${\delta }_t^1$

$r_t$

${\delta }_t^2$

${\delta }_t^3$

${\delta }_t^1$

0.98443

0.01244

0

0

$r_t$

0.04013

0.95873

0

0

${\delta }_t^2$

0

0

0

0

${\delta }_t^3$

0

0

0

0