UCLA Economics€¦ · UCLA Economics

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 20.06, ζ = 2.44, Filter 1 = 3.71, # Vol.Jumps = 8Time

ζ i−1 (

x 10

0)

x x x xxx xx

HD , 2009−01−02

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 9.83, ζ = 2.86, Filter 1 = 3.64, # Vol.Jumps = 20Time

ζ i−1 (

x 10

0)

x x x x x xxxxxxxxxxxx

xx x

HD , 2009−01−05

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 15.67, ζ = 2.99, Filter 1 = 4.19, # Vol.Jumps = 11Time

ζ i−1 (

x 10

0)

x x x x xx xxxxx

HD , 2009−01−06

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 11.95, ζ = 2.77, Filter 1 = 4.02, # Vol.Jumps = 5Time

ζ i−1 (

x 10

0)

x x xxx

HD , 2009−01−07

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 13.46, ζ = 2.86, Filter 1 = 3.72, # Vol.Jumps = 12Time

ζ i−1 (

x 10

0)

x x x xxx x xxxxx

HD , 2009−01−08

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 14.92, ζ = 2.69, Filter 1 = 3.63, # Vol.Jumps = 11Time

ζ i−1 (

x 10

0)

xxxx x xxxxx x

HD , 2009−01−09

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 8.88, ζ = 2.91, Filter 1 = 3.49, # Vol.Jumps = 19Time

ζ i−1 (

x 10

0)

xxxx x x x xxxxxxxxxxx x

HD , 2009−01−12

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 13.62, ζ = 3.36, Filter 1 = 4.19, # Vol.Jumps = 13Time

ζ i−1 (

x 10

0)

x x xxxx xx x xxxx

HD , 2009−01−13

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 10.76, ζ = 3.08, Filter 1 = 4.7, # Vol.Jumps = 11Time

ζ i−1 (

x 10

0)

xx x x x x xxxxx

HD , 2009−01−14

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 8.34, ζ = 3.47, Filter 1 = 5.44, # Vol.Jumps = 2Time

ζ i−1 (

x 10

0)

x x

HD , 2009−01−15

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 6.99, ζ = 3.61, Filter 1 = 4.44, # Vol.Jumps = 15Time

ζ i−1 (

x 10

0)

xx x x x x x x x x xx xxx

HD , 2009−01−16

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 13.04, ζ = 3.58, Filter 1 = 4.32, # Vol.Jumps = 14Time

ζ i−1 (

x 10

0)

xx xx x xx x xxxxxx

HD , 2009−01−20

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 16.59, ζ = 3.42, Filter 1 = 4.77, # Vol.Jumps = 13Time

ζ i−1 (

x 10

0)

xxxxx xx x xx xx x

HD , 2009−01−21

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 17.46, ζ = 3.87, Filter 1 = 5.09, # Vol.Jumps = 7Time

ζ i−1 (

x 10

0)

xx x xxxx

HD , 2009−01−22

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 10.38, ζ = 3.89, Filter 1 = 4.7, # Vol.Jumps = 8Time

ζ i−1 (

x 10

0)

x x x x x xxx

HD , 2009−01−23

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 11.87, ζ = 3.63, Filter 1 = 4.68, # Vol.Jumps = 10Time

ζ i−1 (

x 10

0)

xx x xx xx xx x

HD , 2009−01−26

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 8.23, ζ = 3.14, Filter 1 = 4.65, # Vol.Jumps = 8Time

ζ i−1 (

x 10

0)

x x x xx xx

x

HD , 2009−01−27

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 9.46, ζ = 2.9, Filter 1 = 3.83, # Vol.Jumps = 25Time

ζ i−1 (

x 10

0)

x xxxxxx xx

xxxxxxxxxx

xxx x xx

HD , 2009−01−28

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 12.04, ζ = 2.76, Filter 1 = 3.87, # Vol.Jumps = 13Time

ζ i−1 (

x 10

0)

xxxx x x x x x xxxx

HD , 2009−01−29

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 9.29, ζ = 2.96, Filter 1 = 4.07, # Vol.Jumps = 9Time

ζ i−1 (

x 10

0)

xx x x x xxxx

HD , 2009−01−30

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 10.24, ζ = 2.96, Filter 1 = 3.68, # Vol.Jumps = 14Time

ζ i−1 (

x 10

0)

x xxx x x x xxx x x

xx

HD , 2009−02−02

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 9.48, ζ = 2.62, Filter 1 = 3.74, # Vol.Jumps = 10Time

ζ i−1 (

x 10

0)

x x xxxxxx

xx

HD , 2009−02−03

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 11.53, ζ = 2.64, Filter 1 = 4.18, # Vol.Jumps = 7Time

ζ i−1 (

x 10

0)

xx x x xxx

HD , 2009−02−04

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 13.63, ζ = 2.88, Filter 1 = 4.42, # Vol.Jumps = 5Time

ζ i−1 (

x 10

0)

x x x xx

HD , 2009−02−05

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 11.16, ζ = 3.12, Filter 1 = 4.15, # Vol.Jumps = 6Time

ζ i−1 (

x 10

0)

x x x x xx

HD , 2009−02−06

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●

0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 17.45, ζ = 2.65, Filter 1 = 3.33, # Vol.Jumps = 10Time

ζ i−1 (

x 10

0)

xxxx x xxx xx

HD , 2009−02−09

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 7.6, ζ = 3.74, Filter 1 = 5.8, # Vol.Jumps = 7Time

ζ i−1 (

x 10

0)

x xxx xxx

HD , 2009−02−10

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 10.22, ζ = 2.91, Filter 1 = 4.44, # Vol.Jumps = 8Time

ζ i−1 (

x 10

0)

x x x xx x x x

HD , 2009−02−11

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 12.81, ζ = 3.44, Filter 1 = 4.35, # Vol.Jumps = 16Time

ζ i−1 (

x 10

0)

xxx x x xxxxxxxxx x x

HD , 2009−02−12

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 17.39, ζ = 3.13, Filter 1 = 4.16, # Vol.Jumps = 7Time

ζ i−1 (

x 10

0)

xxx x xxx

HD , 2009−02−13

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 20.19, ζ = 3.49, Filter 1 = 4.73, # Vol.Jumps = 13Time

ζ i−1 (

x 10

0)

xxxx x xxxx xxx x

HD , 2009−02−17

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 17.13, ζ = 3.68, Filter 1 = 4.37, # Vol.Jumps = 11Time

ζ i−1 (

x 10

0)

x x x xx x xxx xx

HD , 2009−02−18

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 16.21, ζ = 3.09, Filter 1 = 4.47, # Vol.Jumps = 7Time

ζ i−1 (

x 10

0)

xx xxxx x

HD , 2009−02−19

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●●●●●●●●●●●●●●●●●●

0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 14.44, ζ = 4.06, Filter 1 = 5.53, # Vol.Jumps = 18Time

ζ i−1 (

x 10

0)

x x x xxxxxxxx xxx x xxx

HD , 2009−02−20

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 7.76, ζ = 4.25, Filter 1 = 5.73, # Vol.Jumps = 9Time

ζ i−1 (

x 10

0)

x x x x x xx

x x

HD , 2009−02−23

●

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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 = 15.06, ζ = 4.42, Filter 1 = 5.54, # Vol.Jumps = 12Time

ζ i−1 (

x 10

0)

xxxx x x xx x x xx

HD , 2009−02−24

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 19.45, ζ = 3.57, Filter 1 = 5.79, # Vol.Jumps = 3Time

