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garch.dat
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garch.dat
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DATE DAY DM DDM BP CD DY SF
800102 3 0.5861 NA 2.249 0.8547 0.004206 0.6365
800103 4 0.5837 -0.00410327127264 2.2365 0.8552 0.004187 0.6357
800104 5 0.5842 0.000856237743895 2.241 0.8566 0.004269 0.6355
800107 1 0.5853 0.00188114634353 2.2645 0.8538 0.004315 0.6373
800108 2 0.5824 -0.0049670394147 2.256 0.8553 0.004257 0.6329
800109 3 0.5834 0.00171556055114 2.265 0.8565 0.004245 0.6349
800110 4 0.5807 -0.00463878505562 2.2505 0.8583 0.004237 0.6317
800111 5 0.5819 0.00206433928462 2.264 0.8591 0.004238 0.6331
800114 1 0.5817 -0.000343760745908 2.2835 0.858 0.004227 0.6317
800115 2 0.5788 -0.00499785615939 2.283 0.8576 0.004164 0.6279
800116 3 0.5808 0.00344946875326 2.2675 0.8602 0.004197 0.6317
800117 4 0.5807 -0.000172191132582 2.277 0.862 0.004174 0.6289
800118 5 0.5787 -0.00345006379821 2.2835 0.8607 0.004169 0.6251
800121 1 0.5778 -0.00155642054766 2.278 0.8614 0.004151 0.6236
800122 2 0.576 -0.00312012733624 2.2765 0.8612 0.004172 0.6205
800123 3 0.5774 0.00242760653294 2.278 0.8625 0.004226 0.6203
800124 4 0.5773 -0.000173205161947 2.2765 0.8638 0.004175 0.6215
800125 5 0.5758 -0.00260168388881 2.2595 0.8597 0.004174 0.6184
800128 1 0.5757 -0.000173686496312 2.253 0.858 0.004161 0.6186
800129 2 0.5774 0.00294857554707 2.265 0.8611 0.004184 0.6203
800130 3 0.5752 -0.003817460822 2.265 0.8608 0.004184 0.6155
800131 4 0.574 -0.00208841008727 2.27 0.8639 0.004183 0.6121
800201 5 0.5733 -0.00122025640523 2.2765 0.8631 0.004147 0.6118
800204 1 0.5743 0.00174276795591 2.2925 0.8617 0.004166 0.614
800205 2 0.5735 -0.00139397130083 2.2895 0.8625 0.004164 0.6151
800206 3 0.5774 0.00677733065941 2.315 0.8622 0.004166 0.6238
800207 4 0.5752 -0.003817460822 2.3025 0.8626 0.004163 0.6195
800208 5 0.575 -0.000347765609487 2.3 0.8631 0.004136 0.6176
800211 1 0.5752 0.000347765609487 2.305 0.8626 0.004141 0.6184
800212 2 0.5742 -0.00174003871987 2.3065 0.8611 0.00414 0.617
800213 3 0.575 0.00139227311039 2.304 0.8611 0.004133 0.6184
800214 4 0.5752 0.000347765609487 2.308 0.8627 0.00411 0.6169
800215 5 0.5748 -0.000695652201967 2.297 0.8607 0.004116 0.6148
800219 2 0.572 -0.00488316282507 2.2765 0.8641 0.00407 0.6103
800220 3 0.5729 0.00157219003473 2.2795 0.8667 0.004063 0.6093
800221 4 0.5715 -0.00244669817967 2.286 0.8714 0.004061 0.6086
800222 5 0.5681 -0.00596702367178 2.27 0.8671 0.004048 0.602
800225 1 0.567 -0.00193815583533 2.27 0.8696 0.00402 0.5973
800226 2 0.5668 -0.000352795911227 2.279 0.8684 0.00403 0.5989
800227 3 0.5683 0.00264294048655 2.284 0.8713 0.004028 0.6007
800228 4 0.567 -0.00229014457532 2.283 0.8731 0.004028 0.597
800229 5 0.5614 -0.00992563979997 2.258 0.8728 0.003968 0.5847
800303 1 0.5606 -0.00142602519709 2.229 0.8729 0.00403 0.5827
800304 2 0.5571 -0.00626288170392 2.239 0.8707 0.004063 0.5813
800305 3 0.5585 0.00250986148249 2.24 0.8682 0.004042 0.5834
800306 4 0.5574 -0.00197150346141 2.232 0.8649 0.004031 0.5827
800307 5 0.5557 -0.00305453476197 2.222 0.8631 0.004031 0.5797
800310 1 0.5527 -0.00541322144666 2.2185 0.8563 0.004033 0.5763
800311 2 0.5526 -0.000180946349901 2.2255 0.8572 0.004042 0.5775
