Start Date

End Date

Initial State Mean

Initial State Variance

Initial Sate Label

Transition State Mean

Transition State Variance

20100115

20100119

−0.24442

0.595179

12

−0.35247

0.727323

20100120

20100204

−0.35247

0.727323

11

−0.35353

0.793391

20100120

20100205

−0.35353

0.793391

19

−0.35529

0.829948

20100120

20100210

−0.35529

0.829948

19

−0.56936

0.851412

20100120

20100211

−0.56936

0.851412

18

−0.58341

0.682737

20100120

20100212

−0.58341

0.682737

18

−0.33663

0.812484

20100121

20100203

−0.33663

0.812484

19

−0.05103

0.73705

20100121

20100204

−0.05103

0.73705

7

−0.05119

0.814749

20100121

20100205

−0.05119

0.814749

7

−0.3514

0.880627