ζ i−1 (

x 10

0)

xx

x

HD , 2009−02−25

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 15.78, ζ = 3.24, Filter 1 = 4.56, # Vol.Jumps = 8Time

ζ i−1 (

x 10

0)

x x x x xx xx

HD , 2009−02−26

●

●

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●●●●●●●●●●●●●●●●●

●●●●●●

0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 13.47, ζ = 3.64, Filter 1 = 4.43, # Vol.Jumps = 18Time

ζ i−1 (

x 10

0)

xx xx x x x x xxxxxxx

x x x

HD , 2009−02−27

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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 = 18.09, ζ = 3.92, Filter 1 = 5.57, # Vol.Jumps = 14Time

ζ i−1 (

x 10

0)

x x

xxx

xxxx

x

x

x xx

HD , 2009−03−02

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 19.65, ζ = 4.18, Filter 1 = 5.33, # Vol.Jumps = 8Time

ζ i−1 (

x 10

0)

xx xx x xx x

HD , 2009−03−03

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0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 9.92, ζ = 3.33, Filter 1 = 5.02, # Vol.Jumps = 9Time

ζ i−1 (

x 10

0)

xxxx xx x x x

HD , 2009−03−04

●

●●

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●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●

●●●●●●●

●●●●●●●●●●●●

0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 18.43, ζ = 3.65, Filter 1 = 4.8, # Vol.Jumps = 10Time

ζ i−1 (

x 10

0)

x x x x xxxx xx

HD , 2009−03−05

●

●

●

●●●●

●●●●●●●●

●●●●

●●●

●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●

●●●●

●●●●●●●●●●●●●●●●

●●●●

0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 11.15, ζ = 3.7, Filter 1 = 5.25, # Vol.Jumps = 13Time

ζ i−1 (

x 10

0)

xxx x xx x xxxxx

x

HD , 2009−03−06

●

●●●●●

●●●●●●●●●●

●●

●●●●●●●●●●●●●●●●●●●●●●●●

●●●●●●●●●●●●

●●●

●●●●●●●●●●●●●●●●●

●●●●

0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 12.47, ζ = 4.34, Filter 1 = 5.82, # Vol.Jumps = 11Time

ζ i−1 (

x 10

0)

x xxxxxx x x xx

HD , 2009−03−09

●●

●●●●●●●●●●●●●●●●●●●

●●●●●●●●●●●●●●●●●●●●●●●●●●●

●●●●●●●●●●●●●●●●●●●●●●●●

●●●●●●

0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 12.4, ζ = 3.59, Filter 1 = 4.48, # Vol.Jumps = 10Time

ζ i−1 (

x 10

0)

x x x x xx xx xx

HD , 2009−03−10

●

●●●●●

●●●●●●●●●●●

●●●●●

●●●●

●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●

0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 13.37, ζ = 3.14, Filter 1 = 4.08, # Vol.Jumps = 11Time

ζ i−1 (

x 10

0)

xx x x x xxxx x x

HD , 2009−03−11

●

●●●

●●●●●●●●

●●●●

●●●●●●

●●●●●●●●●

●●●●●●●●●●●●●●●●●●●●

●●●●●●●●●●●●●●●●●●●●●●●●●●●

0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 15.01, ζ = 3.23, Filter 1 = 4.47, # Vol.Jumps = 11Time

ζ i−1 (

x 10

0)

xx x x x xxxxx x

HD , 2009−03−12

●

●●

●●●

●●●

●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●

0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 12.2, ζ = 3, Filter 1 = 3.6, # Vol.Jumps = 16Time

ζ i−1 (

x 10

0)

xx x xx x xxxxxx

x x x x

HD , 2009−03−13

●●

●●

●●●●●●●●

●

●●●●●●●●

●●●●●●●●●●●●●●●●●●●●●●●●●●●

●●●●●●●●●●●●●●●●●●●●●●●●●●●

●●

●

0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 14.02, ζ = 3.4, Filter 1 = 4.06, # Vol.Jumps = 11Time

ζ i−1 (

x 10

0)

xx xx x x x xx x

x

HD , 2009−03−16

●

●

●●●●●●●●●●●●

●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●

●●

0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 13.45, ζ = 3.31, Filter 1 = 4.36, # Vol.Jumps = 10Time

ζ i−1 (

x 10

0)

xx xxxxx xxx

HD , 2009−03−17

●●●

●●●●●●●●●

●●●●●●●●●●●●●●●●

●●●●●●●●●●●

●●●●●●●●●●●●●●●●●●

●

●●●●●●

●

●●●●●

●●●●●●●●

0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 7.27, ζ = 3.46, Filter 1 = 5.5, # Vol.Jumps = 10Time

ζ i−1 (

x 10

0)

x

xxxxxxx

x x

HD , 2009−03−18

●

●

●●●●●

●●

●●●

●

●

●

●●●

●●●

●

●●●●●●●●●●●●●●●●●

●●●●●●●●●

●●●●●●●●●●●●●●●●●●●

●

●

●

●●●●●●●●

0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 17.15, ζ = 3.62, Filter 1 = 5.54, # Vol.Jumps = 17Time

ζ i−1 (

x 10

0)

xxxx xxxxxx

x

x xx

x

x

x

HD , 2009−03−19

●

●●●●●

●●

●●●●●●●●●●●●●●●

●●●●●●●●●●●●●●●●●●●●●●

●●●●●●●●●●●●●●●●●●●●

●●●●●●●●

●●●●●

0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 14.37, ζ = 2.88, Filter 1 = 4.04, # Vol.Jumps = 9Time

ζ i−1 (

x 10

0)

x x x x x xx xx

HD , 2009−03−20

●

●

●●●●

●

●●●●●●●●●●●●

●●●●●

●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●

●●

●●●●●●●

●●●●●

0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 14.72, ζ = 2.78, Filter 1 = 4, # Vol.Jumps = 15Time

ζ i−1 (

x 10

0)

x xx x x xxx x xxxxxx

HD , 2009−03−23

●

●●●●●●●

●●●●●

●●●●●●●●●●

●●●●●●●●●●●●●●●●●●

●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●

●●●●

0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 12, ζ = 3.08, Filter 1 = 4.44, # Vol.Jumps = 14Time

ζ i−1 (

x 10

0)

xxx xxxx xx x xx

xx

HD , 2009−03−24

●●

●●

●●●

●●

●●●●●●●●●●●●●●●

●●●●●●

●●●●●●●●●●●●●●●●●●●●●●●●●●●●●●

●●●●●●●●●●

●●●●●●●

●

0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 11.1, ζ = 3.75, Filter 1 = 5.39, # Vol.Jumps = 8Time

ζ i−1 (

x 10

0)

xxxxx x x x

HD , 2009−03−25

●●●●●●●●

●●●●

●●●●●●●●●

●●

●

●●●●●●●●

●●●●●●●●●●●●●●●●●●

●●●●●

●●●●●●●●●●●●●●●●●●●●●●●

0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 7.97, ζ = 3.65, Filter 1 = 5.34, # Vol.Jumps = 5Time

ζ i−1 (

x 10

0)

x x xxx

HD , 2009−03−26

●●

●●●●●

●●●

●●●●●●●●●●●●●

●●●●●●●●●●

●●●●●●●●

●●

●●●●●●●

●●

●●●●●●●

●●

●●●●●●●●●●●

●●●●●●

0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 12.44, ζ = 3.66, Filter 1 = 5.05, # Vol.Jumps = 9Time

