Wo 100

N. de C. 0.99

Nivel de Signif. 0.01
Z 2.326347874

FECHA ECOPETROL RENT.

ventana
5/3/2010 2790
1 5/4/2010 2775 -0.00539
2 5/5/2010 2725 -0.01818
3 5/6/2010 2660 -0.02414
4 5/7/2010 2670 0.00375
5 5/10/2010 2720 0.01855
6 5/11/2010 2745 0.00915
7 5/12/2010 2775 0.01087
8 5/13/2010 2765 -0.00361
9 5/14/2010 2740 -0.00908
10 5/18/2010 2710 -0.01101
11 5/19/2010 2700 -0.00370
12 5/20/2010 2660 -0.01493
13 5/21/2010 2630 -0.01134
14 5/24/2010 2660 0.01134
15 5/25/2010 2630 -0.01134
16 5/26/2010 2690 0.02256
17 5/27/2010 2695 0.00186
18 5/28/2010 2710 0.00555
19 5/31/2010 2700 -0.00370
20 6/1/2010 2730 0.01105
21 6/2/2010 2730 0.00000
22 6/3/2010 2720 -0.00367
23 6/4/2010 2690 -0.01109
24 6/8/2010 2685 -0.00186
25 6/9/2010 2700 0.00557
26 6/10/2010 2710 0.00370
27 6/11/2010 2710 0.00000
28 6/15/2010 2720 0.00368
29 6/16/2010 2750 0.01097
30 6/17/2010 2750 0.00000
31 6/18/2010 2765 0.00544
32 6/21/2010 2750 -0.00544
33 6/22/2010 2740 -0.00364
34 6/23/2010 2760 0.00727
35 6/24/2010 2770 0.00362
36 6/25/2010 2775 0.00180
37 6/29/2010 2740 -0.01269
38 6/30/2010 2755 0.00546
39 7/1/2010 2735 -0.00729
40 7/2/2010 2725 -0.00366
41 7/6/2010 2755 0.01095
42 7/7/2010 2765 0.00362
43 7/8/2010 2795 0.01079
44 7/9/2010 2825 0.01068
45 7/13/2010 2860 0.01231
46 7/14/2010 2930 0.02418
47 7/15/2010 2980 0.01692
48 7/16/2010 2990 0.00335
49 7/19/2010 3005 0.00500
50 7/21/2010 3100 0.03112
51 7/22/2010 3135 0.01123
52 7/23/2010 3085 -0.01608
53 7/26/2010 3165 0.02560
54 7/27/2010 3130 -0.01112
55 7/28/2010 3135 0.00160
56 7/29/2010 3095 -0.01284
57 7/30/2010 3105 0.00323
58 8/2/2010 3145 0.01280
59 8/3/2010 3245 0.03130
60 8/4/2010 3310 0.01983
61 8/5/2010 3450 0.04143
62 8/6/2010 3365 -0.02495
63 8/9/2010 3350 -0.00447
64 8/10/2010 3305 -0.01352
65 8/11/2010 3250 -0.01678
66 8/12/2010 3280 0.00919
67 8/13/2010 3320 0.01212
68 8/17/2010 3340 0.00601
69 8/18/2010 3310 -0.00902
70 8/19/2010 3310 0.00000
71 8/20/2010 3300 -0.00303
72 8/23/2010 3350 0.01504
73 8/24/2010 3360 0.00298
74 8/25/2010 3350 -0.00298
75 8/26/2010 3390 0.01187
76 8/27/2010 3435 0.01319
77 8/30/2010 3450 0.00436
78 8/31/2010 3485 0.01009
79 9/1/2010 3580 0.02689
80 9/2/2010 3500 -0.02260
81 9/3/2010 3500 0.00000
 82 9/6/2010 3600 0.02817
83 9/7/2010 3620 0.00554
84 9/8/2010 3735 0.03127
85 9/9/2010 3770 0.00933
86 9/10/2010 3690 -0.02145
87 9/13/2010 3645 -0.01227
88 9/14/2010 3615 -0.00826
89 9/15/2010 3560 -0.01533
90 9/16/2010 3550 -0.00281
91 9/17/2010 3530 -0.00565
92 9/20/2010 3610 0.02241
93 9/21/2010 3645 0.00965
94 9/22/2010 3585 -0.01660
95 9/23/2010 3560 -0.00700
96 9/24/2010 3585 0.00700
97 9/27/2010 3595 0.00279
98 9/28/2010 3635 0.01107
99 9/29/2010 3730 0.02580
100 9/30/2010 3700 -0.00808
101 10/1/2010 3725 0.00673
102 10/4/2010 3730 0.00134
103 10/5/2010 3880 0.03943
104 10/6/2010 4080 0.05026
105 10/7/2010 3990 -0.02231
106 10/8/2010 4055 0.01616
107 10/11/2010 4105 0.01226
108 10/12/2010 4095 -0.00244
109 10/13/2010 4165 0.01695
110 10/14/2010 4150 -0.00361
111 10/15/2010 4140 -0.00241
112 10/19/2010 4270 0.03092
113 10/20/2010 4245 -0.00587
114 10/21/2010 4270 0.00587
115 10/22/2010 4340 0.01626
116 10/25/2010 4335 -0.00115
117 10/26/2010 4360 0.00575
118 10/27/2010 4360 0.00000
119 10/28/2010 4360 0.00000
120 10/29/2010 4410 0.01140
121 11/2/2010 4425 0.00340
122 11/3/2010 4455 0.00676
123 11/4/2010 4545 0.02000
124 11/5/2010 4630 0.01853
125 11/8/2010 4650 0.00431
126 11/9/2010 4660 0.00215
127 11/10/2010 4520 -0.03050
128 11/11/2010 4345 -0.03949
129 11/12/2010 4145 -0.04712
130 11/16/2010 4020 -0.03062
131 11/17/2010 4200 0.04380
132 11/18/2010 4260 0.01418
133 11/19/2010 4090 -0.04072
134 11/22/2010 4100 0.00244
135 11/23/2010 4035 -0.01598
136 11/24/2010 4115 0.01963
137 11/25/2010 4020 -0.02336
138 11/26/2010 3935 -0.02137
139 11/29/2010 3795 -0.03623
140 11/30/2010 3840 0.01179
141 12/1/2010 3855 0.00390
142 12/2/2010 3990 0.03442
143 12/3/2010 4020 0.00749
144 12/6/2010 4030 0.00248
145 12/7/2010 4085 0.01356
146 12/9/2010 4080 -0.00122
147 12/10/2010 4070 -0.00245
148 12/13/2010 4125 0.01342
149 12/14/2010 4190 0.01563
