2. Standard and Poor index (S&P500)

3. Standard and Poor index (S&P500) : Returns (first difference)

4. Standard and Poor index (S&P500): Log transform

5. Standard and Poor index (S&P500): Log returns

6. Autocorrelation function: S&P500

7. Autocorrelation function:  (log 10 (S&P500))

8. Autocorrelation function: [  (log 10 (S&P500))] 2

9. ARIMA(2,1,1) for log 10 (S&P500): ACF of squared residuals

10. ARCH(1) for ARIMA residuals: ACF of squared residuals

11. ARCH(9) for ARIMA residuals: ACF of squared residuals

12. GARCH(1,1) for ARIMA residuals: ACF of squared residuals