|
PureBytes Links
Trading Reference Links
|
Bob does your model for the probability cones incorporate an interest
rate parameter? I have listed the results of my own probability cone
projections for the next five days below. They contain the 5% to 95%
confidence ranges. My juno email could not read your .gif so I was not
able to compare your results with the ones I obtained. My model uses
monte carlo simulation to generate its results.
Happy New Year
Ron McEwan
5% mean 95%
12/31/97 459.94 459.94 459.94
1/2/98 449.45 460.72 472.79
1/5/98 443.75 460.89 477.66
1/6/98 440.17 461.68 482.77
1/7/98 439.21 462.50 486.61
1/8/98 438.28 463.05 491.53
|