241488525
13-Sep-10	-0.675835712	0.155416995
14-Sep-10	-0.040929689	0.147297015
15-Sep-10	0.798023749	0.295409266
16-Sep-10	-0.686967829	0.679337086
17-Sep-10	0.553437083	0.241602008
20-Sep-10	0.683189318	0.2067519
21-Sep-10	-1.29506151	0.473906088
22-Sep-10	0.43743326	0.224303948
23-Sep-10	0.273152758	0.580150365
24-Sep-10	-0.70474097	0.254903446
27-Sep-10	-0.017536168	0.252715915
28-Sep-10	-0.157964052	0.222463504
29-Sep-10	-0.410702291	0.184445198
30-Sep-10	-0.802790452	0.227391272
01-Oct-10	0.142138016	0.698484755
04-Oct-10	0.484119496	0.574950848
05-Oct-10	-2.064873578	0.531089396
06-Oct-10	0.933579492	0.552048037
07-Oct-10	0.136908858	0.903088023
08-Oct-10	-0.89627751	0.661442204
11-Oct-10	0.227817844	0.561971993
13-Oct-10	-1.017192556	0.233191396
14-Oct-10	0.43462582	0.32669685
15-Oct-10	0.294710465	0.565758329
18-Oct-10	0.533079038	0.540907044
19-Oct-10	0.518367413	0.770176257
20-Oct-10	-0.309505634	1.765631874
21-Oct-10	1.149846713	0.337621031
22-Oct-10	0.517252667	0.638838151
25-Oct-10	-0.593892317	0.528603116
26-Oct-10	0.470699857	0.707220181
27-Oct-10	1.039425417	0.489858843
28-Oct-10	-1.004212082	0.536050259
29-Oct-10	-0.29970933	0.425636184
01-Nov-10	0.229270257	0.439215692
03-Nov-10	-0.778122294	0.351650626
04-Nov-10	-1.13076251	0.665568237
05-Nov-10	0.543171419	0.402785623
08-Nov-10	1.207043825	0.371423427
09-Nov-10	0.058795862	0.596586853
10-Nov-10	0.387188094	0.287417177
11-Nov-10	0.455661496	0.546037976
12-Nov-10	0.378138267	0.315336725
16-Nov-10	1.120168766	0.582155588
17-Nov-10	-0.847633733	0.592744112
18-Nov-10	-0.895771462	0.455839689
19-Nov-10	0.239269467	0.418747035
22-Nov-10	0.349121732	0.283751872
23-Nov-10	0.815669926	0.704528714
24-Nov-10	-0.815669926	0.483638202
25-Nov-10	0	0.293524245
26-Nov-10	0.365270735	0.138812641
29-Nov-10	-0.545498103	0.432134128
30-Nov-10	-0.244698328	0.332130052
01-Dec-10	-0.549837604	0.339401256
02-Dec-10	-0.505704947	0.198032862
03-Dec-10	-0.549760496	0.226468658
06-Dec-10	-0.719834156	0.253304634
07-Dec-10	0.411118641	0.326741268
08-Dec-10	0.504137956	0.453023
09-Dec-10	1.176276575	0.414963262
10-Dec-10	-0.193134991	0.515202495
13-Dec-10	-0.77038812	0.490140316
14-Dec-10	0.206410594	0.261323455
15-Dec-10	0.710326154	0.30852377
16-Dec-10	-0.398570365	0.253534529
17-Dec-10	0.678960759	0.258202913
20-Dec-10	-0.450174691	0.409967353
21-Dec-10	-0.658438593	0.205878291
22-Dec-10	0.288600489	0.209654409
23-Dec-10	-0.530724208	0.222940991
27-Dec-10	-0.319791816	0.134635084
28-Dec-10	0.33161634	0.319156427
29-Dec-10	-0.753645676	0.332548118
30-Dec-10	-1.126165011	0.267403066
03-Jan-11	-0.774072564	0.730564937
04-Jan-11	0.80418851	0.399610492
05-Jan-11	0.803747129	0.692324537
06-Jan-11	0.773629186	0.379219713
07-Jan-11	-0.172060916	0.626144208
10-Jan-11	0.302392688	0.541629085
11-Jan-11	-0.320209002	0.307475847
12-Jan-11	-0.61362678	0.233212782
13-Jan-11	-0.047818291	0.200292088
14-Jan-11	0.744560726	0.198596195
17-Jan-11	-0.273354104	0.574604727
18-Jan-11	-0.363647603	0.157202463
19-Jan-11	-0.215233851	0.222775744
20-Jan-11	0.161468803	0.205027859
21-Jan-11	0.250656612	0.252380306
24-Jan-11	-0.412125415	0.224234272
26-Jan-11	-0.16772497	0.333746061
27-Jan-11	0.502333313	0.162436114
28-Jan-11	0.392927814	0.326643582
31-Jan-11	-0.955231144	0.281173107
01-Feb-11	-0.156090564	0.950056226
02-Feb-11	0.168087445	0.188147657
03-Feb-11	0.05396816	0.165262369
04-Feb-11	0.335149036	0.184367578
07-Feb-11	0.345938553	0.312514294
08-Feb-11	-0.891127574	0.292361072
09-Feb-11	-0.318902764	0.525794993
10-Feb-11	0.492967212	0.261332254
11-Feb-11	-0.108004331	0.384449876
14-Feb-11	0.078014827	0.397275298
15-Feb-11	0.167825501	0.149761677
16-Feb-11	-0.035938904	0.085514098
17-Feb-11	-0.49246391	0.106410294
18-Feb-11	0.066203246	0.125894073
21-Feb-11	0.366333773	0.270932341
22-Feb-11	0.251451967	0.088270412
23-Feb-11	0.095625157	0.178646014
24-Feb-11	-0.593153532	0.162867666
28-Feb-11	0.012017786	0.151255717
01-Mar-11	-0.024037017	0.222547151
02-Mar-11	-0.379347136	0.134330032
03-Mar-11	-0.501981761	0.083163287
04-Mar-11	0.32083323	0.144711521
09-Mar-11	-0.036269117	0.51430159
10-Mar-11	0.494542954	0.159794445
11-Mar-11	0.162303543	0.170541347
14-Mar-11	-0.306794839	0.283392388
15-Mar-11	0.33081742	0.145079144
16-Mar-11	0.616602271	0.549879706
17-Mar-11	0.143129795	0.371900782
18-Mar-11	-0.747722939	0.49260492
21-Mar-11	0.030016509	0.305674811
22-Mar-11	-0.372843056	0.167225741
23-Mar-11	0.036142401	0.081413632
24-Mar-11	-0.060244595	0.114722196
25-Mar-11	0.156560519	0.115562946
28-Mar-11	0.054136968	0.139899111
29-Mar-11	-1.003272044	0.139207721
30-Mar-11	-1.06867983	0.164978371
31-Mar-11	0.184015264	0.346371122
01-Apr-11	-1.531461326	0.259911226
04-Apr-11	0.018666584	0.461450709
05-Apr-11	0.142994833	0.475872252
06-Apr-11	0.297766969	0.162108248
07-Apr-11	-1.755911018	0.48657323
08-Apr-11	-1.102952358	0.814310717
11-Apr-11	0.913653967	0.516218658
12-Apr-11	0.717435425	0.263104822
13-Apr-11	-0.515529873	0.51066412
14-Apr-11	-0.524537494	0.500039059
15-Apr-11	-0.126807017	0.326354422
18-Apr-11	0.871712929	0.334594638
19-Apr-11	-0.865368758	0.459813221
20-Apr-11	-0.636417855	0.282336033
