Variance Decomposition of VOL

Period

S.E.

VOL

MP

SS

15

0.013460

92.66612

7.066384

0.267495

16

0.013461

92.65904

7.073425

0.267534

17

0.013462

92.65486

7.077582

0.267557

18

0.013462

92.65240

7.080031

0.267571

19

0.013463

92.65095

7.081471

0.267579

20

0.013463

92.65010

7.082316

0.267583

21

0.013463

92.64960

7.082811

0.267586

22

0.013463

92.64931

7.083101

0.267587

23

0.013463

92.64914

7.083271

0.267588