150 12/15/2010 4100 -0.02171
151 12/16/2010 4095 -0.00122
152 12/17/2010 4020 -0.01848
153 12/20/2010 4010 -0.00249
154 12/21/2010 4050 0.00993
155 12/22/2010 4095 0.01105
156 12/23/2010 4100 0.00122
157 12/24/2010 4105 0.00122
158 12/27/2010 4170 0.01571
159 12/28/2010 4115 -0.01328
160 12/29/2010 4120 0.00121
161 12/30/2010 4100 -0.00487
162 1/3/2011 4000 -0.02469
163 1/4/2011 4000 0.00000
164 1/5/2011 3885 -0.02917
165 1/6/2011 3805 -0.02081
166 1/7/2011 3890 0.02209
167 1/11/2011 3840 -0.01294
168 1/12/2011 3945 0.02698
169 1/13/2011 4040 0.02380
170 1/14/2011 4015 -0.00621
171 1/17/2011 4050 0.00868
172 1/18/2011 4040 -0.00247
173 1/19/2011 4005 -0.00870
174 1/20/2011 3920 -0.02145
175 1/21/2011 3925 0.00127
176 1/24/2011 3940 0.00381
177 1/25/2011 3860 -0.02051
178 1/26/2011 3940 0.02051
179 1/27/2011 3930 -0.00254
180 1/28/2011 3965 0.00887
181 1/31/2011 3970 0.00126
182 2/1/2011 3970 0.00000
183 2/2/2011 3960 -0.00252
184 2/3/2011 3925 -0.00888
185 2/4/2011 3915 -0.00255
186 2/7/2011 3930 0.00382
187 2/8/2011 3990 0.01515
188 2/9/2011 3970 -0.00503
189 2/10/2011 3910 -0.01523
190 2/11/2011 3900 -0.00256
191 2/14/2011 3900 0.00000
192 2/15/2011 3900 0.00000
193 2/16/2011 3920 0.00512
194 2/17/2011 3840 -0.02062
195 2/18/2011 3750 -0.02372
196 2/21/2011 3800 0.01325
197 2/22/2011 3760 -0.01058
198 2/23/2011 3900 0.03656
199 2/24/2011 3935 0.00893
200 2/25/2011 3955 0.00507
201 2/28/2011 3965 0.00253
202 3/1/2011 3985 0.00503
203 3/2/2011 3955 -0.00756
204 3/3/2011 4000 0.01131
205 3/4/2011 4060 0.01489
206 3/7/2011 4055 -0.00123
207 3/8/2011 3975 -0.01993
208 3/9/2011 3995 0.00502
209 3/10/2011 3900 -0.02407
210 3/11/2011 3920 0.00512
211 3/14/2011 3890 -0.00768
212 3/15/2011 3815 -0.01947
213 3/16/2011 3780 -0.00922
214 3/17/2011 3830 0.01314
215 3/18/2011 3825 -0.00131
216 3/22/2011 3815 -0.00262
217 3/23/2011 3905 0.02332
218 3/24/2011 3850 -0.01418
219 3/25/2011 3810 -0.01044
220 3/28/2011 3915 0.02719
221 3/29/2011 3875 -0.01027
222 3/30/2011 3880 0.00129
223 3/31/2011 3885 0.00129
224 4/1/2011 3865 -0.00516
225 4/4/2011 3880 0.00387
226 4/5/2011 3895 0.00386
227 4/6/2011 3865 -0.00773
228 4/7/2011 3810 -0.01433
229 4/8/2011 3765 -0.01188
230 4/11/2011 3700 -0.01742
231 4/12/2011 3625 -0.02048
232 4/13/2011 3690 0.01777
233 4/14/2011 3665 -0.00680
234 4/15/2011 3670 0.00136
235 4/18/2011 3605 -0.01787
236 4/19/2011 3670 0.01787
237 4/20/2011 3730 0.01622
238 4/25/2011 3790 0.01596
239 4/26/2011 3800 0.00264
240 4/27/2011 3800 0.00000
241 4/28/2011 3850 0.01307
242 4/29/2011 3800 -0.01307
243 5/2/2011 3840 0.01047
244 5/3/2011 3795 -0.01179
245 5/4/2011 3800 0.00132
246 5/5/2011 3720 -0.02128
247 5/6/2011 3760 0.01070
248 5/9/2011 3775 0.00398
249 5/10/2011 3900 0.03258 Ventana de 250
250 5/11/2011 3885 -0.00385 VOLAT. VaR G/P REAL Control
251 5/12/2011 3910 0.00641 0.01542518 3.588433482 0.641439018 0
252 5/13/2011 3870 -0.01028 0.01542262 3.587837947 -1.0282867 0
253 5/16/2011 3825 -0.01170 0.015390585 3.580385411 -1.16960398 0
254 5/17/2011 3860 0.00911 0.015327873 3.565796508 0.91087162 0
255 5/18/2011 3860 0.00000 0.015334814 3.567411273 0 0
256 5/19/2011 3965 0.02684 0.015296828 3.558574291 2.683867161 0
257 5/20/2011 3940 -0.00633 0.015373231 3.576348232 -0.63251318 0
258 5/23/2011 3930 -0.00254 0.015369491 3.575478268 -0.25412974 0
259 5/24/2011 3950 0.00508 0.015368245 3.575188354 0.507615303 0
260 5/25/2011 3940 -0.00253 0.01535557 3.572239705 -0.25348556 0
261 5/26/2011 3960 0.00506 0.015337342 3.567999382 0.506330196 0
262 5/27/2011 3950 -0.00253 0.015335443 3.567557563 -0.25284464 0
263 5/30/2011 3970 0.00505 0.015302153 3.559813163 0.505051579 0
264 5/31/2011 4045 0.01872 0.015281742 3.555064709 1.871545581 0
265 6/1/2011 3995 -0.01244 0.015307517 3.56106102 -1.24379713 0
266 6/2/2011 4005 0.00250 0.0153114 3.561964399 0.25000013 0
267 6/3/2011 4015 0.00249 0.015254197 3.548656967 0.249376688 0
268 6/7/2011 4035 0.00497 0.015254295 3.548679578 0.496895432 0
269 6/8/2011 4040 0.00124 0.015253736 3.548549528 0.123839025 0
270 6/9/2011 4005 -0.00870 0.015250071 3.547696995 -0.87011115 0