25-Apr-11	0.15948458	0.661418903
26-Apr-11	-0.427992605	0.244954843
27-Apr-11	0.281276156	0.156826802
28-Apr-11	0.731439101	0.405440973
29-Apr-11	-0.164901414	1.255432303
02-May-11	0.878445943	0.409951423
03-May-11	-0.107022579	0.323851779
04-May-11	1.909097846	0.791461659
05-May-11	0.23455353	0.922095945
06-May-11	-0.438692044	1.06433621
09-May-11	-0.049550946	0.871117784
10-May-11	-0.646406626	0.482748704
11-May-11	1.1223184	0.211061553
12-May-11	-0.12339587	0.387859407
13-May-11	1.007379526	0.560305381
16-May-11	-0.085600739	0.832924846
17-May-11	-1.1814068	0.689592614
18-May-11	-0.372070378	0.566194714
19-May-11	0.415388551	0.279422027
20-May-11	0.401346592	0.399236
23-May-11	0.638822811	0.443274345
24-May-11	-0.558746426	0.595306678
25-May-11	0.313528059	0.295228041
26-May-11	-0.869222253	0.279886619
27-May-11	-1.283666679	0.258214646
30-May-11	-0.006271755	0.234647034
31-May-11	-0.900935374	1.266316678
01-Jun-11	0.888390684	0.793664159
02-Jun-11	-1.211677073	0.292077177
03-Jun-11	0.082505637	0.440752317
06-Jun-11	0.506234075	0.598057482
07-Jun-11	-0.284441265	0.346514445
08-Jun-11	0.107550702	0.191430504
09-Jun-11	0.107435154	0.333541582
10-Jun-11	0.867875393	0.329615305
13-Jun-11	-0.867875393	0.323996808
14-Jun-11	0.031576621	0.268556486
15-Jun-11	1.036473992	0.175962168
16-Jun-11	0.174825219	0.351500794
17-Jun-11	-0.324919056	0.744308763
20-Jun-11	-0.081394989	0.294435117
21-Jun-11	-0.647251451	0.336824569
22-Jun-11	0.295867516	0.202983154
24-Jun-11	0.857461051	0.184753122
27-Jun-11	-0.637701442	0.273723868
28-Jun-11	-1.167095227	0.198822864
29-Jun-11	-0.521696055	0.21089449
01-Jul-11	-0.749115134	0.360572043
04-Jul-11	-0.167234875	0.298408534
05-Jul-11	0.73119433	0.202548286
07-Jul-11	-0.705447676	0.184495512
08-Jul-11	0.558355909	0.328871557
11-Jul-11	0.95542128	0.400419248
12-Jul-11	0.101374906	0.731242354
13-Jul-11	-0.228238228	0.479850958
14-Jul-11	0.228238228	0.491207658
15-Jul-11	-0.291730293	0.404604217
18-Jul-11	0	0.219624739
21-Jul-11	-1.400681657	0.213299521
22-Jul-11	-0.038652323	0.309843662
25-Jul-11	-0.776200534	0.180744691
26-Jul-11	-0.058458642	0.27205575
27-Jul-11	1.059920735	0.325528898
28-Jul-11	0.749355029	2.428240043
29-Jul-11	-1.148737163	0.469940837
01-Aug-11	1.078523647	0.550190629
02-Aug-11	0.076594119	0.425678486
03-Aug-11	-0.447628321	0.495657047
04-Aug-11	1.753427808	0.293789309
05-Aug-11	-0.745894735	0.601095398
08-Aug-11	3.135405475	1.317150691
09-Aug-11	-2.32026084	1.549554148
10-Aug-11	2.240292823	3.804765346
11-Aug-11	0.043067648	2.676972284
12-Aug-11	-0.864896971	2.030356781
15-Aug-11	-1.424756963	0.650117492
16-Aug-11	0.075495442	0.402236315
17-Aug-11	-0.132154451	0.606114699
18-Aug-11	0.696560816	0.488268213
19-Aug-11	0.031262701	1.254047451
22-Aug-11	0.511318692	0.440581423
23-Aug-11	-0.686515834	0.475483531
24-Aug-11	1.052805239	0.469841576
25-Aug-11	-0.266824024	0.462177807
26-Aug-11	-0.379743352	0.464712742
29-Aug-11	-0.744987325	0.371938585
30-Aug-11	0.232229823	0.249897142
31-Aug-11	-0.345401794	0.615240532
01-Sep-11	1.875853465	0.409466512
02-Sep-11	1.30648652	0.930902064
05-Sep-11	0.255614527	1.327782714
06-Sep-11	0.720712928	0.778623823
08-Sep-11	0.186899039	1.06428553
09-Sep-11	0.83376304	0.493304005
12-Sep-11	1.688078703	0.749069554
13-Sep-11	0.42783948	2.042744875
14-Sep-11	0.26282759	1.413063515
15-Sep-11	-0.438430539	1.770034467
16-Sep-11	1.523285269	1.02615161
19-Sep-11	3.654072942	1.740551448
20-Sep-11	-0.675395384	2.206269919
21-Sep-11	4.923012018	2.300949296
22-Sep-11	1.58158331	5.698678868
23-Sep-11	-3.829959461	12.0351643
26-Sep-11	-0.530331196	3.676207855
27-Sep-11	-1.008245229	3.037029342
28-Sep-11	1.914117726	1.901620615
29-Sep-11	-0.027165793	1.537355642
30-Sep-11	2.097076527	1.775964811
03-Oct-11	0.625930327	2.649205664
04-Oct-11	-1.760421009	5.3759257
05-Oct-11	-1.376417091	2.243186873
06-Oct-11	-2.855913838	1.54913484
07-Oct-11	-0.540450564	1.90841139
10-Oct-11	-0.469630535	3.081608017
11-Oct-11	0.71769967	1.832264359
13-Oct-11	-1.412028337	1.648668967
14-Oct-11	-1.044845604	1.808275975
17-Oct-11	2.355465482	0.795435481
18-Oct-11	-1.122333513	1.067436752
19-Oct-11	1.116696693	2.045872543
20-Oct-11	0.388197061	0.954506779
21-Oct-11	-0.30367811	3.055124613
24-Oct-11	-1.412348708	1.149754406
25-Oct-11	0.864525917	1.089913126
26-Oct-11	-0.408580752	1.174568581
27-Oct-11	-2.808314869	1.513654793
28-Oct-11	-2.235456779	3.436084262
31-Oct-11	2.574083912	1.599087355
01-Nov-11	1.687608681	1.618490667
03-Nov-11	-0.424994897	5.553843614
04-Nov-11	0.813944652	2.620094891
07-Nov-11	-0.228610719	2.039636068
08-Nov-11	-0.873518571	1.343837529
09-Nov-11	2.642974367	0.66335706
10-Nov-11	-0.977270876	2.044501266
11-Nov-11	-1.032789985	1.068540051
14-Nov-11	1.333201151	0.235714786
16-Nov-11	0.180944352	2.022258755
17-Nov-11	0.52963838	0.647612982
18-Nov-11	0.392597251	1.409128018
21-Nov-11	1.135427125	0.608773304
22-Nov-11	0.628932891	1.25267409
23-Nov-11	2.600227917	1.209726839
24-Nov-11	1.689642237	2.922987551
25-Nov-11	-0.33248045	2.118102208
28-Nov-11	-1.975293778	1.729139731
29-Nov-11	-0.502690175	1.519211698
30-Nov-11	-2.019828375	0.974439201
