Volatilidades
                                                                                                         LISTA DE FERIADOS DE MERCADO
   lambda             0.94
  data base       8/1/2008
data inicial     7/23/2007
 data final      7/31/2008

             Volatilidades
  Ibovespa      124.43%
  Global 40     15.14%
    Dólar       25.79%
   Nasdaq       102.76%
  Dow Jones     62.80%
   pre001        0.02%
   pre021        0.05%
   pre042        0.10%
   pre063        0.17%
   pre126        0.39%
   pre189        0.63%
   pre252        0.86%
   pre504        2.87%
  cupom021       1.64%
  cupom042       1.66%
  cupom063       1.69%
  cupom126       1.74%
  cupom189       1.88%
  cupom252       2.05%
  cupom504       3.33%