271 6/10/2011 4000 -0.00125 0.015252133 3.548176752 -0.12492194 0
272 6/13/2011 4000 0.00000 0.015252839 3.548340998 0 0
273 6/14/2011 3950 -0.01258 0.015249595 3.547586399 -1.25787822 0
274 6/15/2011 3835 -0.02955 0.015254815 3.548800647 -2.95461441 0
275 6/16/2011 3820 -0.00392 0.015379061 3.577704655 -0.39190122 0
276 6/17/2011 3815 -0.00131 0.015380495 3.578038234 -0.13097579 0
277 6/20/2011 3780 -0.00922 0.015380735 3.578094098 -0.92166551 0
278 6/21/2011 3785 0.00132 0.015395009 3.581414724 0.132187726 0
279 6/22/2011 3805 0.00527 0.015394288 3.581246842 0.527010442 0
280 6/23/2011 3775 -0.00792 0.015384201 3.57890038 -0.79156086 0
281 6/24/2011 3810 0.00923 0.015394984 3.581408753 0.922880644 0
282 6/28/2011 3800 -0.00263 0.015400948 3.58279628 -0.26281224 0
283 6/29/2011 3855 0.01437 0.015397061 3.581892085 1.436994028 0
284 6/30/2011 3885 0.00775 0.015415926 3.586280773 0.77519768 0
285 7/1/2011 3875 -0.00258 0.015416691 3.586458545 -0.2577321 0
286 7/5/2011 3855 -0.00517 0.015418033 3.586770902 -0.51746558 0
287 7/6/2011 3760 -0.02495 0.01542349 3.588040228 -2.49520496 0
288 7/7/2011 3740 -0.00533 0.015487304 3.602885562 -0.5333346 0
289 7/8/2011 3700 -0.01075 0.015490596 3.603651445 -1.07527918 0
290 7/11/2011 3605 -0.02601 0.015499755 3.605782324 -2.60110489 0
291 7/12/2011 3590 -0.00417 0.015591766 3.627187213 -0.41695682 0
292 7/13/2011 3650 0.01657 0.015582841 3.625110838 1.657496509 0
293 7/14/2011 3580 -0.01936 0.015612781 3.632075967 -1.93643672 0
294 7/15/2011 3575 -0.00140 0.015653959 3.641655428 -0.13976243 0
295 7/18/2011 3630 0.01527 0.015642622 3.639018028 1.526747213 0
296 7/19/2011 3710 0.02180 0.015652321 3.641274272 2.179922834 0
297 7/21/2011 3705 -0.00135 0.0156389 3.638152226 -0.13486179 0
298 7/22/2011 3705 0.00000 0.015606725 3.630667103 0 0
299 7/25/2011 3770 0.01739 0.015606029 3.630505164 1.739174271 0
300 7/26/2011 3735 -0.00933 0.015638747 3.638116578 -0.93271829 0
301 7/27/2011 3735 0.00000 0.015534183 3.613791357 0 0
302 7/28/2011 3780 0.01198 0.015520038 3.610500777 1.197619105 0
303 7/29/2011 3735 -0.01198 0.015499728 3.605775832 -1.1976191 0
304 8/1/2011 3750 0.00401 0.015440702 3.592044317 0.40080214 0
305 8/2/2011 3720 -0.00803 0.015424042 3.588168738 -0.80321717 0
306 8/3/2011 3725 0.00134 0.015433831 3.590446023 0.134318355 0
307 8/4/2011 3680 -0.01215 0.015410058 3.584915569 -1.21540997 0
308 8/5/2011 3660 -0.00545 0.015430702 3.589718007 -0.54496048 0
309 8/8/2011 3595 -0.01792 0.01541635 3.586379404 -1.79191562 0
310 8/9/2011 3700 0.02879 0.015337184 3.567962543 2.878882848 0
311 8/10/2011 3670 -0.00814 0.015392868 3.580916652 -0.81411576 0
312 8/11/2011 3680 0.00272 0.015181515 3.531748561 0.272109011 0
313 8/12/2011 3710 0.00812 0.015098072 3.512336768 0.811912444 0
314 8/16/2011 3695 -0.00405 0.015102882 3.513455731 -0.40513222 0
315 8/17/2011 3705 0.00270 0.015079746 3.508073507 0.270270435 0
316 8/18/2011 3595 -0.03014 0.015040807 3.49901486 -3.01392676 0
317 8/19/2011 3610 0.00416 0.015154597 3.52548644 0.416378117 0
318 8/22/2011 3625 0.00415 0.015138223 3.521677209 0.414651596 0
319 8/23/2011 3685 0.01642 0.015135891 3.521134798 1.641623733 0
320 8/24/2011 3640 -0.01229 0.015158184 3.526320804 -1.2286844 0
321 8/25/2011 3625 -0.00413 0.0151794 3.531256425 -0.41293933 0
322 8/26/2011 3680 0.01506 0.01518055 3.531524036 1.505846387 0
323 8/29/2011 3825 0.03865 0.01518063 3.531542551 3.86457151 0
324 8/30/2011 3870 0.01170 0.015370828 3.575789406 1.169603976 0
325 8/31/2011 3855 -0.00388 0.015385373 3.579172944 -0.38835 0
326 9/1/2011 3900 0.01161 0.015371247 3.575886858 1.160554612 0
327 9/2/2011 3885 -0.00385 0.015366355 3.574748807 -0.38535693 0
328 9/5/2011 3790 -0.02476 0.015366867 3.574867915 -2.47569647 0
329 9/6/2011 3880 0.02347 0.015436894 3.591158573 2.346913454 0
330 9/7/2011 3880 0.00000 0.015414817 3.586022784 0 0
331 9/8/2011 3860 -0.00517 0.015346244 3.570070315 -0.51679702 0
332 9/9/2011 3835 -0.00650 0.015350266 3.571005885 -0.64977487 0
333 9/12/2011 3865 0.00779 0.015254984 3.548840001 0.779224722 0