01-Dec-11	-0.46555535	1.919552335
02-Dec-11	-0.523561405	1.291641288
05-Dec-11	-0.268411502	1.398079608
06-Dec-11	0.313076792	0.467330218
07-Dec-11	0.451116022	0.615763662
08-Dec-11	1.363193383	0.505116864
09-Dec-11	-1.446579996	2.040663346
12-Dec-11	2.520657328	2.120409603
13-Dec-11	1.068028924	1.12357588
14-Dec-11	0.860116957	0.789489742
15-Dec-11	-1.053457511	0.880897354
16-Dec-11	-0.479591381	0.848765292
19-Dec-11	0.860544223	0.582412366
20-Dec-11	-1.147240116	0.310158047
21-Dec-11	0.739404831	0.585757101
22-Dec-11	-0.199155003	0.499430604
23-Dec-11	0.059249685	0.365157654
26-Dec-11	0.059214601	0.263494947
27-Dec-11	0.123699158	0.114163976
28-Dec-11	0.701644506	0.136557007
29-Dec-11	-0.35824126	0.673324657
02-Jan-12	0.24075126	0.733135624
03-Jan-12	-2.198840648	0.209871609
04-Jan-12	0.103731617	0.889507512
05-Jan-12	0.576746797	0.757572261
06-Jan-12	0.724366646	0.641390351
09-Jan-12	-1.268378433	0.584384288
10-Jan-12	-1.849865567	0.403198803
11-Jan-12	0.161017219	0.760425463
12-Jan-12	-1.278597023	0.412248317
13-Jan-12	0.375782152	0.88958327
16-Jan-12	-0.011196954	1.704691352
17-Jan-12	0.067162929	0.196554282
18-Jan-12	-1.136631638	0.816574371
19-Jan-12	-0.118909445	0.818726041
20-Jan-12	-0.556787985	0.511756856
23-Jan-12	-0.011395362	0.415296694
24-Jan-12	0.199231601	0.387717206
26-Jan-12	-0.5359803	0.337552856
27-Jan-12	-0.694188267	1.423848319
30-Jan-12	0.677035118	0.556385362
31-Jan-12	-0.114429581	0.593452954
01-Feb-12	-0.718166885	0.944934618
02-Feb-12	-0.891932242	0.523270197
03-Feb-12	-0.05819367	0.458964299
06-Feb-12	0.453015062	0.663519329
07-Feb-12	-0.005794918	1.008559055
08-Feb-12	-0.290174889	0.498832226
09-Feb-12	-0.21527281	0.503855456
10-Feb-12	0.319832797	0.455381547
13-Feb-12	-0.354785611	0.629365488
14-Feb-12	0.488231135	0.492335578
15-Feb-12	0.220085806	0.256623189
16-Feb-12	-0.702490624	0.439129321
17-Feb-12	-0.145759872	0.4538214
22-Feb-12	-0.462002635	0.197506263
23-Feb-12	0.450332662	0.580089734
24-Feb-12	-0.216140517	0.549387849
27-Feb-12	-0.187309818	0.301904638
28-Feb-12	-0.646566644	0.373452654
29-Feb-12	1.265691337	0.503691834
01-Mar-12	-0.186501977	1.266036649
02-Mar-12	0.940609617	0.600310788
05-Mar-12	0.524511995	0.588798291
06-Mar-12	1.080658906	0.402150553
07-Mar-12	0.436942105	0.54052965
08-Mar-12	-0.306226847	0.667594134
09-Mar-12	1.717432905	0.868415039
12-Mar-12	0.317717165	1.00862072
13-Mar-12	-0.261904248	1.522839203
14-Mar-12	0.678421108	1.166096802
15-Mar-12	-0.338635236	1.399538043
16-Mar-12	0.083377343	1.157255455
19-Mar-12	1.154549491	0.613010036
20-Mar-12	-0.330087773	0.314115266
21-Mar-12	0.181683096	0.910584948
22-Mar-12	0.065984826	0.475021521
23-Mar-12	-0.49595076	0.785201319
26-Mar-12	0.385951849	0.297782585
27-Mar-12	0.263794393	0.275751349
28-Mar-12	0.213821732	0.359007907
29-Mar-12	-0.246758001	0.452287957
30-Mar-12	0.296036618	0.299808208
02-Apr-12	0.300620598	0.576651439
03-Apr-12	-0.421122337	0.284428735
04-Apr-12	0.09860313	0.619545926
05-Apr-12	-0.197303583	0.338427019
09-Apr-12	-0.269179167	0.167286605
10-Apr-12	0.85992588	0.204046813
11-Apr-12	0.1090156	0.500914532
12-Apr-12	-0.480560121	0.494962646
13-Apr-12	0.643861012	0.421241459
16-Apr-12	0.472070113	0.323131997
17-Apr-12	0.744259719	0.401646932
18-Apr-12	0.935910781	0.307443283
19-Apr-12	0.101088035	0.760810688
20-Apr-12	-0.431666848	0.577802455
23-Apr-12	0.452935525	0.702194675
24-Apr-12	-0.101066526	0.58821833
25-Apr-12	0.053205641	0.340912058
26-Apr-12	0.29742958	0.184093031
27-Apr-12	0.116605727	0.162239667
30-Apr-12	1.080066346	0.189240247
02-May-12	0.777767199	1.663421285
03-May-12	-0.793489233	0.630977197
04-May-12	1.022013276	0.361488125
07-May-12	-0.400260443	0.693004661
08-May-12	1.05179592	0.471283152
09-May-12	1.51917195	0.314230301
10-May-12	-0.836014453	0.85975079
11-May-12	0.663267738	0.600768302
14-May-12	1.499006038	0.544269133
15-May-12	0.285135633	1.186117273
16-May-12	-0.049965026	0.766552626
17-May-12	0.389066732	0.499924101
18-May-12	0.748918566	0.502889336
21-May-12	0.890381463	3.123328307
22-May-12	2.361819118	0.893678509
23-May-12	-2.818317641	2.301575432
24-May-12	-0.167413501	3.346173503
25-May-12	-2.08143749	1.418425155
28-May-12	-0.221640228	1.115522136
29-May-12	0.498001482	0.311018488
30-May-12	1.147488145	0.808318186
31-May-12	0.336750677	0.552115717
01-Jun-12	0.856557369	0.919496875
04-Jun-12	0.897873597	0.783930578
05-Jun-12	-1.764319228	0.450206146
06-Jun-12	0.507978307	1.291943638
08-Jun-12	-0.448663393	1.06701431
11-Jun-12	1.996054725	0.895219981
12-Jun-12	0.18872952	0.540682124
13-Jun-12	0.207674364	0.534325891
14-Jun-12	-0.828432904	0.446032722
15-Jun-12	-0.228905494	0.586341985
18-Jun-12	0.394170685	0.338092755
19-Jun-12	-1.472665378	0.39979894
20-Jun-12	-0.152909	0.439101171
21-Jun-12	1.766320354	0.498758749
22-Jun-12	0.222846716	0.574743141
25-Jun-12	-0.217996937	0.512694305
26-Jun-12	0.686291418	0.411901062
27-Jun-12	-0.038539359	0.337450248
28-Jun-12	0.115573547	0.746211025
29-Jun-12	-3.347347161	0.710928084
02-Jul-12	-1.201576487	2.347076598
03-Jul-12	1.50468984	0.560332049
04-Jul-12	0.642930009	0.997465951
05-Jul-12	-0.454568696	0.466716075