ζ i−1 (

x 10

0)

xx x x x x x x x

HD , 2009−03−27

●

●

●

●●●●

●●●●●●●●●●

●●●●

●●●●●●●●●●●●●●●●●●●●●●●●●●

●●●●●

●●●

●●●●●

●●●●●●●●●●●●●

●●●●●

0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 24.51, ζ = 3.06, Filter 1 = 4.28, # Vol.Jumps = 14Time

ζ i−1 (

x 10

0)

xxx x xx x x x x x xx x

HD , 2009−03−30

●

●●

●●●●●●●●●●●●●●●●●●

●●●●●●●●●●●●●●●●●●●●●●●●●●

●●●●●

●●●●●

●●●●●●●●●●●●●●●●

●●●

●

●

0.0 0.2 0.4 0.6 0.8 1.0

020

4060

8010

0

ζ0 = 14.13, ζ = 3.1, Filter 1 = 5.05, # Vol.Jumps = 7Time

ζ i−1 (

x 10

0)

x x

xx

x x x

HD , 2009−03−31

●

●

●

●●

●

●●

●

●●

●

●

●●

●

●

●●

●●

●

●

●●

●●●

●●

●●

●●

●●●

●●

●●●●

●

●●●●

●●

●●

●

●

●●

●●

●●●●

●

●●●

●

●●

●

●

●●●●●

●

●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 13.54, ζ = 3.25, Filter 1 = 4.66, # Vol.Jumps = 11Time

ζ i−1 (

x 10

0)

xx

x

xxx

xx

x x x

HD , 2009−04−01

●●

●

●●

●

●●

●

●

●●

●●

●

●

●

●

●●

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●●●●●●

●●●

●

●

●●

●●

●

●●●

●

●

●

●

●●●

●●

●

●●●

●

●

●

●

●

●

●●●

●●

●

●●

●

●

●

●●

●●●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 7.73, ζ = 3.27, Filter 1 = 4.28, # Vol.Jumps = 9Time

ζ i−1 (

x 10

0)

xxx x

xx x

x

x

HD , 2009−04−02

●

●●

●

●●

●●

●

●●●●

●

●●●

●●

●●●●

●●

●●

●●

●

●

●

●

●●

●

●●

●

●●●●●●

●●●

●●

●●

●●

●●●

●

●

●

●●●●

●

●●

●

●●●

●

●●

●●●●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 11.62, ζ = 2.84, Filter 1 = 3.73, # Vol.Jumps = 7Time

ζ i−1 (

x 10

0)

x xx x xxx

HD , 2009−04−03

●

●

●

●●

●

●

●●

●

●

●

●

●●●

●

●

●

●

●●●●

●

●●

●●

●

●●

●

●●

●●

●

●

●●

●●

●

●●

●●

●●●●●

●

●●●

●●

●

●●●

●

●

●●●●

●●●

●●

●

●

●●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 11.63, ζ = 2.94, Filter 1 = 3.74, # Vol.Jumps = 14Time

ζ i−1 (

x 10

0)

xx

x

xxx

x

x

xx x x xx

HD , 2009−04−06

●

●

●●●●

●●●●

●

●●●●

●●

●

●

●

●●

●

●

●●●

●●●

●

●●

●●

●●

●

●

●●

●●

●

●●●

●●●

●

●

●●

●●●

●●●

●

●●

●●●

●●

●●●●

●●

●

●●●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 4.8, ζ = 2.5, Filter 1 = 3.32, # Vol.Jumps = 12Time

ζ i−1 (

x 10

0)

xxx

x xx

x

xxx

x

x

HD , 2009−04−07

●

●

●●

●●

●

●●

●

●●●●●

●●●●

●●

●

●●●●●●

●●●●●

●●●●

●●

●

●●

●

●●

●

●●

●●

●●

●

●●

●●●

●

●●●

●

●

●

●

●

●●●

●●

●●●●●●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 8.93, ζ = 2.57, Filter 1 = 3.64, # Vol.Jumps = 5Time

ζ i−1 (

x 10

0)

x x xx

x

HD , 2009−04−08

●

●●

●

●

●●

●●

●

●

●

●●●●●

●●●

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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

05

1015

20

ζ0 = 16.1, ζ = 2.53, Filter 1 = 3.42, # Vol.Jumps = 10Time

ζ i−1 (

x 10

0)

xx x x

x x

x

x xx

HD , 2009−04−09

●

●

●●

●●

●●

●●●●●

●

●

●●●●●●

●●●●●●●●●

●●

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●

●●

●

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●●

●●●

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●

●

●●

●●

●

●●●●●●

●●●

●

●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 10.36, ζ = 2.17, Filter 1 = 2.84, # Vol.Jumps = 10Time

ζ i−1 (

x 10

0)

x x x x xx xxxx

HD , 2009−04−13

●

●

●

●●●

●

●

●

●

●●●●

●●●●

●

●●

●●●●

●●●●

●●●●●

●●

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●●

●●●

●

●●

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●●

●

●●

●●

●●●●●●●

●●

●●●

●●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 11.34, ζ = 2.31, Filter 1 = 2.89, # Vol.Jumps = 11Time

ζ i−1 (

x 10

0)

x x x x xxx

xxx x

HD , 2009−04−14

●

●

●

●

●●

●

●

●

●●

●●

●●●

●

●●

●

●●

●●

●●●

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●

●●●

●●

●●●

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●

●

●●

●●

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●●●

●●

●

●●

●●●

●

●●

●●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 8.14, ζ = 2.56, Filter 1 = 3.33, # Vol.Jumps = 11Time

ζ i−1 (

x 10

0)

xx

xx x x xx

x

x x

HD , 2009−04−15

●

●

●●●

●

●●

●●

●●●●

●

●

●●

●

●

●●●

●●

●●●

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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

05

1015

20

ζ0 = 6.97, ζ = 2.57, Filter 1 = 3.43, # Vol.Jumps = 14Time

ζ i−1 (

x 10

0)

xxx x xx x xx x x xxx

HD , 2009−04−16

●

●●●●

●●

●

●

●●

●●●●

●

●

●●●●

●●●●●

●●

●●●●

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●

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●

●●●●●

●●

●●●●

●●

●●

●●

●●

●●

●●

●

●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 9.89, ζ = 2.11, Filter 1 = 2.78, # Vol.Jumps = 18Time

ζ i−1 (

x 10

0)

xxxx

xx x x x xxx

xxxx

xx

HD , 2009−04−17

●

●

●

●

●

●●●

●

●●

●

●

●●

●

●●●●

●●●●

●

●●●

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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

05

1015

20

ζ0 = 15.24, ζ = 2.35, Filter 1 = 3.38, # Vol.Jumps = 12Time

ζ i−1 (

x 10

0)

x xx x

xx x

x xxxx

HD , 2009−04−20

●

●●●

●●

●

●●●

●●

●●●●

●

●●●●

●

●

●

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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

05

1015

20

ζ0 = 12.62, ζ = 2.56, Filter 1 = 3.79, # Vol.Jumps = 5Time

ζ i−1 (

x 10

0)

x xx

xx

HD , 2009−04−21

●

●●

●

●

●●

●

●

●

●●●

●

●●●●

●

●●

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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

05

1015

20

ζ0 = 9.65, ζ = 2.72, Filter 1 = 3.44, # Vol.Jumps = 16Time

ζ i−1 (

x 10

0)

xxx x

xxx

xxxxx

xx

x

x

HD , 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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●

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●

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●

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●●

●

●

●

●●

●

●

●●●

●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 17.23, ζ = 2.59, Filter 1 = 3.93, # Vol.Jumps = 12Time