334 9/13/2011 3875 0.00258 0.015258768 3.549720289 0.258398077 0
335 9/14/2011 3900 0.00643 0.015132464 3.520337542 0.643089033 0
336 9/15/2011 4010 0.02781 0.015126539 3.518959187 2.781468818 0
337 9/16/2011 4120 0.02706 0.015164906 3.527884706 2.706192204 0
338 9/19/2011 4130 0.00242 0.015237195 3.544701695 0.242424361 0
339 9/20/2011 4135 0.00121 0.015227564 3.542461026 0.12099215 0
340 9/21/2011 4045 -0.02201 0.01519439 3.534743612 -2.2005778 0
341 9/22/2011 3890 -0.03907 0.015259781 3.549955848 -3.90723929 1
342 9/23/2011 3825 -0.01685 0.015458382 3.596157409 -1.68506904 0
343 9/26/2011 3900 0.01942 0.015433272 3.590315951 1.941808586 0
344 9/27/2011 3865 -0.00901 0.015469394 3.598719095 -0.90148711 0
345 9/28/2011 3870 0.00129 0.015443702 3.59274226 0.1292825 0
346 9/29/2011 3965 0.02425 0.015436893 3.59115837 2.425134805 0
347 9/30/2011 3860 -0.02684 0.015504949 3.606990479 -2.68386716 0
348 10/3/2011 3755 -0.02758 0.015599203 3.628917197 -2.75788983 0
349 10/4/2011 3885 0.03403 0.015682851 3.648376718 3.40346986 0
350 10/5/2011 3930 0.01152 0.015745261 3.662895386 1.151644206 0
351 10/6/2011 3920 -0.00255 0.015752817 3.664653159 -0.25477721 0
352 10/7/2011 3885 -0.00897 0.015748408 3.663627461 -0.896867 0
353 10/10/2011 3925 0.01024 0.015758871 3.666061694 1.024336741 0
354 10/11/2011 3900 -0.00639 0.015574601 3.623194028 -0.63897981 0
355 10/12/2011 3905 0.00128 0.0152511 3.54793651 0.128123016 0
356 10/13/2011 3900 -0.00128 0.015186757 3.532968064 -0.12812302 0
357 10/14/2011 3940 0.01020 0.015151989 3.524879717 1.020417017 0
358 10/18/2011 3970 0.00759 0.015145821 3.523444876 0.758537139 0
359 10/19/2011 3940 -0.00759 0.015153013 3.525117979 -0.75853714 0
360 10/20/2011 3960 0.00506 0.015121536 3.517795201 0.506330196 0
361 10/21/2011 3995 0.00880 0.015123674 3.518292742 0.879955395 0
362 10/24/2011 4010 0.00375 0.015133631 3.520608918 0.37476621 0
363 10/25/2011 3990 -0.00500 0.015007213 3.491199808 -0.50000104 0
364 10/26/2011 3995 0.00125 0.015006008 3.490919369 0.125234832 0
365 10/27/2011 4065 0.01737 0.015001304 3.489825105 1.737016378 0
366 10/28/2011 4055 -0.00246 0.015006356 3.491000512 -0.24630554 0
367 10/31/2011 4000 -0.01366 0.015006895 3.491125917 -1.36563264 0
368 11/1/2011 3975 -0.00627 0.015025749 3.495511883 -0.6269613 0
369 11/2/2011 4020 0.01126 0.015030384 3.496590172 1.125715452 0
370 11/3/2011 4045 0.00620 0.015048276 3.500752484 0.619964788 0
371 11/4/2011 4025 -0.00496 0.015035635 3.497811765 -0.49566396 0
372 11/8/2011 4080 0.01357 0.015036564 3.498027955 1.357207755 0
373 11/9/2011 4035 -0.01109 0.015055643 3.502466234 -1.10906867 0
374 11/10/2011 4030 -0.00124 0.01501537 3.493097381 -0.12399258 0
375 11/11/2011 4020 -0.00248 0.014967051 3.481856754 -0.24844733 0
376 11/15/2011 4035 0.00372 0.01496436 3.481230755 0.372439909 0
377 11/16/2011 3995 -0.00996 0.014965841 3.4815753 -0.99627225 0
378 11/17/2011 3990 -0.00125 0.014857304 3.456325835 -0.12523483 0
379 11/18/2011 3975 -0.00377 0.014650488 3.408213068 -0.37664828 0
380 11/21/2011 3955 -0.00504 0.014349196 3.338122063 -0.50441469 0
381 11/22/2011 3930 -0.00634 0.014222322 3.308606841 -0.63411753 0
382 11/23/2011 3860 -0.01797 0.013953287 3.246019945 -1.79722424 0
383 11/24/2011 3875 0.00388 0.013967694 3.249371635 0.387847933 0
384 11/25/2011 3910 0.00899 0.013734326 3.195082118 0.899171119 0
385 11/28/2011 4015 0.02650 0.013745614 3.197707996 2.64999734 0
386 11/29/2011 4045 0.00744 0.01381177 3.213098258 0.744420311 0
387 11/30/2011 4100 0.01351 0.013763742 3.201925284 1.35054232 0
388 12/1/2011 4130 0.00729 0.013710817 3.189612997 0.729043326 0
389 12/2/2011 4195 0.01562 0.013650678 3.175622539 1.561593295 0
390 12/5/2011 4150 -0.01079 0.013488653 3.137929979 -1.07850057 0
391 12/6/2011 4085 -0.01579 0.013487677 3.137702948 -1.57866059 0
392 12/7/2011 4130 0.01096 0.013523913 3.146132557 1.095567866 0
393 12/9/2011 4170 0.00964 0.013366825 3.109588565 0.963862884 0
394 12/12/2011 4160 -0.00240 0.013372238 3.110847724 -0.24009615 0
395 12/13/2011 4175 0.00360 0.013372377 3.110880024 0.359928403 0