06-Jul-12	0.439778349	0.814071032
10-Jul-12	0.270809393	0.520033686
11-Jul-12	0.142495663	0.362946942
12-Jul-12	0.044181538	0.256442303
13-Jul-12	-0.019633829	0.362226566
18-Jul-12	-0.684681147	0.225477039
19-Jul-12	-0.54517655	0.435390033
20-Jul-12	0.59459099	0.255332406
23-Jul-12	0.713778905	0.235440726
24-Jul-12	0.445369634	0.779472695
25-Jul-12	-0.725351151	0.4152236
26-Jul-12	-0.577166588	0.2860855
27-Jul-12	0.014840832	0.744224434
30-Jul-12	0.959960113	0.473801662
31-Jul-12	0.771111678	0.280471335
01-Aug-12	-0.614456239	0.338901158
02-Aug-12	0.258921955	0.267631087
03-Aug-12	-1.039734722	0.508662954
06-Aug-12	0.133021328	0.289468875
07-Aug-12	-0.128091455	0.246164264
08-Aug-12	-0.360520923	0.200662811
09-Aug-12	-0.396589852	0.162489169
10-Aug-12	0.124103369	0.17378924
13-Aug-12	0.257642713	0.144921874
14-Aug-12	0.26191609	0.244748155
15-Aug-12	-0.162999221	0.087055647
16-Aug-12	-0.277214177	0.11912977
17-Aug-12	-0.089268008	0.157134073
20-Aug-12	0.079353275	0.114607537
21-Aug-12	-0.03470931	0.112389175
22-Aug-12	-0.004959456	0.578365487
23-Aug-12	0.371278365	0.077226708
24-Aug-12	0.138257972	0.071694786
27-Aug-12	0.344810942	0.176013702
28-Aug-12	0.451379434	0.171480125
29-Aug-12	0.346959568	0.200456955
30-Aug-12	-0.073201087	0.261286793
31-Aug-12	-0.862919652	0.204170389
03-Sep-12	0.103354095	0.501621541
04-Sep-12	0.46132787	0.060714781
05-Sep-12	-0.15680897	0.188499374
06-Sep-12	-0.496547319	0.156604116
10-Sep-12	-0.310980827	0.170704491
11-Sep-12	-0.277241625	0.249944471
12-Sep-12	0.44025695	0.338947601
13-Sep-12	-0.271840029	0.117286227
14-Sep-12	-0.416605274	0.268503167
17-Sep-12	0.984157692	0.289791
18-Sep-12	-0.424126493	0.302421496
19-Sep-12	0.059288539	0.160109565
20-Sep-12	-0.158180952	0.07600493
21-Sep-12	0.084064784	0.108790514
24-Sep-12	0.123496447	0.072279311
25-Sep-12	0.251460823	0.104212577
26-Sep-12	0.241005453	0.105041516
27-Sep-12	-0.295188643	0.109927201
28-Sep-12	-0.15779096	0.077440413
01-Oct-12	0.019737491	0.200237445
02-Oct-12	-0.044414835	0.093657459
03-Oct-12	-0.143248808	0.07675191
04-Oct-12	-0.202874955	0.055626577
05-Oct-12	0.577850725	0.081126084
08-Oct-12	-0.0443317	0.18107787
09-Oct-12	0.285349008	0.062272351
10-Oct-12	0.30413052	0.114001067
11-Oct-12	0.0440712	0.08858935
15-Oct-12	-0.338376607	0.260513611
16-Oct-12	-0.098294597	0.130885109
17-Oct-12	-0.127927591	0.058624631
18-Oct-12	-0.197131797	0.071472973
19-Oct-12	0.009865825	0.06519018
22-Oct-12	-0.153029772	0.056540694
23-Oct-12	0.148096981	0.084501811
24-Oct-12	-0.064148432	0.09917027
25-Oct-12	0	0.064479604
26-Oct-12	0.05428212	0.068179565
29-Oct-12	0.290647758	0.074893168
30-Oct-12	-0.108278384	0.089552429
31-Oct-12	0.004924289	0.046411365
01-Nov-12	0.029540643	0.177253717
05-Nov-12	0.186888364	0.055949912
06-Nov-12	-0.152435306	0.063957891
07-Nov-12	0.088539111	0.045023585
08-Nov-12	0.323974365	0.053367206
09-Nov-12	0.27895386	0.114481341
12-Nov-12	0.234306463	0.647647038
13-Nov-12	0.36015029	0.104571208
14-Nov-12	0.397576281	0.578621201
16-Nov-12	0.891207093	0.209612674
19-Nov-12	-0.13437637	0.494081469
21-Nov-12	0.774975176	0.560343603
22-Nov-12	0.285510544	0.280921807
23-Nov-12	-1.098912158	0.26473488
26-Nov-12	-0.004804343	0.993761435
27-Nov-12	0.115240577	0.215948203
28-Nov-12	0.464415648	0.417863775
29-Nov-12	0.248079894	0.3700799
30-Nov-12	1.761681568	0.433560934
03-Dec-12	-0.586925033	0.833146348
04-Dec-12	-0.174392616	1.01169069
05-Dec-12	-1.516296846	0.589589641
06-Dec-12	-0.504166434	0.68970124
07-Dec-12	-0.110776652	0.371025414
10-Dec-12	0.105962827	0.479989224
11-Dec-12	0.067372476	0.140771144
12-Dec-12	-0.313185348	0.1679872
13-Dec-12	0.64457388	0.161770879
14-Dec-12	0.019177294	0.121214517
17-Dec-12	0.649849382	0.208730669
18-Dec-12	-0.506136782	0.229817645
19-Dec-12	-0.826768793	0.242130964
20-Dec-12	-0.120740881	0.201241421
21-Dec-12	0.472472193	0.349564904
26-Dec-12	-1.453443541	0.531256851
27-Dec-12	-0.278558519	1.099564213
28-Dec-12	0.200444957	0.410122598
02-Jan-13	-0.087950753	0.220501382
03-Jan-13	0	0.864831444
04-Jan-13	-0.647346677	0.257836598
07-Jan-13	-0.241373482	0.211782375
08-Jan-13	0.683200416	0.344714002
09-Jan-13	-0.034294393	0.355486086
10-Jan-13	-0.5798827	0.262161325
11-Jan-13	0.241207137	0.208142037
14-Jan-13	-0.113147226	0.218545269
15-Jan-13	0.206520209	0.305238341
16-Jan-13	0.323672491	0.108284838
17-Jan-13	-0.176418746	0.216637423
18-Jan-13	0.12744475	0.219211875
21-Jan-13	-0.014696877	0.12731444
22-Jan-13	0.083253757	0.051232127
23-Jan-13	-0.33343171	0.320068611
24-Jan-13	-0.245881609	0.151257685
28-Jan-13	-1.763363709	0.18203739
29-Jan-13	-0.482243362	1.202432498
30-Jan-13	0.140894705	0.458645848
31-Jan-13	0.140696471	0.420525744
01-Feb-13	-0.175901541	0.256575292
04-Feb-13	0.371542326	0.383871901
05-Feb-13	-0.5427149	0.209346207
06-Feb-13	0.326986734	0.196201213
07-Feb-13	-1.233023859	0.106108613
08-Feb-13	0.304615152	0.500416604
13-Feb-13	-0.386002816	1.962252519
14-Feb-13	-0.351745067	0.099777438
15-Feb-13	0.539853616	0.130905926
18-Feb-13	-0.279748917	0.669818652
19-Feb-13	-0.387854531	0.511113436
20-Feb-13	0.321617553	0.102312855
