Table 6.

The predictive means, SD’s and 95% credibility intervals for volatilities $h_T$ at times $T=1408,\dots ,1412$ of SP 500 using HMC method

	$h_{1407+1}$	$h_{1407+2}$	$h_{1407+3}$	$h_{1407+4}$	$h_{1407+5}$
Mean	1.1798	1.1027	1.0324	0.9683	0.9101
	(1.1795,1.1801)	(1.1019,1.1035)	(1.0313,1.0335)	(0.9669,0.9697)	(0.9086,0.9117)
SD	0.0014	0.0041	0.0058	0.0069	0.0078