396 12/14/2011 4105 -0.01691 0.013347128 3.105006218 -1.69086154 0
397 12/15/2011 4150 0.01090 0.013389937 3.114965252 1.090259134 0
398 12/16/2011 4175 0.00601 0.013406578 3.118836455 0.600602406 0
399 12/19/2011 4145 -0.00721 0.013385203 3.11386383 -0.72115697 0
400 12/20/2011 4220 0.01793 0.013356435 3.107171482 1.793233946 0
401 12/21/2011 4255 0.00826 0.013333538 3.101844809 0.825963398 0
402 12/22/2011 4300 0.01052 0.013343162 3.104083724 1.052026067 0
403 12/23/2011 4285 -0.00349 0.013306649 3.095589349 -0.34944706 0
404 12/26/2011 4225 -0.01410 0.013307632 3.095818174 -1.41012912 0
405 12/27/2011 4265 0.00942 0.013324269 3.099688509 0.942292013 0
406 12/28/2011 4290 0.00584 0.01331935 3.098544092 0.5844552 0
407 12/29/2011 4215 -0.01764 0.013324016 3.099629565 -1.76371415 0
408 1/2/2012 4200 -0.00357 0.013371214 3.110609607 -0.35650662 0
409 1/3/2012 4285 0.02004 0.013336541 3.102543372 2.003602676 0
410 1/4/2012 4330 0.01045 0.013369314 3.110167547 1.044698996 0
411 1/5/2012 4320 -0.00231 0.013384913 3.113796389 -0.23121398 0
412 1/6/2012 4325 0.00116 0.013382018 3.113122803 0.115673813 0
413 1/10/2012 4485 0.03633 0.013288752 3.091425898 3.632635513 0
414 1/11/2012 4510 0.00556 0.013481744 3.136322583 0.5558658 0
415 1/12/2012 4320 -0.04304 0.01335405 3.106616516 -4.30417513 1
416 1/13/2012 4480 0.03637 0.013568623 3.156533628 3.636764417 0
417 1/16/2012 4415 -0.01462 0.013688837 3.184499739 -1.46152124 0
418 1/17/2012 4500 0.01907 0.013695867 3.186135165 1.906956272 0
419 1/18/2012 4605 0.02307 0.013643853 3.174034913 2.306527293 0
420 1/19/2012 4550 -0.01202 0.013638947 3.172893576 -1.20154367 0
421 1/20/2012 4570 0.00439 0.01365533 3.176704705 0.438597194 0
422 1/23/2012 4595 0.00546 0.01364773 3.17493672 0.54555509 0
423 1/24/2012 4570 -0.00546 0.013650036 3.175473231 -0.54555509 0
424 1/25/2012 4560 -0.00219 0.013642806 3.17379132 -0.21905814 0
425 1/26/2012 4540 -0.00440 0.013572669 3.157474916 -0.43956115 0
426 1/27/2012 4520 -0.00442 0.013576268 3.158312199 -0.44150182 0
427 1/30/2012 4570 0.01100 0.013578368 3.158800693 1.100121106 0
428 1/31/2012 4600 0.00654 0.013528436 3.147184744 0.654309859 0
429 2/1/2012 4625 0.00542 0.013475124 3.134782532 0.542006747 0
430 2/2/2012 4700 0.01609 0.013477024 3.135224502 1.608613775 0
431 2/3/2012 4650 -0.01070 0.013502308 3.141106452 -1.06952891 0
432 2/6/2012 4640 -0.00215 0.013521327 3.145531056 -0.21528534 0
433 2/7/2012 4680 0.00858 0.013522413 3.145783588 0.858374369 0
434 2/8/2012 4685 0.00107 0.013530245 3.147605649 0.106780576 0
435 2/9/2012 4740 0.01167 0.013516734 3.144462449 1.167122002 0
436 2/10/2012 4730 -0.00211 0.013532817 3.148203998 -0.21119332 0
437 2/13/2012 4760 0.00632 0.013532636 3.148161929 0.632246574 0
438 2/14/2012 4770 0.00210 0.013506477 3.142076477 0.209863666 0
439 2/15/2012 4810 0.00835 0.01350187 3.141004724 0.835077922 0
440 2/16/2012 4970 0.03272 0.013472356 3.134138641 3.272275599 0
441 2/17/2012 5060 0.01795 0.013620112 3.168511754 1.794664319 0
442 2/20/2012 4995 -0.01293 0.013662042 3.178266136 -1.29290712 0
443 2/21/2012 4915 -0.01615 0.013690328 3.184846538 -1.61456585 0
444 2/22/2012 4950 0.00710 0.013730414 3.194172025 0.709582298 0
445 2/23/2012 4955 0.00101 0.013667924 3.179634693 0.10095912 0
446 2/24/2012 4985 0.00604 0.013577763 3.15866004 0.603623563 0
447 2/27/2012 4990 0.00100 0.013559613 3.154437645 0.100250635 0
448 2/28/2012 5000 0.00200 0.01353944 3.149744668 0.200200267 0
449 2/29/2012 5210 0.04114 0.013352171 3.106179511 4.114194333 0
450 3/1/2012 5280 0.01335 0.013581574 3.159546583 1.334624195 0
451 3/2/2012 5220 -0.01143 0.013601228 3.164118778 -1.14286958 0
452 3/5/2012 5230 0.00191 0.013624106 3.169440978 0.191387618 0
453 3/6/2012 5180 -0.00961 0.013621928 3.168934382 -0.96062218 0
454 3/7/2012 5180 0.00000 0.013627744 3.170287231 0 0
455 3/8/2012 5180 0.00000 0.013612459 3.166731418 0 0
456 3/9/2012 5150 -0.00581 0.013584254 3.160170101 -0.58083416 0
457 3/12/2012 5120 -0.00584 0.013590297 3.161575886 -0.58422756 0
458 3/13/2012 5300 0.03455 0.013532687 3.148173842 3.455238151 0