21-Feb-13	0.548949228	0.171839258
22-Feb-13	-0.005069066	0.342300054
25-Feb-13	0.470327314	0.265857981
26-Feb-13	0.015135081	0.339861697
27-Feb-13	-0.480393329	0.464601994
28-Feb-13	0.288512842	0.223301625
01-Mar-13	0.060633623	0.302907915
04-Mar-13	-0.475950266	0.223878368
05-Mar-13	-0.310077768	0.175163358
06-Mar-13	0.315153008	0.361959908
07-Mar-13	-0.610875449	0.212351549
08-Mar-13	-0.727723193	0.140993414
11-Mar-13	0.651100708	0.661401814
12-Mar-13	0.397797342	0.415687551
13-Mar-13	0.375940292	0.18248523
14-Mar-13	-0.020285004	0.47712173
15-Mar-13	0.576516212	0.309679853
18-Mar-13	-0.020172475	0.344709469
19-Mar-13	0.080665495	0.566975625
20-Mar-13	0.281817911	0.393736573
21-Mar-13	0.915441225	0.641878061
22-Mar-13	0.059737158	0.679705426
25-Mar-13	0.169061748	0.444807135
26-Mar-13	0.223319613	0.318514293
27-Mar-13	-0.312787287	0.344074137
28-Mar-13	0.530663085	0.691141994
01-Apr-13	-0.044526902	0.188095332
02-Apr-13	-0.069303503	0.152024378
03-Apr-13	0.24235242	0.123246851
04-Apr-13	-0.460476639	0.249762853
05-Apr-13	-1.484915918	0.201027139
08-Apr-13	0.326871629	0.557171058
09-Apr-13	-0.533603078	0.434002765
10-Apr-13	-0.42488683	0.210650122
11-Apr-13	0.141829626	0.263692461
12-Apr-13	-0.309244626	0.426214236
15-Apr-13	1.601726597	0.88551842
16-Apr-13	-0.707035664	0.738879644
17-Apr-13	0.672052281	0.430735356
18-Apr-13	0.915520376	0.520413531
19-Apr-13	-0.392050327	0.511924559
22-Apr-13	0.496008159	0.527033399
23-Apr-13	0.074189483	0.60112561
24-Apr-13	-0.609984782	0.816982869
25-Apr-13	-0.448699526	0.221183071
26-Apr-13	-0.124996891	0.343692169
29-Apr-13	0.424353499	0.262664665
30-Apr-13	-0.299356607	0.453643541
02-May-13	0.393966349	0.292898437
03-May-13	-0.014932431	0.278234023
06-May-13	0.034838871	0.264087287
07-May-13	-0.089610202	0.171072288
08-May-13	-0.119605317	0.258209906
09-May-13	0.398129321	0.308885077
10-May-13	0.34706763	0.613833616
13-May-13	-0.615630978	0.656525178
14-May-13	0.635427078	0.351426415
15-May-13	0.103865281	0.269299484
16-May-13	0.177804166	0.408660379
17-May-13	0.428392708	0.440166978
20-May-13	0.176730532	0.281503216
21-May-13	0.078446758	0.284398263
22-May-13	0.449878509	0.275438223
23-May-13	-0.273597982	0.389462263
24-May-13	0.366256056	0.328580311
27-May-13	0.272599108	0.317143216
28-May-13	0.861573577	0.375670341
29-May-13	1.70593075	0.713283846
31-May-13	1.434744841	0.699763961
03-Jun-13	-0.797153241	1.858582362
04-Jun-13	0.047067684	0.505006187
05-Jun-13	0.1222724	0.895838719
06-Jun-13	0.09864945	3.183862228
07-Jun-13	0.098552229	0.964569176
10-Jun-13	0.710449354	1.101248979
11-Jun-13	-0.677620183	1.043135212
12-Jun-13	1.109827199	1.385288422
13-Jun-13	-1.645819831	0.615415275
14-Jun-13	1.422978514	0.978640487
17-Jun-13	0.906825868	0.710706159
18-Jun-13	0.473270348	0.765383953
19-Jun-13	1.960936149	0.939603929
20-Jun-13	1.463593124	1.214907272
21-Jun-13	-0.680047957	3.345704564
24-Jun-13	-0.689194941	1.431096379
25-Jun-13	-0.580991118	1.123677105
26-Jun-13	-1.236210807	0.944276166
27-Jun-13	0.556367725	0.601920689
28-Jun-13	1.480639156	0.800108446
01-Jul-13	-0.121057248	1.099944742
02-Jul-13	1.146387201	0.395890297
03-Jul-13	0.623413095	0.574418123
04-Jul-13	-0.894325702	0.380832237
05-Jul-13	0.168851406	0.800469737
08-Jul-13	0.496015189	0.881017172
10-Jul-13	0.039751773	0.577206392
11-Jul-13	-0.393797106	0.453353728
12-Jul-13	0.5129577	0.518694909
15-Jul-13	-2.099335004	0.321059324
16-Jul-13	1.506544062	0.490384441
17-Jul-13	-1.236650506	0.928265508
18-Jul-13	0.067359726	1.148364516
19-Jul-13	0.871572326	1.069967031
22-Jul-13	-0.624974134	0.529205807
23-Jul-13	-0.863508851	0.559434791
24-Jul-13	1.63967476	0.50904167
25-Jul-13	-0.34719166	0.721991029
26-Jul-13	0.600148504	0.83815205
29-Jul-13	0.539275497	0.505757938
30-Jul-13	0.619659633	0.299381541
31-Jul-13	-0.258823158	0.376484722
01-Aug-13	1.205044271	1.307658161
02-Aug-13	-0.731774326	0.636385363
05-Aug-13	0.809862048	1.260262492
06-Aug-13	-0.299667984	0.27237889
07-Aug-13	0.650310104	0.49697481
08-Aug-13	-1.282988873	0.329822091
09-Aug-13	-0.56184855	0.749292233
12-Aug-13	0.701818829	0.548838348
13-Aug-13	1.155981757	0.587569384
14-Aug-13	0.452655268	0.635953319
15-Aug-13	0.677300257	0.260794482
16-Aug-13	2.188881441	1.038039993
19-Aug-13	0.844905449	1.004846178
20-Aug-13	-0.803116898	1.806379472
21-Aug-13	2.508485836	1.350974473
22-Aug-13	-0.777163597	1.666276079
23-Aug-13	-3.616539279	1.664594936
26-Aug-13	1.315391056	5.283426399
27-Aug-13	-0.332498886	1.338759854
28-Aug-13	-1.136279503	1.982497702
29-Aug-13	0.607904608	2.135763065
30-Aug-13	1.095901379	1.21935608
02-Sep-13	-0.340129241	1.56874391
03-Sep-13	-0.776965314	1.285037626
04-Sep-13	0.050856078	1.106782791
05-Sep-13	-1.519837998	1.25320163
06-Sep-13	-0.777340242	1.426764255
09-Sep-13	-1.331112678	2.293494997
10-Sep-13	0.289550084	0.619338163
11-Sep-13	-0.324704103	0.817291356
12-Sep-13	-0.026373627	1.080015475
13-Sep-13	0.241498284	0.631142907
16-Sep-13	0.184024939	0.528838795
17-Sep-13	-1.246574891	1.014999617
18-Sep-13	-3.156426914	0.369420565
19-Sep-13	0.715639948	1.730682962
20-Sep-13	0.398894505	1.06833952
23-Sep-13	-0.55343999	1.572739913