ζ i−1 (

x 10

0)

xxxx x x x xxxxx

HD , 2009−04−23

●

●●

●

●●

●●

●

●●

●

●●●

●●●

●

●●●

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●

●●●

●●

●●

●

●●

●

●

●●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 9.81, ζ = 2.44, Filter 1 = 3.45, # Vol.Jumps = 15Time

ζ i−1 (

x 10

0)

x x

xxxxxx

xx xx

x x x

HD , 2009−04−24

●

●●

●

●●●●●

●●

●

●

●

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●

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●

●

●●●

●

●●

●

●●

●●

●●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 13.56, ζ = 2.64, Filter 1 = 3.4, # Vol.Jumps = 13Time

ζ i−1 (

x 10

0)

x

xxxx

x

x x x xxxx

HD , 2009−04−27

●

●

●

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 10.78, ζ = 2.4, Filter 1 = 3.3, # Vol.Jumps = 11Time

ζ i−1 (

x 10

0)

x x

x

x x x

x

x xx

x

HD , 2009−04−28

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●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 9.83, ζ = 2.26, Filter 1 = 3.69, # Vol.Jumps = 7Time

ζ i−1 (

x 10

0)

x

x

xx

x xx

HD , 2009−04−29

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●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 12.38, ζ = 2.62, Filter 1 = 3.44, # Vol.Jumps = 7Time

ζ i−1 (

x 10

0)

x xx x xx

x

HD , 2009−04−30

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 8.74, ζ = 2.4, Filter 1 = 3.49, # Vol.Jumps = 6Time

ζ i−1 (

x 10

0)

xxx x x x

HD , 2009−05−01

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 8.63, ζ = 2.31, Filter 1 = 3.09, # Vol.Jumps = 9Time

ζ i−1 (

x 10

0)

x x x xxxx

x

x

HD , 2009−05−04

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 9.3, ζ = 2.46, Filter 1 = 3.07, # Vol.Jumps = 10Time

ζ i−1 (

x 10

0)

x

x

x x xx xx

x

x

HD , 2009−05−05

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●●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 12.77, ζ = 2.93, Filter 1 = 4.22, # Vol.Jumps = 10Time

ζ i−1 (

x 10

0)

xx x xx x

x x

xx

HD , 2009−05−06

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●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 14.54, ζ = 2.69, Filter 1 = 3.84, # Vol.Jumps = 10Time

ζ i−1 (

x 10

0)

x

xx x xx

x

xx

x

HD , 2009−05−07

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 10.87, ζ = 2.77, Filter 1 = 3.36, # Vol.Jumps = 18Time

ζ i−1 (

x 10

0)

xxxxx x x x xxxx

xxx x x

x

HD , 2009−05−08

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 15.88, ζ = 2.45, Filter 1 = 3.75, # Vol.Jumps = 8Time

ζ i−1 (

x 10

0)

xx

x

x xxxx

HD , 2009−05−11

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●●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 7.41, ζ = 2.29, Filter 1 = 3.04, # Vol.Jumps = 15Time

ζ i−1 (

x 10

0)

xxxxxx

x x x x x xxxx

HD , 2009−05−12

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●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 17.52, ζ = 2.5, Filter 1 = 3.49, # Vol.Jumps = 12Time

ζ i−1 (

x 10

0)

x xxx x x x xxxx

x

HD , 2009−05−13

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●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 7.81, ζ = 2.18, Filter 1 = 2.7, # Vol.Jumps = 15Time

ζ i−1 (

x 10

0)

x x x x xxxxxx xxx x x

HD , 2009−05−14

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●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.22, ζ = 2.61, Filter 1 = 3.31, # Vol.Jumps = 12Time

ζ i−1 (

x 10

0)

xx xx

x x

x

x

x

xx

x

HD , 2009−05−15

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●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 10.95, ζ = 3.1, Filter 1 = 4.18, # Vol.Jumps = 12Time

ζ i−1 (

x 10

0)

x

xxx

xxx x

xx

x

x

HD , 2009−05−18

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●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 11.51, ζ = 3.08, Filter 1 = 4.12, # Vol.Jumps = 12Time

ζ i−1 (

x 10

0)

xx

x xx

xx

x

xx

x

x

HD , 2009−05−19

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 15.18, ζ = 3.63, Filter 1 = 4.68, # Vol.Jumps = 7Time

ζ i−1 (

x 10

0)

xx x

x

xx

x

HD , 2009−05−20

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 15.14, ζ = 3.02, Filter 1 = 3.93, # Vol.Jumps = 8Time

ζ i−1 (

x 10

0)

x x

x

xxx

x

x

HD , 2009−05−21

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 10.82, ζ = 2.45, Filter 1 = 3.14, # Vol.Jumps = 10Time

ζ i−1 (

x 10

0)

x x xx

xxx x x x

HD , 2009−05−22

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 9.29, ζ = 2.79, Filter 1 = 3.5, # Vol.Jumps = 13Time

ζ i−1 (

x 10

0)

xx x xxxx

x

x

x

xx

x

HD , 2009−05−26

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 10.62, ζ = 2.89, Filter 1 = 3.69, # Vol.Jumps = 16Time

ζ i−1 (

x 10

0)

xxxxxx

xxx

xx

x xx

xx

HD , 2009−05−27

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 6.23, ζ = 2.93, Filter 1 = 3.84, # Vol.Jumps = 14Time

ζ i−1 (

x 10

0)

xxxxxxx

x x

x

x xx

x

HD , 2009−05−28

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 8.62, ζ = 2.46, Filter 1 = 3.5, # Vol.Jumps = 9Time

ζ i−1 (

x 10

0)

x x x xx

x

xxx

HD , 2009−05−29

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 6.47, ζ = 2.45, Filter 1 = 3.37, # Vol.Jumps = 14Time

ζ i−1 (

x 10

0)

x

xxxxx x

xxxxx

x

x

HD , 2009−06−01

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●●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 7.59, ζ = 2.52, Filter 1 = 3.33, # Vol.Jumps = 11Time

ζ i−1 (

x 10

0)

x xx xxxx

x

x

xx

HD , 2009−06−02

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●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 9.38, ζ = 2.37, Filter 1 = 3.07, # Vol.Jumps = 7Time

ζ i−1 (

x 10

0)

x x xxx

xx

HD , 2009−06−03

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 7.63, ζ = 2.34, Filter 1 = 3.24, # Vol.Jumps = 12Time

ζ i−1 (

x 10

0)

xx

xx

xx

xxxx

x

x

HD , 2009−06−04

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●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 7.29, ζ = 2.64, Filter 1 = 3.96, # Vol.Jumps = 15Time

ζ i−1 (

x 10

0)

xx

xxx x

xxx x x x xx

x

HD , 2009−06−05

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 10.05, ζ = 2.13, Filter 1 = 2.69, # Vol.Jumps = 20Time

ζ i−1 (

x 10

0)

xxx x x x x xx

x

xxx

xxxx

xxx

HD , 2009−06−08

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●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 9.92, ζ = 2.23, Filter 1 = 3.26, # Vol.Jumps = 9Time

ζ i−1 (

x 10

0)

xx x x x

x

x x x

HD , 2009−06−09

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●

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●

●●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 11.43, ζ = 2.69, Filter 1 = 3.68, # Vol.Jumps = 11Time

ζ i−1 (

x 10

0)

xxxxx

xx xxx x

HD , 2009−06−10

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●

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●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 10.51, ζ = 2.78, Filter 1 = 3.47, # Vol.Jumps = 12Time