459 3/14/2012 5300 0.00000 0.013695078 3.185951533 0 0
460 3/15/2012 5280 -0.00378 0.013601886 3.164271939 -0.37807228 0
461 3/16/2012 5210 -0.01335 0.013603304 3.164601739 -1.3346242 0
462 3/20/2012 5220 0.00192 0.013622766 3.169129261 0.191754613 0
463 3/21/2012 5270 0.00953 0.013559908 3.154506319 0.953296066 0
464 3/22/2012 5250 -0.00380 0.013553637 3.153047437 -0.38022859 0
465 3/23/2012 5360 0.02074 0.013536756 3.149120302 2.073589848 0
466 3/26/2012 5450 0.01665 0.013591417 3.161836482 1.665163359 0
467 3/27/2012 5400 -0.00922 0.013623301 3.169253718 -0.92166551 0
468 3/28/2012 5380 -0.00371 0.013568852 3.156587095 -0.37105794 0
469 3/29/2012 5480 0.01842 0.01353712 3.149205018 1.841672679 0
470 3/30/2012 5430 -0.00917 0.013559191 3.154339477 -0.9165967 0
471 4/2/2012 5530 0.01825 0.013477131 3.135249394 1.824868159 0
472 4/3/2012 5600 0.01258 0.013499322 3.14041194 1.257878221 0
473 4/4/2012 5610 0.00178 0.013517671 3.144680552 0.178412179 0
474 4/9/2012 5680 0.01240 0.013517681 3.14468285 1.24005132 0
475 4/10/2012 5670 -0.00176 0.013528666 3.147238426 -0.1762115 0
476 4/11/2012 5600 -0.01242 0.013529455 3.147421774 -1.242252 0
477 4/12/2012 5550 -0.00897 0.013557185 3.153872825 -0.896867 0
478 4/13/2012 5580 0.00539 0.01356076 3.154704581 0.539084863 0
479 4/16/2012 5640 0.01070 0.013526056 3.146631124 1.069528912 0
480 4/17/2012 5680 0.00707 0.013511597 3.143267602 0.706716722 0
481 4/18/2012 5590 -0.01597 0.013461936 3.131714507 -1.59719456 0
482 4/19/2012 5360 -0.04202 0.013435196 3.125494061 -4.20153121 1
483 4/20/2012 5260 -0.01883 0.013677489 3.181859787 -1.88329483 0
484 4/23/2012 5300 0.00758 0.013727674 3.193534513 0.757579381 0
485 4/24/2012 5280 -0.00378 0.013733125 3.194802631 -0.37807228 0
486 4/25/2012 5420 0.02617 0.013682459 3.183016041 2.616971773 0
487 4/26/2012 5510 0.01647 0.013732055 3.194553626 1.646880771 0
488 4/27/2012 5580 0.01262 0.013733141 3.194806288 1.262415323 0
489 4/30/2012 5700 0.02128 0.013720768 3.191927924 2.127739845 0
490 5/2/2012 5850 0.02598 0.01377702 3.205014177 2.59754864 0
491 5/3/2012 5850 0.00000 0.013862084 3.224802907 0 0
492 5/4/2012 5600 -0.04368 0.013843829 3.220556113 -4.36750635 1
493 5/7/2012 5650 0.00889 0.014106482 3.281658472 0.888894742 0
494 5/8/2012 5650 0.00000 0.014102833 3.280809517 0 0
495 5/9/2012 5620 -0.00532 0.014077861 3.275000223 -0.53238813 0
496 5/10/2012 5610 -0.00178 0.014084618 3.276572209 -0.17809444 0
497 5/11/2012 5560 -0.00895 0.01401171 3.259611237 -0.89526113 0
498 5/14/2012 5470 -0.01632 0.014015819 3.260567124 -1.63194918 0
499 5/15/2012 5460 -0.00183 0.01406032 3.270919666 -0.18298267 0
500 5/16/2012 5440 -0.00367 0.013923023 3.23897951 -0.36697289 0
501 5/17/2012 5300 -0.02607 0.013922753 3.238916749 -2.60722403 0
502 5/18/2012 5330 0.00564 0.014026069 3.262951652 0.564441762 0
503 5/22/2012 5410 0.01490 0.014009854 3.259179521 1.489785468 0
504 5/23/2012 5400 -0.00185 0.014011884 3.259651696 -0.18501393 0
505 5/24/2012 5260 -0.02627 0.014004798 3.258003251 -2.62679268 0
506 5/25/2012 5300 0.00758 0.014112603 3.283082334 0.757579381 0
507 5/28/2012 5220 -0.01521 0.014024931 3.26268684 -1.52094187 0
508 5/29/2012 5430 0.03944 0.014055078 3.269699989 3.944173205 0
509 5/30/2012 5340 -0.01671 0.014259588 3.317276112 -1.6713481 0
510 5/31/2012 5450 0.02039 0.014302726 3.327311523 2.03899557 0
511 6/1/2012 5340 -0.02039 0.014351852 3.3387401 -2.03899557 0
512 6/4/2012 5330 -0.00187 0.014414923 3.35341254 -0.18744148 0
513 6/5/2012 5250 -0.01512 0.014414306 3.353269044 -1.51231616 0
514 6/6/2012 5260 0.00190 0.014448943 3.361326761 0.190295015 0
515 6/7/2012 5280 0.00380 0.014405943 3.351323464 0.379507097 0
516 6/8/2012 5230 -0.00951 0.014381562 3.345651713 -0.95148196 0
517 6/12/2012 5150 -0.01541 0.014396923 3.349225008 -1.54145634 0
518 6/13/2012 5160 0.00194 0.014434152 3.357885842 0.193986482 0
519 6/14/2012 5220 0.01156 0.014432083 3.357404517 1.15608224 0
520 6/15/2012 5290 0.01332 0.01444751 3.360993459 1.332084398 0
521 6/19/2012 5420 0.02428 0.014455074 3.362752961 2.427756958 0