24-Sep-13	0.122746816	0.472774801
25-Sep-13	1.385182434	0.503597438
26-Sep-13	0.616458666	0.659602939
27-Sep-13	0.302370278	0.62814709
30-Sep-13	-1.579698569	0.603034499
01-Oct-13	-0.022555543	1.087235163
02-Oct-13	-1.12518768	1.097529346
03-Oct-13	0.691131747	0.544088624
04-Oct-13	0.217263472	0.725239511
07-Oct-13	-0.294324286	0.444240559
08-Oct-13	0.262669414	0.477321249
09-Oct-13	-0.167485271	0.600078325
10-Oct-13	-1.226170296	0.318726789
11-Oct-13	-0.197406239	0.560546742
14-Oct-13	0.298254288	0.358986898
15-Oct-13	-0.201797904	0.974529111
16-Oct-13	0.100949855	0.417837846
17-Oct-13	-1.297130842	0.622236119
18-Oct-13	0.819012976	0.941075867
21-Oct-13	0.234747294	0.386092682
22-Oct-13	-0.128812641	0.523541973
23-Oct-13	0.834331419	0.678312132
24-Oct-13	0.582640822	0.482720862
25-Oct-13	-0.73340495	0.456198861
28-Oct-13	-0.380202469	0.718374466
29-Oct-13	0.284143179	0.260731027
30-Oct-13	0.242258146	0.197310652
31-Oct-13	2.230240061	0.358423837
01-Nov-13	0.623110437	0.679990652
04-Nov-13	-0.324423101	1.37400345
05-Nov-13	1.874159144	0.241295283
06-Nov-13	-0.026215756	0.77700495
07-Nov-13	0.770490263	0.842534564
08-Nov-13	0.311729048	0.926904902
11-Nov-13	0.796542499	2.8125796
12-Nov-13	0.01286477	0.669844328
13-Nov-13	0.085722863	0.580555393
14-Nov-13	-0.851911184	0.366198354
18-Nov-13	-2.201827625	0.587970008
19-Nov-13	0.308723893	1.006630393
21-Nov-13	1.50779685	0.691444257
22-Nov-13	-1.134194675	1.013254899
25-Nov-13	0.433384354	0.65389847
26-Nov-13	0.235602203	0.382807412
27-Nov-13	1.548072082	0.628279147
28-Nov-13	-0.555066936	0.480674518
29-Nov-13	0.790789749	2.250950786
02-Dec-13	0.737853346	0.511556403
03-Dec-13	0.652268302	0.683403627
04-Dec-13	0.886839899	0.491721147
05-Dec-13	-1.394734502	0.611839061
06-Dec-13	-1.053606692	1.056526061
09-Dec-13	-0.610780857	1.547611115
10-Dec-13	-0.480052819	0.353008926
11-Dec-13	1.531542089	0.271731188
12-Dec-13	-0.367836172	0.70353551
13-Dec-13	-0.154380579	0.663206707
16-Dec-13	-0.07298487	0.282048538
17-Dec-13	-0.382969121	0.439577514
18-Dec-13	0.511730029	0.317628023
19-Dec-13	1.083582122	0.895129821
20-Dec-13	1.290014095	0.777772712
23-Dec-13	-1.268801138	0.65724899
26-Dec-13	-0.157082543	0.35287657
27-Dec-13	-0.652190125	0.296985964
30-Dec-13	0.91103227	0.334213867
02-Jan-14	1.183794762	0.796418944
03-Jan-14	-0.474362286	1.635646041
06-Jan-14	0.138763347	0.499043485
07-Jan-14	-0.311434956	0.390975048
08-Jan-14	1.023241336	0.508659244
09-Jan-14	-0.259013388	0.488240615
10-Jan-14	-1.356095745	0.436480165
13-Jan-14	-0.04241062	1.037746711
14-Jan-14	-0.314398865	0.39543837
15-Jan-14	0.399202127	0.511340053
16-Jan-14	0.084731407	0.403076911
17-Jan-14	-0.803592836	0.774233768
20-Jan-14	0.034145717	0.524985018
21-Jan-14	0.735563171	0.261330929
22-Jan-14	0.53655677	0.462991639
23-Jan-14	1.102066508	0.374035688
24-Jan-14	-0.087552902	0.688680171
27-Jan-14	1.045609294	1.188820071
28-Jan-14	-0.049543785	0.677643115
29-Jan-14	0.650368638	0.520395502
30-Jan-14	-1.151311539	0.824192258
31-Jan-14	0.141014498	0.63028821
03-Feb-14	1.133308374	1.370424118
04-Feb-14	-1.436320041	0.614081478
05-Feb-14	-0.128954447	0.577457821
06-Feb-14	-0.856974916	0.689109918
07-Feb-14	-0.11341918	0.785145493
10-Feb-14	1.282095614	1.497901027
11-Feb-14	-0.394986273	0.584637278
12-Feb-14	1.060842039	0.619485525
13-Feb-14	-1.348708067	0.380261926
14-Feb-14	-0.19237209	0.679887528
17-Feb-14	0.025113009	0.491364979
18-Feb-14	0.263306528	0.298501927
19-Feb-14	-0.087691831	0.524861427
20-Feb-14	-0.978156872	0.587878181
21-Feb-14	-1.047485246	0.754185813
24-Feb-14	-0.187753416	0.491718028
25-Feb-14	-0.004271223	0.479586101
26-Feb-14	0.375170972	0.415327421
27-Feb-14	-1.319302953	0.442376124
28-Feb-14	1.076455125	0.451661204
05-Mar-14	-1.093703939	1.351142223
06-Mar-14	0.219699832	0.294833804
07-Mar-14	0.7288662	0.580352436
10-Mar-14	0.409260067	0.478243189
11-Mar-14	0.560011646	0.643054457
12-Mar-14	-0.347516878	0.549844596
13-Mar-14	0.360208039	0.516958019
14-Mar-14	-0.73450136	0.780048601
17-Mar-14	0.097961973	0.774529579
18-Mar-14	-0.640617181	0.251498022
19-Mar-14	0.674668429	0.47514246
20-Mar-14	-0.936364453	0.566986449
21-Mar-14	-0.120352475	0.609537329
24-Mar-14	-0.094664379	0.656547088
25-Mar-14	-0.500626828	0.378345606
26-Mar-14	-0.364093853	0.616944254
27-Mar-14	-1.929122914	1.398581868
28-Mar-14	0.101767669	1.105637528
31-Mar-14	0.472083999	0.788347437
01-Apr-14	-0.441131775	1.653068368
02-Apr-14	0.30899645	0.570528459
03-Apr-14	0.470485643	0.425845439
04-Apr-14	-1.940088312	0.378341338
07-Apr-14	-0.758752826	1.167083004
08-Apr-14	-0.782720883	0.494014377
09-Apr-14	-0.665362706	0.878199992
10-Apr-14	0.901276072	1.171718078
11-Apr-14	0.537793636	0.801721769
14-Apr-14	-0.207543839	0.69926936
15-Apr-14	0.836561504	0.433586379
16-Apr-14	0.478095681	0.47641465
17-Apr-14	-0.299100689	0.615884001
22-Apr-14	0.044698731	0.414113973
23-Apr-14	-0.708586694	0.357613905
24-Apr-14	-0.356185142	0.382360551
25-Apr-14	1.328088437	0.641028134
28-Apr-14	-0.899918768	0.988111483
29-Apr-14	0.565074604	0.541201624
30-Apr-14	-0.170083292	0.71304312
02-May-14	-0.489481634	0.574358493
05-May-14	1.02114825	1.043883165