800312 3 0.5534 0.00144665486351 2.233 0.8544 0.004042 0.5797
800313 4 0.5476 -0.0105359739385 2.221 0.8515 0.004027 0.5714
800314 5 0.5452 -0.00439239359192 2.21 0.8459 0.004012 0.5693
800317 1 0.5346 -0.0196338961176 2.194 0.8479 0.004023 0.5617
800318 2 0.533 -0.00299737953897 2.1855 0.8496 0.004016 0.5625
800319 3 0.5347 0.00318441778884 2.195 0.8478 0.004024 0.5656
800320 4 0.5357 0.00186846093223 2.19 0.8478 0.004019 0.5664
800321 5 0.5323 -0.0063670627082 2.184 0.844 0.004016 0.5613
800324 1 0.5282 -0.00773224031568 2.1915 0.8399 0.004011 0.5586
800325 2 0.5285 0.00056780544726 2.1925 0.8396 0.004016 0.5585
800326 3 0.526 -0.00474159257258 2.176 0.8399 0.004014 0.5567
800327 4 0.519 -0.0133973295718 2.173 0.8436 0.004 0.5449
800328 5 0.5178 -0.00231481584845 2.176 0.8414 0.004009 0.5458
800331 1 0.5105 -0.0141984297127 2.152 0.8359 0.004 0.5385
800401 2 0.5095 -0.00196078494194 2.153 0.8338 0.003907 0.5356
800402 3 0.5116 0.00411321704191 2.147 0.839 0.00389 0.5376
800403 4 0.5076 -0.00784933386446 2.1375 0.8389 0.00388 0.5347
800404 5 0.508 0.000787711738249 2.138 0.8383 0.003861 0.5364
800407 1 0.506 -0.00394477829102 2.1355 0.8422 0.003819 0.5319
800408 2 0.5173 0.022086307722 2.177 0.8458 0.00387 0.5452
800409 3 0.5303 0.0248199071336 2.1825 0.846 0.003973 0.5592
800410 4 0.5336 0.00620361045833 2.2 0.8477 0.004027 0.5711
800411 5 0.5348 0.00224635062637 2.206 0.8478 0.003961 0.573
800414 1 0.5323 -0.00468560504908 2.199 0.8427 0.003957 0.5724
800415 2 0.5295 -0.00527407513725 2.198 0.8406 0.003958 0.5681
800416 3 0.5392 0.0181533945566 2.2265 0.8436 0.004027 0.5813
800417 4 0.542 0.00517944184155 2.2285 0.8455 0.004016 0.5797
800418 5 0.5399 -0.0038820642154 2.2155 0.8451 0.004003 0.5757
800421 1 0.5406 0.00129569661811 2.241 0.845 0.004 0.5793
800422 2 0.5395 -0.00203684914416 2.2415 0.8466 0.004006 0.5761
800423 3 0.5506 0.0203658080103 2.274 0.8449 0.004113 0.5882
800424 4 0.5502 -0.000726744218033 2.2615 0.8479 0.004074 0.5883
800425 5 0.5519 0.00308502195498 2.275 0.8448 0.004062 0.59
800428 1 0.5578 0.0106336047479 2.284 0.8421 0.00415 0.5997
800429 2 0.5571 -0.00125571816662 2.274 0.8414 0.004167 0.6017
800430 3 0.5553 -0.00323624877921 2.263 0.8409 0.004165 0.5997
800501 4 0.5551 -0.000360230551446 2.259 0.8403 0.004161 0.6001
800502 5 0.549 -0.0110498361866 2.256 0.8372 0.004182 0.5899
800505 1 0.5578 0.0159020336839 2.2835 0.8419 0.004212 0.6015
800506 2 0.5582 0.000716845908833 2.281 0.8453 0.004325 0.6032
800507 3 0.5604 0.00393349336063 2.292 0.8455 0.004324 0.6059
800508 4 0.5568 -0.00644470544264 2.281 0.8494 0.00427 0.5992
800509 5 0.553 -0.00684810749788 2.2705 0.8489 0.004354 0.5953
800512 1 0.5606 0.0136496372084 2.2875 0.8512 0.004415 0.6045
800513 2 0.5584 -0.00393208728253 2.287 0.8528 0.004392 0.6023
800514 3 0.5573 -0.00197185687267 2.2985 0.8499 0.004377 0.601
800515 4 0.5572 -0.00017945266984 2.2885 0.85 0.004382 0.5991
800516 5 0.5566 -0.00107739281386 2.285 0.8533 0.004372 0.5988
800519 1 0.554 -0.00468216234451 2.285 0.8517 0.00436 0.5959
800520 2 0.5564 0.004322773302 2.2945 0.8557 0.004424 0.5972
800521 3 0.5586 0.00394619346179 2.3295 0.86 0.004454 0.6007
800522 4 0.5589 0.000536912764576 2.329 0.8616 0.004464 0.602
