Probability density function for "Regime switching with 3 states"

Pdf for the return

Probability density for the return, in linear-linear scales.

Probability density for the return, in linear-logarithmic scales.

Probability density for the return, in log-log scales, for the positive returns.

Probability density for the return, in linear-linear scales.

Probability density for the return, in linear-logarithmic scales.

Probability density for the return, in log-log scales, for the positive returns.

Pdf for the volatility

Probability density for the volatility, in lin-lin scales.

Probability density for the volatility, in lin-log scales.

Probability density for the volatility, in log-log scales.

Probability density for the volatility, in lin-lin scales.

Probability density for the volatility, in lin-log scales.

Probability density for the volatility, in log-log scales.

Pdf for the volatility increment

Probability density for the volatility increment, in lin-log scales.

Probability density asymmetry for the volatility increment.

Probability density for the volatility increment, in lin-log scales.

Probability density asymmetry for the volatility increment.