06-May-14	-0.661661928	0.448987054
07-May-14	-0.571288749	0.3617477
08-May-14	-0.076719998	0.46801303
09-May-14	-0.099372157	0.45056602
12-May-14	0.072280451	0.308086409
13-May-14	0.022576931	0.229027329
14-May-14	-0.570498695	0.294945401
15-May-14	0.782473067	0.304378637
16-May-14	-0.21648935	0.352334262
19-May-14	-0.357329009	0.224306605
20-May-14	0.411495301	0.178402385
21-May-14	-0.388841653	0.315819703
22-May-14	0.388841653	0.3574491
23-May-14	0.328880976	0.492487491
26-May-14	0.053959262	0.384663385
27-May-14	0.591638138	0.204971401
28-May-14	-0.255050813	0.249387652
29-May-14	-0.350074412	0.222551555
30-May-14	0.774798421	0.439127168
02-Jun-14	1.558174148	0.436685702
03-Jun-14	0.171154015	0.598685238
04-Jun-14	-0.043857726	0.759313866
05-Jun-14	-0.77064036	0.478535997
06-Jun-14	-0.656408974	0.502864323
09-Jun-14	-0.804186079	0.770392956
10-Jun-14	-0.197566406	0.368265169
11-Jun-14	0.394743257	0.290169209
12-Jun-14	-0.111984603	0.290076315
13-Jun-14	-0.309729795	0.257504421
16-Jun-14	0.479896869	0.18610443
17-Jun-14	1.196393999	0.191899105
18-Jun-14	-1.528039532	0.2620141
20-Jun-14	0.107681274	0.433366389
23-Jun-14	-0.485481489	0.239193025
24-Jun-14	0.261014504	0.319679826
25-Jun-14	-0.776037102	0.156658233
26-Jun-14	-0.499478857	0.87432334
27-Jun-14	-0.136655604	0.297210335
30-Jun-14	0.930112647	0.5529108
01-Jul-14	-0.561570245	0.450764154
02-Jul-14	0.980688009	0.387990427
03-Jul-14	-0.58635322	0.408720613
04-Jul-14	0.144652407	0.885117085
07-Jul-14	0.500147482	0.15516695
08-Jul-14	-0.51369976	0.351211083
10-Jul-14	0.320245645	0.296253109
11-Jul-14	0.018011527	0.308200044
14-Jul-14	-0.397004943	0.152459563
15-Jul-14	0.311421279	0.152773724
16-Jul-14	0.198082269	0.239673848
17-Jul-14	1.54855048	0.199914845
18-Jul-14	-1.427193969	0.598991893
21-Jul-14	-0.229352741	0.63943547
22-Jul-14	-0.374388673	0.18750713
23-Jul-14	0.297820716	0.313684389
24-Jul-14	0.103577952	0.196945868
25-Jul-14	0.363922675	0.260992012
28-Jul-14	-0.332420233	0.316793865
29-Jul-14	0.399668224	0.16508886
30-Jul-14	0.643290134	0.104709617
31-Jul-14	0.793918968	0.464755111
01-Aug-14	-0.260987032	0.57554583
04-Aug-14	0.0310002	1.21178994
05-Aug-14	1.030800722	0.256273311
06-Aug-14	-0.386406031	0.574290319
07-Aug-14	0.971944081	0.550596795
08-Aug-14	-0.519822073	0.471680773
11-Aug-14	-0.342195648	0.785033156
12-Aug-14	0.065897861	0.59820073
13-Aug-14	0.201816416	0.237594149
14-Aug-14	-0.659603992	0.651510193
15-Aug-14	-0.287185122	0.286756532
18-Aug-14	-0.119535155	0.6020043
19-Aug-14	-0.466222011	0.257695441
20-Aug-14	0.669788926	0.231567379
21-Aug-14	0.295760253	0.298881023
22-Aug-14	0.387136993	0.178107898
25-Aug-14	0.481823096	0.37856633
26-Aug-14	-1.177983821	0.16350049
27-Aug-14	-0.647624691	0.223676135
28-Aug-14	-0.227217135	0.573639483
29-Aug-14	-0.272449308	0.483695585
01-Sep-14	0.446250015	0.382515737
02-Sep-14	-0.102461308	0.211977398
03-Sep-14	-0.299073987	0.285440488
04-Sep-14	0.267869261	0.26145791
05-Sep-14	-0.049055679	0.413634971
08-Sep-14	1.13987884	0.510362609
09-Sep-14	0.755682169	0.381581203
10-Sep-14	0.166185641	0.680163035
11-Sep-14	0.401204149	0.554183929
12-Sep-14	1.7814865	0.389889261
15-Sep-14	0.166599069	1.177111868
16-Sep-14	-0.479186302	0.478157226
17-Sep-14	1.117377712	0.481957856
18-Sep-14	0.296434536	1.350931746
19-Sep-14	0.139443516	0.759673959
22-Sep-14	1.24631814	0.57512056
23-Sep-14	0.586292455	1.328566074
24-Sep-14	-1.197019694	0.788282203
25-Sep-14	1.849941556	0.876197099
26-Sep-14	-0.317663585	0.892118866
29-Sep-14	1.133994649	0.824429342
30-Sep-14	-0.032689086	4.32380163
01-Oct-14	1.388009297	0.662130163
02-Oct-14	0.554663801	0.874111195
03-Oct-14	-1.473791641	0.787391159
06-Oct-14	-1.318448448	1.526016039
07-Oct-14	-1.227518109	5.229788914
08-Oct-14	-0.80436127	1.072543514
09-Oct-14	0.88360884	2.347087316
10-Oct-14	1.267727642	1.55192701
13-Oct-14	-1.442990581	1.012214047
14-Oct-14	0.250281697	1.105400203
15-Oct-14	2.359153443	0.590840347
16-Oct-14	0.612540706	2.375913577
17-Oct-14	-1.519965694	3.884472545
20-Oct-14	1.179677742	1.031965454
21-Oct-14	0.768052931	0.762204648
22-Oct-14	0.152905229	2.528040169
23-Oct-14	0.517335877	0.725263768
24-Oct-14	-1.049487909	0.862464344
27-Oct-14	1.889946144	2.395868288
28-Oct-14	-2.412754281	8.554093268
29-Oct-14	0.036563814	0.768370663
30-Oct-14	-2.438192525	1.635221425
31-Oct-14	3.081958539	2.381937176
03-Nov-14	0.703789276	1.623747427
04-Nov-14	0.01202188	1.634809502
05-Nov-14	0.487669352	1.203728281
06-Nov-14	2.446111287	0.977240925
07-Nov-14	-0.436767063	1.220448749
10-Nov-14	-0.254358469	1.179624693
11-Nov-14	0.16051682	0.631429647
12-Nov-14	0.46443639	0.361596244
13-Nov-14	0.798918347	0.602744636
14-Nov-14	0.493219249	0.910449827
17-Nov-14	0.280203619	1.433308083
18-Nov-14	-1.005459479	0.886876227
19-Nov-14	-0.44235841	0.561222311
21-Nov-14	-2.185965325	0.704141478
24-Nov-14	1.197193224	1.175436118
25-Nov-14	-0.630394901	1.057735144
26-Nov-14	-1.13682757	0.748620158
27-Nov-14	1.176343891	0.732163353
28-Nov-14	1.346042103	0.642213425
01-Dec-14	-0.183375327	0.736951136
02-Dec-14	0.335282965	0.913491879
03-Dec-14	-0.628601387	0.696645097