ζ i−1 (

x 10

0)

x

x x x x xxx

x

xx

x

HD , 2009−06−11

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 6.71, ζ = 2.24, Filter 1 = 3.08, # Vol.Jumps = 13Time

ζ i−1 (

x 10

0)

x x x x xxx

xxx

xxx

HD , 2009−06−12

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 11.55, ζ = 2.29, Filter 1 = 3.15, # Vol.Jumps = 10Time

ζ i−1 (

x 10

0)

xx

xx x xxxxx

HD , 2009−06−15

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 7.54, ζ = 2.5, Filter 1 = 3.28, # Vol.Jumps = 11Time

ζ i−1 (

x 10

0)

xx xx

x xxxxx

x

HD , 2009−06−16

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 9.65, ζ = 2.59, Filter 1 = 4.23, # Vol.Jumps = 7Time

ζ i−1 (

x 10

0)

xxx x

xx

x

HD , 2009−06−17

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 6.49, ζ = 2.27, Filter 1 = 2.81, # Vol.Jumps = 12Time

ζ i−1 (

x 10

0)

x x x x xxx

x

x

xxx

HD , 2009−06−18

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 9.05, ζ = 2.03, Filter 1 = 2.56, # Vol.Jumps = 14Time

ζ i−1 (

x 10

0)

xxx

xx

x x xx xxxx

x

HD , 2009−06−19

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 7.89, ζ = 2.39, Filter 1 = 2.91, # Vol.Jumps = 13Time

ζ i−1 (

x 10

0)

xxx

xxx

xxxxx

x x

HD , 2009−06−22

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 8.68, ζ = 2.36, Filter 1 = 3.08, # Vol.Jumps = 11Time

ζ i−1 (

x 10

0)

xx x x xxxx

x

x

x

HD , 2009−06−23

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 6.04, ζ = 2.35, Filter 1 = 4.2, # Vol.Jumps = 7Time

ζ i−1 (

x 10

0)

x

xxx

xxx

HD , 2009−06−24

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●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 10.05, ζ = 2.79, Filter 1 = 3.87, # Vol.Jumps = 12Time

ζ i−1 (

x 10

0)

xxxx

xxx

x x x x

x

HD , 2009−06−25

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 15.22, ζ = 2.27, Filter 1 = 3.13, # Vol.Jumps = 16Time

ζ i−1 (

x 10

0)

x xx x x xx

xx

xxxx

x

x x

HD , 2009−06−26

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●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 11.58, ζ = 2.12, Filter 1 = 2.74, # Vol.Jumps = 12Time

ζ i−1 (

x 10

0)

xxxxx

x xxx

xxx

HD , 2009−06−29

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 10.53, ζ = 2.02, Filter 1 = 2.72, # Vol.Jumps = 14Time

ζ i−1 (

x 10

0)

xxx xx x xxx

xx

x

x x

HD , 2009−06−30

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 10.52, ζ = 2.15, Filter 1 = 2.85, # Vol.Jumps = 15Time

ζ i−1 (

x 10

0)

xxxxx x x x x x xx

x

x

x

HD , 2009−07−01

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 7.1, ζ = 2.42, Filter 1 = 2.91, # Vol.Jumps = 21Time

ζ i−1 (

x 10

0)

xxxx

xxx x

xxxxxxx

xxxx

xx

HD , 2009−07−02

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 8.02, ζ = 2.2, Filter 1 = 2.88, # Vol.Jumps = 17Time

ζ i−1 (

x 10

0)

xxxx

xxxx x x xx

xxxx

x

HD , 2009−07−06

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 8.75, ζ = 2.59, Filter 1 = 3.48, # Vol.Jumps = 7Time

ζ i−1 (

x 10

0)

x xxxx

x

x

HD , 2009−07−07

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.95, ζ = 2.5, Filter 1 = 3.62, # Vol.Jumps = 10Time

ζ i−1 (

x 10

0)

x

x

xx

x

xxxx

x

HD , 2009−07−08

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 12.16, ζ = 2.59, Filter 1 = 3.7, # Vol.Jumps = 9Time

ζ i−1 (

x 10

0)

xx

x

xx x

x x

x

HD , 2009−07−09

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 7.42, ζ = 2.05, Filter 1 = 2.69, # Vol.Jumps = 15Time

ζ i−1 (

x 10

0)

x xx x

xx xxx

xx

x

xx x

HD , 2009−07−10

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 6.61, ζ = 2.16, Filter 1 = 3.42, # Vol.Jumps = 13Time

ζ i−1 (

x 10

0)

xxxxx xx

x

xx

xxx

HD , 2009−07−13

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.59, ζ = 2.57, Filter 1 = 3.5, # Vol.Jumps = 12Time

ζ i−1 (

x 10

0)

xxx

xx

xxx

x xx

x

HD , 2009−07−14

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 4.64, ζ = 2.13, Filter 1 = 3.05, # Vol.Jumps = 11Time

ζ i−1 (

x 10

0)

xx xx

x xxxx

xx

HD , 2009−07−15

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 6.35, ζ = 2.14, Filter 1 = 2.84, # Vol.Jumps = 19Time

ζ i−1 (

x 10

0)

x x xxxxx

xxxx

xxx

x

x x

x x

HD , 2009−07−16

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 7.15, ζ = 2.24, Filter 1 = 2.68, # Vol.Jumps = 21Time

ζ i−1 (

x 10

0)

xxxx xxx

xx x x xxxxxxx

xxx

HD , 2009−07−17

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 4.2, ζ = 2.14, Filter 1 = 2.81, # Vol.Jumps = 15Time

ζ i−1 (

x 10

0)

xxx

xxxx

x xx

xxx

x

x

HD , 2009−07−20

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 4.38, ζ = 2.22, Filter 1 = 3.34, # Vol.Jumps = 10Time

ζ i−1 (

x 10

0)

xxxx x x x

xxx

HD , 2009−07−21

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 10.41, ζ = 2.17, Filter 1 = 3.2, # Vol.Jumps = 9Time

ζ i−1 (

x 10

0)

xx xx x

x

x

xx

HD , 2009−07−22

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 7.53, ζ = 2.2, Filter 1 = 3.05, # Vol.Jumps = 12Time

ζ i−1 (

x 10

0)

x

x

x

xx

xx xx xxx

HD , 2009−07−23

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 9.68, ζ = 2.1, Filter 1 = 3.05, # Vol.Jumps = 9Time

ζ i−1 (

x 10

0)

x

xxxx

x x xx

HD , 2009−07−24

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●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 11.16, ζ = 2.23, Filter 1 = 2.94, # Vol.Jumps = 11Time

ζ i−1 (

x 10

0)

x x x x x

xx

x

x

x

x

HD , 2009−07−27

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.77, ζ = 2.06, Filter 1 = 2.78, # Vol.Jumps = 9Time

ζ i−1 (

x 10

0)

x x x x xxx

x

x

HD , 2009−07−28

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●●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 4.08, ζ = 2, Filter 1 = 3.07, # Vol.Jumps = 8Time

ζ i−1 (

x 10

0)

x x x x x x xx

HD , 2009−07−29

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●●●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 7.3, ζ = 2.03, Filter 1 = 2.86, # Vol.Jumps = 9Time

ζ i−1 (

x 10

0)

x x x xxxx

x x

HD , 2009−07−30

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.36, ζ = 1.92, Filter 1 = 2.49, # Vol.Jumps = 17Time