522 6/20/2012 5460 0.00735 0.014528 3.379718111 0.735297431 0
523 6/21/2012 5230 -0.04304 0.014532952 3.380870174 -4.30375117 1
524 6/22/2012 5080 -0.02910 0.014774002 3.43694677 -2.91000165 0
525 6/25/2012 4850 -0.04633 0.014770324 3.43609113 -4.63325566 1
526 6/26/2012 4905 0.01128 0.015067868 3.505310264 1.127638807 0
527 6/27/2012 4970 0.01316 0.015081238 3.508420501 1.316474709 0
528 6/28/2012 4900 -0.01418 0.015086722 3.509696323 -1.4184635 0
529 6/29/2012 4985 0.01720 0.015117505 3.516857614 1.71981983 0
530 7/3/2012 5030 0.00899 0.015149593 3.524322233 0.89865807 0
531 7/4/2012 5030 0.00000 0.015147009 3.52372129 0 0
532 7/5/2012 5020 -0.00199 0.015138514 3.521744999 -0.19900504 0
533 7/6/2012 5000 -0.00399 0.015137937 3.5216108 -0.39920213 0
534 7/9/2012 4990 -0.00200 0.015117973 3.516966469 -0.20020027 0
535 7/10/2012 4970 -0.00402 0.015113187 3.51585306 -0.40160697 0
536 7/11/2012 5010 0.00802 0.015114823 3.516233521 0.801607499 0
537 7/12/2012 4930 -0.01610 0.015116215 3.51655739 -1.6096927 0
538 7/13/2012 4970 0.00808 0.015065539 3.5047684 0.808085205 0
539 7/16/2012 4980 0.00201 0.015066476 3.504986502 0.201005093 0
540 7/17/2012 4990 0.00201 0.015047712 3.500621361 0.200601873 0
541 7/18/2012 5010 0.00400 0.01494873 3.477594589 0.400000533 0
542 7/19/2012 4985 -0.00500 0.014945666 3.47688175 -0.50025117 0
543 7/23/2012 4950 -0.00705 0.014919678 3.470836031 -0.70458268 0
544 7/24/2012 4995 0.00905 0.01487179 3.45969572 0.904983552 0
545 7/25/2012 4870 -0.02534 0.014878839 3.461335551 -2.5343475 0
546 7/26/2012 4940 0.01427 0.014947405 3.477286336 1.427139411 0
547 7/27/2012 5140 0.03969 0.014913372 3.469369068 3.968774827 0
548 7/30/2012 5170 0.00582 0.015109563 3.515010061 0.581960905 0
549 7/31/2012 5150 -0.00388 0.015112011 3.515579411 -0.38759738 0
550 8/1/2012 5160 0.00194 0.0150812 3.508411743 0.193986482 0
551 8/2/2012 5230 0.01347 0.015066359 3.504959162 1.347469858 0
552 8/3/2012 5290 0.01141 0.015085728 3.509465013 1.140696779 0
553 8/6/2012 5240 -0.00950 0.015084166 3.509101727 -0.94967475 0
554 8/8/2012 5160 -0.01538 0.015076217 3.507252639 -1.53849188 0
555 8/9/2012 5280 0.02299 0.015112212 3.515626221 2.298951822 0
556 8/10/2012 5310 0.00567 0.015162543 3.527334991 0.566573754 0
557 8/13/2012 5280 -0.00567 0.015164932 3.527890708 -0.56657375 0
558 8/14/2012 5290 0.00189 0.015147224 3.523771201 0.189214815 0
559 8/15/2012 5370 0.01501 0.015140946 3.522310718 1.500966265 0
560 8/16/2012 5400 0.00557 0.015114878 3.516246327 0.557104505 0
561 8/17/2012 5430 0.00554 0.015018588 3.493846136 0.554018038 0
562 8/21/2012 5320 -0.02047 0.015008236 3.491437784 -2.04658306 0
563 8/22/2012 5380 0.01122 0.015072326 3.506347252 1.121507082 0
564 8/23/2012 5350 -0.00559 0.01507905 3.507911688 -0.55918133 0
565 8/24/2012 5330 -0.00375 0.015081627 3.508511031 -0.37453227 0
566 8/27/2012 5320 -0.00188 0.015085028 3.509302206 -0.18779348 0
567 8/28/2012 5370 0.00935 0.01495316 3.478625226 0.935460517 0
568 8/29/2012 5280 -0.01690 0.014960353 3.480298454 -1.69018108 0
569 8/30/2012 5280 0.00000 0.015004881 3.490657285 0 0
570 8/31/2012 5270 -0.00190 0.014975371 3.483792169 -0.18957352 0
571 9/3/2012 5240 -0.00571 0.014951619 3.478266754 -0.57088642 0
572 9/4/2012 5170 -0.01345 0.014954322 3.478895446 -1.34488098 0
573 9/5/2012 5170 0.00000 0.014958988 3.479980938 0 0
574 9/6/2012 5280 0.02105 0.014771387 3.436338441 2.10534092 0
575 9/7/2012 5280 0.00000 0.014809728 3.445257892 0 0
576 9/10/2012 5260 -0.00380 0.014806379 3.444478868 -0.3795071 0
577 9/11/2012 5240 -0.00381 0.014795234 3.441886071 -0.38095284 0
578 9/12/2012 5180 -0.01152 0.014795174 3.441872144 -1.15164421 0
579 9/13/2012 5260 0.01533 0.014725708 3.425711996 1.532597048 0
580 9/14/2012 5300 0.00758 0.014685475 3.416352364 0.757579381 0
581 9/17/2012 5250 -0.00948 0.014690747 3.417578908 -0.9478744 0
582 9/18/2012 5220 -0.00573 0.014700794 3.419916044 -0.57306747 0
583 9/19/2012 5280 0.01143 0.014699261 3.419559343 1.142869582 0
584 9/20/2012 5290 0.00189 0.014707541 3.421485599 0.189214815 0
585 9/21/2012 5300 0.00189 0.014707354 3.421442195 0.188857469 0
