VOLAT.DES date sp500 divyld i3 ip pcsp rsp500 pcip ci3 ci3_1 ci3_2 pcip_1 pcip_2 pcip_3 pcsp_1 pcsp_2 pcsp_3 Obs: 558 1. date 1947.01 to 1993.06 2. sp500 S&P 500 index 3. divyld dividend yield, annualized rate 4. i3 3 mo. T-bill annualized rate 5. ip index of industrial production 6. pcsp pct chg, sp500, ann rate 7. rsp500 return on sp500: pcsp + divyld 8. pcip pct chg, IP, ann. rate 9. ci3 i3 - i3[t-1] 10. ci3_1 ci3[t-1] 11. ci3_2 ci3[t-2] 12. pcip_1 pcip[t-1] 13. pcip_2 pcip[t-2] 14. pcip_3 pcip[t-3] 15. pcsp_1 pcip[t-1] 16. pcsp_2 pcip[t-2] 17. pcsp_3 pcip[t-3]