ζ i−1 (

x 10

0)

xx x x x x xxxxx

x

x

x xxx

HD , 2009−07−31

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 9.2, ζ = 1.99, Filter 1 = 2.85, # Vol.Jumps = 11Time

ζ i−1 (

x 10

0)

x x x xx xx

x

x

x x

HD , 2009−08−03

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 7.24, ζ = 2.02, Filter 1 = 2.47, # Vol.Jumps = 11Time

ζ i−1 (

x 10

0)

xx x x xxxxx

x

x

HD , 2009−08−04

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 4.45, ζ = 1.99, Filter 1 = 2.58, # Vol.Jumps = 14Time

ζ i−1 (

x 10

0)

xx x x x xxx x

x

xx

xx

HD , 2009−08−05

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 4.63, ζ = 1.91, Filter 1 = 2.81, # Vol.Jumps = 12Time

ζ i−1 (

x 10

0)

xxx x x xx

xxxx

x

HD , 2009−08−06

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 4.58, ζ = 2.2, Filter 1 = 2.73, # Vol.Jumps = 25Time

ζ i−1 (

x 10

0)

xxx

xxxxxxx x xx x x xx x x x x

xxx

x

HD , 2009−08−07

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 4.41, ζ = 2.02, Filter 1 = 2.6, # Vol.Jumps = 9Time

ζ i−1 (

x 10

0)

x x xx x xx

x

x

HD , 2009−08−10

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 4.67, ζ = 1.96, Filter 1 = 2.49, # Vol.Jumps = 12Time

ζ i−1 (

x 10

0)

x xx x x xxx

x xx

x

HD , 2009−08−11

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 4.34, ζ = 1.99, Filter 1 = 2.86, # Vol.Jumps = 18Time

ζ i−1 (

x 10

0)

xxxxxxx

xx

xxx xx xxx x

HD , 2009−08−12

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 6.63, ζ = 2.32, Filter 1 = 3.14, # Vol.Jumps = 14Time

ζ i−1 (

x 10

0)

x

xxxx x

xx

xx

x

xx

x

HD , 2009−08−13

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.91, ζ = 2.02, Filter 1 = 2.98, # Vol.Jumps = 8Time

ζ i−1 (

x 10

0)

x xxxxx

x

x

HD , 2009−08−14

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 28.3, ζ = 3.16, Filter 1 = 4.64, # Vol.Jumps = 15Time

ζ i−1 (

x 10

0)

x

x

xx

x

x x

x

x

xHD , 2009−08−17

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 10.67, ζ = 2.56, Filter 1 = 4.07, # Vol.Jumps = 7Time

ζ i−1 (

x 10

0)

xx

xxxx

x

HD , 2009−08−18

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 6.36, ζ = 2.25, Filter 1 = 3.2, # Vol.Jumps = 11Time

ζ i−1 (

x 10

0)

x

xxxxx

x xx x x

HD , 2009−08−19

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.44, ζ = 2.04, Filter 1 = 2.77, # Vol.Jumps = 10Time

ζ i−1 (

x 10

0)

x x x x xxxx

xx

HD , 2009−08−20

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 10.07, ζ = 2.06, Filter 1 = 2.59, # Vol.Jumps = 14Time

ζ i−1 (

x 10

0)

xxx xx xxxxx

x

x

xx

HD , 2009−08−21

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.32, ζ = 2.22, Filter 1 = 3.01, # Vol.Jumps = 13Time

ζ i−1 (

x 10

0)

xxxxx x x xx xxx

x

HD , 2009−08−24

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.46, ζ = 2.25, Filter 1 = 3.2, # Vol.Jumps = 9Time

ζ i−1 (

x 10

0)

x xxx

x

x

xx

x

HD , 2009−08−25

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 6.41, ζ = 2.01, Filter 1 = 2.48, # Vol.Jumps = 12Time

ζ i−1 (

x 10

0)

x x x x x xxx

x

x

x

x

HD , 2009−08−26

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.11, ζ = 1.87, Filter 1 = 2.47, # Vol.Jumps = 9Time

ζ i−1 (

x 10

0)

x x xxxxxx x

HD , 2009−08−27

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.28, ζ = 1.94, Filter 1 = 2.76, # Vol.Jumps = 9Time

ζ i−1 (

x 10

0)

xxx xx

x

xx

x

HD , 2009−08−28

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.34, ζ = 1.85, Filter 1 = 2.48, # Vol.Jumps = 12Time

ζ i−1 (

x 10

0)

x x x xxx

xx

xx

xx

HD , 2009−08−31

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.09, ζ = 2.33, Filter 1 = 3.04, # Vol.Jumps = 17Time

ζ i−1 (

x 10

0)

xxxxx

xx

xxxxx xx xxx

HD , 2009−09−01

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 4.01, ζ = 1.84, Filter 1 = 2.72, # Vol.Jumps = 11Time

ζ i−1 (

x 10

0)

xx

x xxxx

xxx

x

HD , 2009−09−02

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 3.72, ζ = 1.68, Filter 1 = 2.32, # Vol.Jumps = 12Time

ζ i−1 (

x 10

0)

xx x x xx

xx

xx

x

x

HD , 2009−09−03

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.09, ζ = 1.58, Filter 1 = 2.15, # Vol.Jumps = 13Time

ζ i−1 (

x 10

0)

x x xx xx x xxxx

xx

HD , 2009−09−04

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.36, ζ = 1.81, Filter 1 = 3.03, # Vol.Jumps = 4Time

ζ i−1 (

x 10

0)

x x

xx

HD , 2009−09−08

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.39, ζ = 1.7, Filter 1 = 2.3, # Vol.Jumps = 9Time

ζ i−1 (

x 10

0)

xxx x

xxxx

x

HD , 2009−09−09

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 4.87, ζ = 1.78, Filter 1 = 2.59, # Vol.Jumps = 10Time

ζ i−1 (

x 10

0)

x x xx x xx

xx

x

HD , 2009−09−10

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.37, ζ = 1.92, Filter 1 = 2.28, # Vol.Jumps = 17Time

ζ i−1 (

x 10

0)

xx x xxx

x

xx x x

xxxx

x

x

HD , 2009−09−11

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 6.73, ζ = 1.65, Filter 1 = 2.45, # Vol.Jumps = 8Time

ζ i−1 (

x 10

0)

x x xx xxxx

HD , 2009−09−14

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 4.57, ζ = 1.6, Filter 1 = 2.14, # Vol.Jumps = 16Time

ζ i−1 (

x 10

0)

x x x xx xx

xxxxx

xx

x x

HD , 2009−09−15

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●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 4.56, ζ = 2.18, Filter 1 = 3.55, # Vol.Jumps = 9Time

ζ i−1 (

x 10

0)

x

x

x

x

xx

x

x

x

HD , 2009−09−16

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.91, ζ = 1.9, Filter 1 = 2.48, # Vol.Jumps = 12Time

ζ i−1 (

x 10

0)

x

xxxxx x

x x xxx

HD , 2009−09−17

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 6.06, ζ = 1.71, Filter 1 = 2.24, # Vol.Jumps = 16Time

ζ i−1 (

x 10

0)

xxxx xx x x x xx xx

xx

x

HD , 2009−09−18

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 9.46, ζ = 1.7, Filter 1 = 2.17, # Vol.Jumps = 15Time

ζ i−1 (

x 10

0)

x xxx

x x xxxx

xxx x

x

HD , 2009−09−21

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.69, ζ = 1.84, Filter 1 = 2.75, # Vol.Jumps = 5Time

ζ i−1 (

x 10

0)

xxx

x

x

HD , 2009−09−22

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 4.1, ζ = 1.7, Filter 1 = 2.18, # Vol.Jumps = 19Time

ζ i−1 (

x 10

0)

x x xx xx xx xxx

xxxxxxxx

HD , 2009−09−23

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●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 3.61, ζ = 1.74, Filter 1 = 2.43, # Vol.Jumps = 16Time

ζ i−1 (

x 10

0)

xxx

xx xxx x x x xx x

xx

HD , 2009−09−24

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.2, ζ = 1.62, Filter 1 = 2.34, # Vol.Jumps = 13Time

ζ i−1 (

x 10

0)

xx

x

x xxx xxxxx

x

HD , 2009−09−25

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 4.84, ζ = 1.53, Filter 1 = 2.26, # Vol.Jumps = 10Time

ζ i−1 (

x 10

0)

x x x xxxxx

xx

HD , 2009−09−28

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 4.85, ζ = 2.03, Filter 1 = 2.79, # Vol.Jumps = 10Time

ζ i−1 (

x 10

0)

x

x

xxxx

x x xx

HD , 2009−09−29

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 4.33, ζ = 2.07, Filter 1 = 2.71, # Vol.Jumps = 11Time

ζ i−1 (

x 10

0)

x x x x xxx

x

x

xx

HD , 2009−09−30

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 6.76, ζ = 2.18, Filter 1 = 2.97, # Vol.Jumps = 12Time

ζ i−1 (

x 10

0)

x

x

x

xx x x

x xxxx

HD , 2009−10−01

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.79, ζ = 2.32, Filter 1 = 4.58, # Vol.Jumps = 4Time

ζ i−1 (

x 10

0)

x

x

xx

HD , 2009−10−02

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●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.26, ζ = 1.7, Filter 1 = 2.37, # Vol.Jumps = 10Time

ζ i−1 (

x 10

0)

xxxx x x xx

xx

HD , 2009−10−05

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 4.45, ζ = 1.92, Filter 1 = 2.6, # Vol.Jumps = 8Time

ζ i−1 (

x 10

0)

x x x xxx x

x

HD , 2009−10−06

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●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 4.81, ζ = 1.93, Filter 1 = 2.58, # Vol.Jumps = 15Time

ζ i−1 (

x 10

0)

xxxxxx x xx x x

xxxx

HD , 2009−10−07

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 4.91, ζ = 2.09, Filter 1 = 2.66, # Vol.Jumps = 10Time

ζ i−1 (

x 10

0)

x x xx xxxx

xx

HD , 2009−10−08

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 4.69, ζ = 1.81, Filter 1 = 2.31, # Vol.Jumps = 12Time

ζ i−1 (

x 10

0)

xx

x xx xxxxx

xx

HD , 2009−10−09

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 4.23, ζ = 1.7, Filter 1 = 2.83, # Vol.Jumps = 5Time

ζ i−1 (

x 10

0)

xx

x

x x

HD , 2009−10−12

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.04, ζ = 2.02, Filter 1 = 2.57, # Vol.Jumps = 11Time

ζ i−1 (

x 10

0)

x xx x x x xxxx

x

HD , 2009−10−13

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.23, ζ = 2.19, Filter 1 = 2.7, # Vol.Jumps = 8Time

ζ i−1 (

x 10

0)

xx x x xxxx

HD , 2009−10−14

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.76, ζ = 1.74, Filter 1 = 2.39, # Vol.Jumps = 7Time

ζ i−1 (

x 10

0)

x

x xx

x xx

HD , 2009−10−15

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 6.55, ζ = 2.02, Filter 1 = 2.54, # Vol.Jumps = 12Time

ζ i−1 (

x 10

0)

x

x

xxxx x x xxx

x

HD , 2009−10−16

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 4.4, ζ = 1.66, Filter 1 = 2.14, # Vol.Jumps = 14Time

ζ i−1 (

x 10

0)

x x

x

x x x x x x x xxxx

HD , 2009−10−19

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 12.93, ζ = 1.82, Filter 1 = 2.25, # Vol.Jumps = 11Time

ζ i−1 (

x 10

0)

x xx x x x x x xxx

HD , 2009−10−20

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.24, ζ = 2.17, Filter 1 = 2.61, # Vol.Jumps = 17Time

ζ i−1 (

x 10

0)

xxx x xx xx xxx

xxxxxx

HD , 2009−10−21

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.71, ζ = 2.07, Filter 1 = 2.69, # Vol.Jumps = 9Time

ζ i−1 (

x 10

0)

x xxxxx

xxx

HD , 2009−10−22

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 6.25, ζ = 2.19, Filter 1 = 2.98, # Vol.Jumps = 9Time

ζ i−1 (

x 10

0)

x

xx

x x x xxx

HD , 2009−10−23

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 6.05, ζ = 2.32, Filter 1 = 2.95, # Vol.Jumps = 14Time

ζ i−1 (

x 10

0)

xxxxx

xxx x x x x x

x

HD , 2009−10−26

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 4.98, ζ = 2.27, Filter 1 = 2.83, # Vol.Jumps = 14Time

ζ i−1 (

x 10

0)

xx

x

xx

x x x x xx

x xx

HD , 2009−10−27

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 3.14, ζ = 2.31, Filter 1 = 3.18, # Vol.Jumps = 12Time

ζ i−1 (

x 10

0)

xx x x

xx xx

x xx x

HD , 2009−10−28

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.75, ζ = 2.08, Filter 1 = 2.74, # Vol.Jumps = 12Time

ζ i−1 (

x 10

0)

xxxx xxx x x xx

x

HD , 2009−10−29

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.52, ζ = 2.82, Filter 1 = 3.57, # Vol.Jumps = 8Time

ζ i−1 (

x 10

0)

xx x x x x

x

x

HD , 2009−10−30

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 8.2, ζ = 2.52, Filter 1 = 3.37, # Vol.Jumps = 11Time

ζ i−1 (

x 10

0)

xx

x

xxx x x x xx

HD , 2009−11−02

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●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.71, ζ = 2.48, Filter 1 = 3.38, # Vol.Jumps = 13Time

ζ i−1 (

x 10

0)

xx

x

xxx x

x x x x

x

x

HD , 2009−11−03

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●●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.95, ζ = 2.13, Filter 1 = 3.15, # Vol.Jumps = 17Time

ζ i−1 (

x 10

0)

x

xx

x

xxx x xx

xx xxxx

x

HD , 2009−11−04

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●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 6.06, ζ = 2.26, Filter 1 = 9.71, # Vol.Jumps = 10Time

ζ i−1 (

x 10

0)

x

x

xxx

x

x

x

x

x

HD , 2009−11−05

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 7.06, ζ = 2.19, Filter 1 = 3.09, # Vol.Jumps = 11Time

ζ i−1 (

x 10

0)

xx xxxx

x x xxx

HD , 2009−11−06

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 6.27, ζ = 1.99, Filter 1 = 2.47, # Vol.Jumps = 14Time

ζ i−1 (

x 10

0)

x x x x x x x x xxxxxx

HD , 2009−11−09

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.84, ζ = 2.2, Filter 1 = 2.99, # Vol.Jumps = 12Time

ζ i−1 (

x 10

0)

x xx

x x xxx xxx x

HD , 2009−11−10

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 6.07, ζ = 2.05, Filter 1 = 2.93, # Vol.Jumps = 14Time

ζ i−1 (

x 10

0)

x x xxxxx x

x

x

xx

x

x

HD , 2009−11−11

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 3.78, ζ = 2.32, Filter 1 = 3.22, # Vol.Jumps = 8Time