586 9/24/2012 5240 -0.01139 0.014703742 3.420601831 -1.13853222 0
587 9/25/2012 5230 -0.00191 0.014628194 3.403026897 -0.19102203 0
588 9/26/2012 5220 -0.00191 0.014536295 3.38164793 -0.19138762 0
589 9/27/2012 5280 0.01143 0.014537119 3.381839644 1.142869582 0
590 9/28/2012 5300 0.00378 0.014552188 3.385345194 0.378072284 0
591 10/1/2012 5270 -0.00568 0.014480124 3.368580607 -0.5676458 0
592 10/2/2012 5340 0.01320 0.014261474 3.317715055 1.319529042 0
593 10/3/2012 5330 -0.00187 0.014235307 3.3116276 -0.18744148 0
594 10/4/2012 5360 0.00561 0.014190485 3.301200443 0.56127369 0
595 10/5/2012 5340 -0.00374 0.014178193 3.29834095 -0.37383221 0
596 10/8/2012 5350 0.00187 0.014181771 3.299173185 0.187090794 0
597 10/9/2012 5400 0.00930 0.014106973 3.281772604 0.930239266 0
598 10/10/2012 5410 0.00185 0.01400372 3.257752485 0.185013929 0
599 10/11/2012 5430 0.00369 0.01388328 3.229733904 0.369004109 0
600 10/12/2012 5460 0.00551 0.013729761 3.194020029 0.550965581 0
601 10/16/2012 5620 0.02888 0.01371718 3.191093264 2.888287415 0
602 10/17/2012 5670 0.00886 0.013824812 3.216132221 0.885745383 0
603 10/18/2012 5720 0.00878 0.013816907 3.214293238 0.877968765 0
604 10/19/2012 5710 -0.00175 0.013813516 3.213504319 -0.17497817 0
605 10/22/2012 5700 -0.00175 0.013806009 3.211757981 -0.17528488 0
606 10/23/2012 5690 -0.00176 0.013807551 3.212116799 -0.17559267 0
607 10/24/2012 5710 0.00351 0.013807968 3.212213747 0.350877553 0
608 10/25/2012 5730 0.00350 0.01379757 3.209794821 0.349650706 0
PRUEBA DE KUPIEC (MVC) Ct (Lòpez)
Total de Excepciones 6 0
0
Nùmero de ensayos H 358 0
0
p estimada 0.016759777 # de excepciones 0
ˆ 
p
H
0
pˆ 
Estadístico t de Kupiec 0.996345405 tU  0
ˆ (1  p
p ˆ) / H
0
Valor Crítico 2.589670733 𝑽𝑪=𝑫𝑰𝑺𝑻𝑹.𝑻.𝑰𝑵𝑽(𝜶;𝑯−𝟏) 0
0
CONCLUSIÒN ACEPTAR 0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
 0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1.1276514568362
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
 0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
2.4341466234611
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
 0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
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2.1578559418404
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2.315494846424
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PUNTAJE 0.0344136
Varianza dinàmica Volat. Dinàmica VaR dinàmico Control
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9.2009485721E-05 0.009592157511 2.23146952338 0
8.7227606921E-05 0.009339572095 2.17270936881 0
PRUEBA DE KUPIEC (MVC-VD) Ct (Lòpez)
Total de Excepciones 9 0
0
Nùmero de ensayos H 358 0
0
p estimada 0.025139664804 0
0
Estadístico t de Kupiec 1.829813517916 0
0
Valor Crítico 2.589670733197 0
0
CONCLUSIÒN ACEPTAR 0
 0
0
0
0
0
0
0
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0
0
0
0
1.2091060690042
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1.0174210403398
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 0
0
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0
0
0
0
0
0
1.0628930239146
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0
0
1.1083513710953
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0
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0
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0
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0
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0
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2.2846611539286
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1.0178746456004
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0
PUNTAJE 0.0368655
RENT. G/P REAL

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0.01070 1.069528912
0.00398 0.39814253
0.03258 3.257617043
-0.00385 -0.38535693 VaR Control Ct
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PUNTAJE 0.0209974
PRUEBA DE KUPIEC (MSH)
Total de Excepciones 5

Nùmero de ensayos H 358

p estimada 0.01396648

Estadístico t de Kupiec 0.639524965

Valor Crítico 2.589670733

CONCLUSIÒN ACEPTAR