800523 5 0.564 0.00908368522241 2.354 0.862 0.004533 0.6084
800527 2 0.5675 0.0061864978575 2.375 0.8617 0.004546 0.6116
800528 3 0.5638 -0.00654117067555 2.361 0.8614 0.004459 0.6055
800529 4 0.5591 -0.00837123064741 2.33 0.8627 0.004445 0.6
800530 5 0.5621 0.00535142197543 2.348 0.8631 0.004474 0.6035
800602 1 0.5604 -0.00302895554518 2.332 0.8623 0.004467 0.6015
800603 2 0.5643 0.00693521051224 2.292 0.864 0.004513 0.6062
800604 3 0.5624 -0.00337268447864 2.322 0.8631 0.004491 0.6051
800605 4 0.5641 0.00301820024948 2.335 0.8661 0.004563 0.608
800606 5 0.5651 0.00177116588987 2.3355 0.867 0.004564 0.6105
800609 1 0.5677 0.00459040354088 2.3415 0.8696 0.004619 0.6173
800610 2 0.5672 -0.000881134958763 2.3285 0.871 0.004613 0.6146
800611 3 0.5666 -0.0010583878215 2.3475 0.8714 0.004595 0.6135
800612 4 0.5698 0.00563183466739 2.3372 0.8732 0.004623 0.6178
800613 5 0.5711 0.00227890360701 2.346 0.8729 0.004636 0.6209
800616 1 0.5638 -0.0128647469908 2.332 0.8696 0.004616 0.6105
800617 2 0.5667 0.00513048449556 2.3355 0.8683 0.004636 0.6157
800618 3 0.5669 0.000352858154684 2.3318 0.87 0.004629 0.6157
800619 4 0.5654 -0.00264947607077 2.334 0.8703 0.004618 0.6131
800620 5 0.5657 0.00053045708962 2.333 0.87 0.004591 0.6123
800623 1 0.5651 -0.00106119571331 2.3415 0.8704 0.004619 0.6112
800624 2 0.5651 0 2.3355 0.8687 0.00462 0.6097
800625 3 0.5653 0.000353857045447 2.3375 0.8673 0.004587 0.6097
800626 4 0.5676 0.00406038160464 2.351 0.8703 0.004613 0.6155
800627 5 0.5688 0.00211193320314 2.354 0.8694 0.004597 0.6169
800630 1 0.5669 -0.00334595715877 2.3585 0.8689 0.004546 0.6142
800701 2 0.5682 0.00229054808983 2.365 0.8689 0.004553 0.6159
800702 3 0.5689 0.00123120233651 2.36 0.8746 0.004574 0.6178
800703 4 0.5702 0.00228250472197 2.3525 0.8728 0.004572 0.6218
800707 1 0.5752 0.00873062992827 2.383 0.8742 0.004583 0.63
800708 2 0.5748 -0.000695652201967 2.3705 0.8739 0.004561 0.629
800709 3 0.5753 0.000869489664378 2.3745 0.8726 0.004587 0.628
800710 4 0.5752 -0.000173837462411 2.3755 0.8715 0.004614 0.6276
800711 5 0.5734 -0.00313425295757 2.3755 0.8692 0.004581 0.6243
800714 1 0.5727 -0.00122153404946 2.3765 0.8682 0.004574 0.6224
800715 2 0.5708 -0.00332313379713 2.37 0.8661 0.004553 0.618
800716 3 0.575 0.00733115519467 2.3785 0.8688 0.004575 0.6257
800717 4 0.5728 -0.00383342515091 2.3755 0.8682 0.004563 0.622
800718 5 0.573 0.000349101068304 2.3785 0.8668 0.004541 0.623
800721 1 0.5747 0.00296244879896 2.3805 0.8669 0.004545 0.6252
800722 2 0.5747 0 2.3895 0.8672 0.004516 0.625
800723 3 0.5753 0.00104347835555 2.384 0.8668 0.004457 0.6253
800724 4 0.5759 0.00104239064338 2.393 0.8665 0.004478 0.6253
800725 5 0.5756 -0.000521059499414 2.396 0.8634 0.004436 0.6252
800728 1 0.5713 -0.0074985092828 2.38 0.858 0.004393 0.6203
800729 2 0.5662 -0.00896709305262 2.3615 0.8585 0.004407 0.6142
800730 3 0.5615 -0.0083355984993 2.346 0.8578 0.004417 0.606
800731 4 0.5596 -0.00338953138717 2.329 0.8617 0.00439 0.6031
800801 5 0.5592 -0.000715051871725 2.334 0.8635 0.004405 0.6009
800804 1 0.564 0.00854706057846 2.3565 0.8649 0.004431 0.6116
800805 2 0.5649 0.00159447283316 2.3555 0.8646 0.004426 0.6123
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831213 2 0.3612 -0.00248859522877 1.415 0.7997 0.00424 0.4508