ζ i−1 (

x 10

0)

x xxxx x x

x

HD , 2009−11−12

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 4.84, ζ = 2.13, Filter 1 = 2.88, # Vol.Jumps = 8Time

ζ i−1 (

x 10

0)

x xx

xx

x

x x

HD , 2009−11−13

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.78, ζ = 2.09, Filter 1 = 2.84, # Vol.Jumps = 11Time

ζ i−1 (

x 10

0)

xx

x xxx x x xx

x

HD , 2009−11−16

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 6.65, ζ = 2.25, Filter 1 = 3.56, # Vol.Jumps = 9Time

ζ i−1 (

x 10

0)

x xx x

x

xx

x

x

HD , 2009−11−17

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.32, ζ = 2.11, Filter 1 = 2.61, # Vol.Jumps = 16Time

ζ i−1 (

x 10

0)

x x xxx x xxxxxxx xxx

HD , 2009−11−18

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.25, ζ = 1.87, Filter 1 = 2.38, # Vol.Jumps = 19Time

ζ i−1 (

x 10

0)

xxxxx xx x x x x xxxx

x xx

x

HD , 2009−11−19

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 3.39, ζ = 2.13, Filter 1 = 2.56, # Vol.Jumps = 14Time

ζ i−1 (

x 10

0)

x x x x x x xxxxxxx

x

HD , 2009−11−20

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●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 3.72, ζ = 1.99, Filter 1 = 2.64, # Vol.Jumps = 5Time

ζ i−1 (

x 10

0)

x xxx

x

HD , 2009−11−23

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 3.16, ζ = 1.85, Filter 1 = 2.56, # Vol.Jumps = 10Time

ζ i−1 (

x 10

0)

x x x x x xxx x

x

HD , 2009−11−24

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 4.49, ζ = 1.78, Filter 1 = 2.4, # Vol.Jumps = 10Time

ζ i−1 (

x 10

0)

xx xx

x x x xxx

HD , 2009−11−25

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 7.53, ζ = 2.06, Filter 1 = 2.64, # Vol.Jumps = 6Time

ζ i−1 (

x 10

0)

x x xxx x

HD , 2009−11−27

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 3.66, ζ = 2.04, Filter 1 = 3.03, # Vol.Jumps = 4Time

ζ i−1 (

x 10

0)

xx x

x

HD , 2009−11−30

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.45, ζ = 2.08, Filter 1 = 2.63, # Vol.Jumps = 8Time

ζ i−1 (

x 10

0)

x x x xxx x

x

HD , 2009−12−01

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.72, ζ = 1.78, Filter 1 = 2.35, # Vol.Jumps = 14Time

ζ i−1 (

x 10

0)

xx x x x x x

x

xxx x x x

HD , 2009−12−02

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 4.1, ζ = 2.03, Filter 1 = 2.52, # Vol.Jumps = 16Time

ζ i−1 (

x 10

0)

x

xxxx x xx xxxx

x xxx

HD , 2009−12−03

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.34, ζ = 2.1, Filter 1 = 2.84, # Vol.Jumps = 9Time

ζ i−1 (

x 10

0)

xxx x

x

x xxx

HD , 2009−12−04

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 3.03, ζ = 1.87, Filter 1 = 2.47, # Vol.Jumps = 10Time

ζ i−1 (

x 10

0)

x x x xxx x

xxx

HD , 2009−12−07

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 5.51, ζ = 1.99, Filter 1 = 2.54, # Vol.Jumps = 11Time

ζ i−1 (

x 10

0)

xx x xxx

xxx

xx

HD , 2009−12−08

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 2.38, ζ = 1.97, Filter 1 = 2.57, # Vol.Jumps = 15Time

ζ i−1 (

x 10

0)

xx x

xxxx

x

x xxxx

x x

HD , 2009−12−09

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 3.44, ζ = 1.69, Filter 1 = 2.27, # Vol.Jumps = 11Time

ζ i−1 (

x 10

0)

xxx x

x xxx

xx

x

HD , 2009−12−10

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 3.25, ζ = 1.64, Filter 1 = 2.14, # Vol.Jumps = 14Time

ζ i−1 (

x 10

0)

x xx x x xxxxxx

xxx

HD , 2009−12−11

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 3.28, ζ = 1.85, Filter 1 = 2.31, # Vol.Jumps = 15Time

ζ i−1 (

x 10

0)

xxxxx x x x xx x xx

xx

HD , 2009−12−14

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 4.81, ζ = 1.72, Filter 1 = 2.36, # Vol.Jumps = 10Time

ζ i−1 (

x 10

0)

xx xxx x x xx

x

HD , 2009−12−15

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 4.34, ζ = 1.85, Filter 1 = 2.62, # Vol.Jumps = 7Time

ζ i−1 (

x 10

0)

x x xx

x xx

HD , 2009−12−16

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 4.16, ζ = 1.61, Filter 1 = 1.95, # Vol.Jumps = 16Time

ζ i−1 (

x 10

0)

x x x

x

x x xx

xxxxx

xxx

HD , 2009−12−17

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 2.83, ζ = 1.8, Filter 1 = 2.36, # Vol.Jumps = 11Time

ζ i−1 (

x 10

0)

xxx xxxxxxxx

HD , 2009−12−18

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 3.39, ζ = 1.61, Filter 1 = 1.92, # Vol.Jumps = 17Time

ζ i−1 (

x 10

0)

x xxx x x x x x x xxxxx

xx

HD , 2009−12−21

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 6.7, ζ = 1.81, Filter 1 = 2.48, # Vol.Jumps = 4Time

ζ i−1 (

x 10

0)

x

x xx

HD , 2009−12−22

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0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 3.17, ζ = 1.65, Filter 1 = 2.14, # Vol.Jumps = 15Time

ζ i−1 (

x 10

0)

x

xx

xxxx x x x xxxxx

HD , 2009−12−23

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●

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●

●●●●●●●●●●●●●●●●●●●●●●●●●●●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 3.15, ζ = 1.61, Filter 1 = 2.11, # Vol.Jumps = 5Time

ζ i−1 (

x 10

0)

xx x xx

HD , 2009−12−24

●

●●

●●●

●●●●●

●

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●●

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●

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●

●

●●●

●

●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 4.58, ζ = 1.43, Filter 1 = 1.79, # Vol.Jumps = 13Time

ζ i−1 (

x 10

0)

x x x x xx x xxxx

xx

HD , 2009−12−28

●

●●

●

●

●

●●●●

●●

●●●●●●

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●

●

●

●●●●●

●

●●

●

●●

●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 4.07, ζ = 1.31, Filter 1 = 1.71, # Vol.Jumps = 15Time

ζ i−1 (

x 10

0)

x

x

x x x x x x x xxxxxx

HD , 2009−12−29

●

●

●

●

●●●●●

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●●

●●●●●●●●●●●●

●●●●●

●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 3.47, ζ = 1.36, Filter 1 = 1.78, # Vol.Jumps = 12Time

ζ i−1 (

x 10

0)

xx xxxx xxxxx

x

HD , 2009−12−30

●

●●

●●●

●●●●●

●

●●●

●●●●●

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●

●

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●●●●●●●●●●●●

●●

●●

●

0.0 0.2 0.4 0.6 0.8 1.0

05

1015

20

ζ0 = 2.66, ζ = 1.46, Filter 1 = 1.92, # Vol.Jumps = 5Time

ζ i−1 (

x 10

0)

xxxx

x

HD , 2009−12−31

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