Period | Observations | 1Y Historical | 2Y Historical | 3Y Historical | 4Y Historical | 5Y Historical | Filtered Volatility |
2000 | 252 | 16 (6.35%) [2.06%] {0.09%} | 16 (6.35%) [2.05%] {0.07%} | 19 (7.54%) [1.92%] {0.05%} | 22* (8.73%) [1.82%] {0.05%} | 28* (11.11%) [1.73%] {0.07%} | 20 (7.94%) [1.96%] {0.34%} |
2001 | 248 | 12 (4.84%) [2.21%] {0.11%} | 13 (5.24%) [2.11%] {0.02%} | 13 (5.24%) [2.10] {0.02%} | 13 (5.24%) [2.01%] {0.04%} | 17 (6.85%) [1.90%] {0.03%} | 14 (5.65%) [2.25%] {0.37%} |
2002 | 252 | 21* (8.33%) [2.17%] {0.28%} | 20 (7.49%) [2.21%] {0.19%} | 23* (9.13%) [2.18%] {0.13%} | 25* (9.92%) [2.13%] {0.06%} | 29* (11.51%) [2.04%] {0.10%} | 19 (7.54%) [2.36%] {0.43%} |
2003 | 252 | 3 (1.19%) [2.27%] {0.40%} | 4 (1.59%) [2.34%] {0.04%} | 4 (1.59%) [2.34%] {0.03%} | 5 (1.98%) [2.25%] {0.01%} | 5 (1.98%) [2.20%] {0.03%} | 6 (2.38%) [2.08%] {0.44%} |
2004 | 252 | 11 (4.37%) [1.33%] {0.07%} | 0 (0%) [1.91%] {0.35%} | 0 (0%) [2.05%] {0.12%} | 0 (0%) [2.10%] {0.06%} | 0 (0%) [2.10%] {0.02%} | 6 (2.38%) [1.37%] {0.10} |
2005 | 252 | 9 (3.57%) [1.09%] {0.07%} | 6 (2.38%) [1.19%] {0.10%} | 2 (0.79%) [1.63%] {0.20%} | 0 (0%) [1.80%] {0.09%} | 0 (0%) [1.91%] {0.06%} | 8 (3.17%) [1.09%] {0.07%} |
2006 | 251 | 12 (4.78%) [1.01%] {0.03%} | 10 (3.98%) [1.05%] {0.03%} | 9 (3.59%) [1.13%] {0.07%} | 4 (1.59%) [1.50%] {0.13%} | 3 (1.20%) [1.67%] {0.07%} | 12 (4.78%) [1.04%] {0.19%} |
2007 | 251 | 28* (11.16%) [1.22%] {0.27%} | 32* (12.75%) [1.13%] {0.14%} | 34* (13.55%) [1.10%] {0.07%} | 31* (12.35%) [1.15%] {0.05%} | 22* (8.76%) [1.46%] {0.07%} | 20 (7.97%) [1.52%] {0.63%} |
2008 | 253 | 30* (11.86%) [2.67%] {0.68%} | 43* (17%) [1.99%] {0.46%} | 52* (20.55%) [1.68%] {0.33%} | 55* (21.74%) [1.51%] {0.20%} | 56* (22.13%) [1.44%] {0.11%} | 23* (9.09%) [3.36%] {2.06%} |
2009 | 252 | 2 (0.79%) [4.44%] {0.66%} | 11 (4.37%) [3.38%] {0.13%} | 12 (4.76%) [2.88%] {0.13%} | 21* (8.33%) [2.44%] {0.13} | 25* (9.92%) [2.17%] {0.17%} | 16 (6.35%) [2.59%] {0.74%} |