04-Dec-14	1.461923393	0.683792281
05-Dec-14	-0.088815097	0.772383417
08-Dec-14	0.458672199	1.205701318
09-Dec-14	-0.169348051	0.489126625
10-Dec-14	0.790396625	0.905784265
11-Dec-14	1.3551423	0.505000033
12-Dec-14	0.067842608	0.533989473
15-Dec-14	1.558939215	0.790431433
16-Dec-14	1.578834893	0.743215062
17-Dec-14	-0.858091074	2.662166089
18-Dec-14	-1.952424377	2.181552601
19-Dec-14	-0.124006554	1.474232269
22-Dec-14	0.210344517	0.869894623
23-Dec-14	1.108240974	0.54801514
26-Dec-14	-0.954518806	0.687431673
29-Dec-14	1.339704467	0.572060769
30-Dec-14	-1.775238684	0.40233409
02-Jan-15	1.367785441	1.524534489
05-Jan-15	0.437021547	1.31229359
06-Jan-15	-0.192350433	0.719442792
07-Jan-15	-0.664972638	0.507912106
08-Jan-15	-0.7632768	0.710917998
09-Jan-15	-1.117963073	0.767531782
12-Jan-15	1.537738061	1.591409581
13-Jan-15	-1.147297657	0.850816968
14-Jan-15	-1.019097724	1.026085515
15-Jan-15	0.9736879	0.902624618
16-Jan-15	-0.748441083	1.516171242
19-Jan-15	1.084740971	0.746503819
20-Jan-15	-1.436194899	0.618985242
21-Jan-15	-0.464126953	0.887146189
22-Jan-15	-1.020180422	0.873103598
23-Jan-15	0.217273307	0.986310731
26-Jan-15	0.131685987	0.936847311
27-Jan-15	-0.391693507	0.737847312
28-Jan-15	0.120386026	0.648429721
29-Jan-15	1.073162201	0.638102976
30-Jan-15	2.969597666	0.805499694
02-Feb-15	1.64504754	2.720609084
03-Feb-15	-1.191346502	1.041698985
04-Feb-15	1.714285654	1.278608098
05-Feb-15	0.134861787	1.01240798
06-Feb-15	1.320736366	1.316291187
09-Feb-15	-0.392588161	1.935698927
10-Feb-15	2.191614291	0.52372709
11-Feb-15	1.245564583	1.092460143
12-Feb-15	-1.549655903	2.045209791
13-Feb-15	0.385261588	1.183272487
18-Feb-15	0.151576602	0.864180902
19-Feb-15	0.977942914	0.582020509
20-Feb-15	0.090649194	0.664830222
23-Feb-15	0.316626628	0.518338566
24-Feb-15	-1.741612133	0.677008448
25-Feb-15	1.411044823	1.152796903
26-Feb-15	1.274476125	1.978250329
27-Feb-15	-2.251665485	1.902440027
02-Mar-15	1.88967726	1.69505695
03-Mar-15	1.242507833	1.106089289
04-Mar-15	1.63078351	0.873628573
05-Mar-15	0.775560483	2.227421767
06-Mar-15	2.010946288	1.192258874
09-Mar-15	1.888068501	2.105727569
10-Mar-15	-0.678055846	1.525451037
11-Mar-15	0.806080444	2.68549738
12-Mar-15	1.258677859	1.812518054
13-Mar-15	2.578595486	2.805730454
16-Mar-15	-0.092387294	3.662852915
17-Mar-15	-0.185031045	2.252853755
18-Mar-15	-0.899175102	1.506019623
19-Mar-15	2.497592378	3.282594738
20-Mar-15	-1.87351211	1.859667184
23-Mar-15	-3.09622256	2.977154402
24-Mar-15	0.229599259	1.932268771
25-Mar-15	1.939970942	3.364258175
26-Mar-15	-0.560769628	2.515110428
27-Mar-15	2.070711968	2.31351228
30-Mar-15	-0.611150739	1.316075247
31-Mar-15	-1.03321493	2.74894284
01-Apr-15	-0.999756818	4.442317395
02-Apr-15	-1.335940223	2.28000791
06-Apr-15	0.102416396	1.507591735
07-Apr-15	0.11828835	1.432739042
08-Apr-15	-2.602425479	0.800693154
09-Apr-15	0.27181494	1.701692168
10-Apr-15	0.577197474	1.560262413
13-Apr-15	1.481460761	1.434093827
14-Apr-15	-1.875681546	1.54968385
15-Apr-15	-1.13592817	1.206809971
16-Apr-15	-0.271110396	1.1999367
17-Apr-15	0.66982581	1.376579289
20-Apr-15	-0.273327686	1.476658231
22-Apr-15	-0.718153766	1.382617889
23-Apr-15	-1.34082089	0.732935107
24-Apr-15	-0.655186403	1.553051082
27-Apr-15	-1.169006036	0.782670511
28-Apr-15	0.693510116	1.051685187
29-Apr-15	0.813756906	1.660261716
30-Apr-15	1.780561784	2.272798394
04-May-15	2.36037839	2.378079555
05-May-15	-0.986544866	6.032666715
06-May-15	-0.705974135	1.251389989
07-May-15	-0.293705351	1.424625231
08-May-15	-1.706594315	1.002090386
11-May-15	2.902403571	1.800535706
12-May-15	-1.397612318	1.097524197
13-May-15	0.65355395	1.330180433
14-May-15	-1.501594417	1.582522481
15-May-15	0.090133704	1.023675656
18-May-15	0.28987942	1.370234083
19-May-15	1.075510475	0.655918444
20-May-15	-1.175374003	1.111335725
21-May-15	1.17866548	0.762132356
22-May-15	1.826415651	0.628552658
25-May-15	0.100137293	0.859642068
26-May-15	1.798218289	1.097618429
27-May-15	-0.438569317	0.73136278
28-May-15	0.733045726	0.750299894
29-May-15	0.501459696	1.110683092
01-Jun-15	-0.324557957	1.061975702
02-Jun-15	-1.145916963	1.880443647
03-Jun-15	0.041494439	0.775764188
05-Jun-15	0.280433581	0.808437396
08-Jun-15	-0.959270642	3.466698236
09-Jun-15	-0.496023177	0.923455366
10-Jun-15	0.678994097	0.506534011
11-Jun-15	-0.905275105	0.893225446
12-Jun-15	0.956575244	1.352275843
15-Jun-15	0.230525508	0.931646198
16-Jun-15	-1.222705796	0.816838253
17-Jun-15	-1.051185336	0.910306294
18-Jun-15	0.117708619	1.33354411
19-Jun-15	1.221190883	1.021521009
22-Jun-15	-0.566518729	0.759967223
23-Jun-15	-0.159202074	0.591226683
24-Jun-15	0.745087512	0.523500818
25-Jun-15	0.934811414	0.769115867
26-Jun-15	0.057537401	0.914280681
29-Jun-15	-0.371378688	0.880524394
30-Jun-15	-0.472616502	0.929692352
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Alexios Ghalanos
# 
Likely related to the non-negativity constraints, so scaling helps.
However, I suggest you try the eGARCH model instead for regressors in 
the variance, and search some previous posts regarding setting
the bounds on the coefficients.

Alexios
On 20/08/2015 18:19, Assis Duraes wrote: