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explicit_fit_sabr_0479_beta1.txt
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Method Strike Volatility
Reference 1008.0 0.37884288275669287
Reference 1209.6 0.34377695073916537
Reference 1411.2 0.3144570820243975
Reference 1612.8 0.2901453304101825
Reference 1814.4 0.27071806664538084
Reference 1915.2 0.26289906441165245
Reference 2016.0 0.2563879506401287
Reference 2116.8 0.251199582309137
Reference 2217.6 0.2473162561484559
Reference 2419.2 0.2431891444006864
Reference 2620.8 0.24311279990804216
Reference 3024.0 0.2506094629538411
Parabola 1008.0 0.4359411247323437
Parabola 1028.16 0.42806714002909
Parabola 1048.32 0.42050280295871856
Parabola 1068.48 0.413233358873051
Parabola 1088.64 0.4062449901287975
Parabola 1108.8 0.39952474133078547
Parabola 1128.96 0.3930604517380911
Parabola 1149.12 0.38684069403480975
Parabola 1169.28 0.3808547187682729
Parabola 1189.44 0.37509240384431713
Parabola 1209.6 0.36954420854393244
Parabola 1229.76 0.36420113159013323
Parabola 1249.92 0.3590546728497279
Parabola 1270.08 0.3540967983031014
Parabola 1290.24 0.34931990795725626
Parabola 1310.4 0.3447168064140759
Parabola 1330.56 0.340280675837854
Parabola 1350.72 0.33600505109421663
Parabola 1370.88 0.3318837968572059
Parabola 1391.04 0.32791108650294476
Parabola 1411.2 0.3240813826273869
Parabola 1431.3600000000001 0.32038941904248464
Parabola 1451.52 0.31683018411998953
Parabola 1471.68 0.3133989053652846
Parabola 1491.84 0.31009103511533626
Parabola 1512.0 0.30690223726524785
Parabola 1532.1599999999999 0.30382837493714726
Parabola 1552.3200000000002 0.3008654990133857
Parabola 1572.48 0.29800983746339066
Parabola 1592.6399999999999 0.2952577854000993
Parabola 1612.8 0.2926058958077986
Parabola 1632.96 0.2900508708884868
Parabola 1653.12 0.2875895539786185
Parabola 1673.28 0.2852189219923742
Parabola 1693.44 0.2829360783514366
Parabola 1713.6 0.28073824636472683
Parabola 1733.76 0.2786227630246879
Parabola 1753.92 0.2765870731895295
Parabola 1774.08 0.27462872412341377
Parabola 1794.24 0.27274536036888103
Parabola 1814.4 0.27093471892792176
Parabola 1834.56 0.2691946247300108
Parabola 1854.72 0.26752298636716115
Parabola 1874.88 0.26591779207763466
Parabola 1895.04 0.2643771059613887
Parabola 1915.2 0.26289906441165245
Parabola 1935.3600000000001 0.2614818727482263
Parabola 1955.52 0.26012380203919355
Parabola 1975.6799999999998 0.2588231860987365
Parabola 1995.8400000000001 0.2575784186496679
Parabola 2016.0 0.2563879506401287
Parabola 2036.16 0.255250287704673
Parabola 2056.3199999999997 0.254163987760674
Parabola 2076.48 0.2531276587316294
Parabola 2096.6400000000003 0.2521399563895465
Parabola 2116.8 0.25119958230913697
Parabola 2136.96 0.2503052819270574
Parabola 2157.12 0.2494558426998993
Parabola 2177.2799999999997 0.24865009235506408
Parabola 2197.44 0.24788689722905546
Parabola 2217.6 0.24716516068808872
Parabola 2237.76 0.2464838216262582
Parabola 2257.92 0.24584185303681663
Parabola 2278.08 0.24523826065241205
Parabola 2298.24 0.2446720816503974
Parabola 2318.4 0.24414238341957806
Parabola 2338.56 0.24364826238499462
Parabola 2358.7200000000003 0.24318884288755266
Parabola 2378.88 0.24276327611551277
Parabola 2399.04 0.2423707390850384
Parabola 2419.2 0.2420104336671733
Parabola 2439.3599999999997 0.24168158565878062
Parabola 2459.52 0.24138344389512503
Parabola 2479.6800000000003 0.24111527940192057
Parabola 2499.84 0.24087638458479543
Parabola 2520.0 0.2406660724542466
Parabola 2540.16 0.24048367588427189
Parabola 2560.3199999999997 0.24032854690297117
Parabola 2580.48 0.2402000560135081
Parabola 2600.6400000000003 0.2400975915439168
Parabola 2620.8 0.24002055902432323
Parabola 2640.96 0.23996838059023312
Parabola 2661.12 0.23994049441061313
Parabola 2681.2799999999997 0.2399363541395634
Parabola 2701.44 0.23995542839044678
Parabola 2721.6 0.23999720023140103
Parabola 2741.76 0.24006116670122024
Parabola 2761.92 0.240146838344646
Parabola 2782.08 0.24025373876616055
Parabola 2802.24 0.24038140420142243
Parabola 2822.4 0.2405293831055318
Parabola 2842.56 0.24069723575735363
Parabola 2862.7200000000003 0.24088453387916908
Parabola 2882.88 0.24109086027096238
Parabola 2903.04 0.2413158084586863
Parabola 2923.2 0.2415589823558834
Parabola 2943.3599999999997 0.24181999593807157
Parabola 2963.52 0.2420984729293325
Parabola 2983.6800000000003 0.24239404650056992
Parabola 3003.84 0.24270635897893073
Parabola 3024.0 0.24303506156790808
alpha_0 1008.0 0.37923780036742105
alpha_0 1028.16 0.3754550023975905
alpha_0 1048.32 0.37174317124401685
alpha_0 1068.48 0.36810022014433375
alpha_0 1088.64 0.3645242059838214
alpha_0 1108.8 0.3610133202598542
alpha_0 1128.96 0.3575658808987779
alpha_0 1149.12 0.35418032483402384
alpha_0 1169.28 0.3508552012647294
alpha_0 1189.44 0.3475891655231075
alpha_0 1209.6 0.34438097348647634
alpha_0 1229.76 0.34122947647644075
alpha_0 1249.92 0.33813361659334
alpha_0 1270.08 0.3350924224388739
alpha_0 1290.24 0.3321050051839156
alpha_0 1310.4 0.3291705549419871
alpha_0 1330.56 0.32628833741180413
alpha_0 1350.72 0.3234576907547621
alpha_0 1370.88 0.3206780226752898
alpha_0 1391.04 0.3179488076736916
alpha_0 1411.2 0.31526958444250425
alpha_0 1431.3600000000001 0.3126399533785264
alpha_0 1451.52 0.3100595741836096
alpha_0 1471.68 0.30752816352805695
alpha_0 1491.84 0.3050454927511052
alpha_0 1512.0 0.30261138557351847
alpha_0 1532.1599999999999 0.30022571579783613
alpha_0 1552.3200000000002 0.29788840497234387
alpha_0 1572.48 0.2955994199954283
alpha_0 1592.6399999999999 0.2933587706376793
alpha_0 1612.8 0.2911665069599768
alpha_0 1632.96 0.28902271660690915
alpha_0 1653.12 0.2869275219562403
alpha_0 1673.28 0.2848810771068833
alpha_0 1693.44 0.28288356468994447
alpha_0 1713.6 0.2809351924899699
alpha_0 1733.76 0.2790361898665719
alpha_0 1753.92 0.27718680397017154
alpha_0 1774.08 0.2753872957496917
alpha_0 1794.24 0.2736379357546545
alpha_0 1814.4 0.2719389997392779
alpha_0 1834.56 0.2702907640817462
alpha_0 1854.72 0.26869350103781997
alpha_0 1874.88 0.2671474738541875
alpha_0 1895.04 0.26565293177336347
alpha_0 1915.2 0.26421010496830283
alpha_0 1935.3600000000001 0.26281919945101484
alpha_0 1955.52 0.26148039200519946
alpha_0 1975.6799999999998 0.26019382519790285
alpha_0 1995.8400000000001 0.2589596025293302
alpha_0 2016.0 0.25777778378290894
alpha_0 2036.16 0.25664838063926915
alpha_0 2056.3199999999997 0.25557135261790304
alpha_0 2076.48 0.2545466034086224
alpha_0 2096.6400000000003 0.25357397765154016
alpha_0 2116.8 0.2526532582192041
alpha_0 2136.96 0.2517841640476021
alpha_0 2157.12 0.25096634855441907
alpha_0 2177.2799999999997 0.2501993986731328
alpha_0 2197.44 0.249482834520776
alpha_0 2217.6 0.24881610970566137
alpha_0 2237.76 0.24819861226952866
alpha_0 2257.92 0.24762966624680346
alpha_0 2278.08 0.24710853381232645
alpha_0 2298.24 0.24663441797847235
alpha_0 2318.4 0.2462064657932516
alpha_0 2338.56 0.2458237719831837
alpha_0 2358.7200000000003 0.2454853829785396
alpha_0 2378.88 0.24519030125417995
alpha_0 2399.04 0.24493748991668743
alpha_0 2419.2 0.2447258774677648
alpha_0 2439.3599999999997 0.24455436267488462
alpha_0 2459.52 0.2444218194827268
alpha_0 2479.6800000000003 0.24432710190286888
alpha_0 2499.84 0.24426904882422504
alpha_0 2520.0 0.2442464886926261
alpha_0 2540.16 0.244258244014443
alpha_0 2560.3199999999997 0.2443031356459984
alpha_0 2580.48 0.24437998683749051
alpha_0 2600.6400000000003 0.2444876270070281
alpha_0 2620.8 0.24462489522699435
alpha_0 2640.96 0.24479064341116005
alpha_0 2661.12 0.2449837391966557
alpha_0 2681.2799999999997 0.24520306852000817
alpha_0 2701.44 0.2454475378909042
alpha_0 2721.6 0.24571607637114584
alpha_0 2741.76 0.2460076372694172
alpha_0 2761.92 0.2463211995650098
alpha_0 2782.08 0.24665576907559297
alpha_0 2802.24 0.2470103793855198
alpha_0 2822.4 0.24738409255207897
alpha_0 2842.56 0.24777599960759292
alpha_0 2862.7200000000003 0.24818522087539951
alpha_0 2882.88 0.24861090611757053
alpha_0 2903.04 0.2490522345317968
alpha_0 2923.2 0.24950841461423606
alpha_0 2943.3599999999997 0.24997868390434205
alpha_0 2963.52 0.25046230862679636
alpha_0 2983.6800000000003 0.2509585832446908
alpha_0 3003.84 0.2514668299370979
alpha_0 3024.0 0.251986398013127
alpha_1 1008.0 0.3791237362755949
alpha_1 1028.16 0.3753104960920811
alpha_1 1048.32 0.37156843628746034
alpha_1 1068.48 0.36789545678321844
alpha_1 1088.64 0.3642896021235989
alpha_1 1108.8 0.3607490524147103
alpha_1 1128.96 0.35727211512289697
alpha_1 1149.12 0.3538572176407894
alpha_1 1169.28 0.3505029005399764
alpha_1 1189.44 0.34720781143825136
alpha_1 1209.6 0.34397069941709574
alpha_1 1229.76 0.3407904099316611
alpha_1 1249.92 0.337665880161152
alpha_1 1270.08 0.33459613475232086
alpha_1 1290.24 0.33158028191286715
alpha_1 1310.4 0.328617509815004
alpha_1 1330.56 0.32570708327235104
alpha_1 1350.72 0.32284834065575413
alpha_1 1370.88 0.320040691015636
alpha_1 1391.04 0.31728361138013245
alpha_1 1411.2 0.314576644199597
alpha_1 1431.3600000000001 0.3119193949091212
alpha_1 1451.52 0.30931152958155117
alpha_1 1471.68 0.30675277264414086
alpha_1 1491.84 0.30424290463249826
alpha_1 1512.0 0.3017817599559055
alpha_1 1532.1599999999999 0.29936922464847876
alpha_1 1552.3200000000002 0.2970052340810141
alpha_1 1572.48 0.29468977060881235
alpha_1 1592.6399999999999 0.29242286113132976
alpha_1 1612.8 0.2902045745402322
alpha_1 1632.96 0.2880350190333919
alpha_1 1653.12 0.28591433927363336
alpha_1 1673.28 0.28384271337265166
alpha_1 1693.44 0.28182034968258546
alpha_1 1713.6 0.27984748338025334
alpha_1 1733.76 0.2779243728321324
alpha_1 1753.92 0.2760512957318059
alpha_1 1774.08 0.2742285450058529
alpha_1 1794.24 0.27245642448901
alpha_1 1814.4 0.2707352443748964
alpha_1 1834.56 0.26906531645459447
alpha_1 1854.72 0.2674469491618648
alpha_1 1874.88 0.2658804424506344
alpha_1 1895.04 0.2643660825374627
alpha_1 1915.2 0.2629041365488253
alpha_1 1935.3600000000001 0.2614948471199969
alpha_1 1955.52 0.2601384269988504
alpha_1 1975.6799999999998 0.2588350537137542
alpha_1 1995.8400000000001 0.2575848643696587
alpha_1 2016.0 0.25638795064012876
alpha_1 2036.16 0.2552443540253271
alpha_1 2056.3199999999997 0.25415406144642316
alpha_1 2076.48 0.2531170012455576
alpha_1 2096.6400000000003 0.25213303965718453
alpha_1 2116.8 0.2512019778112464
alpha_1 2136.96 0.2503235493213504
alpha_1 2157.12 0.24949741850206927
alpha_1 2177.2799999999997 0.248723179248792
alpha_1 2197.44 0.24800035460168737
alpha_1 2217.6 0.24732839700255158
alpha_1 2237.76 0.24670668924012698
alpha_1 2257.92 0.24613454606629107
alpha_1 2278.08 0.24561121645281717
alpha_1 2298.24 0.2451358864466304
alpha_1 2318.4 0.24470768257100978
alpha_1 2338.56 0.24432567571134556
alpha_1 2358.7200000000003 0.24398888541709193
alpha_1 2378.88 0.2436962845466249
alpha_1 2399.04 0.2434468041788497
alpha_1 2419.2 0.24323933871461723
alpha_1 2439.3599999999997 0.24307275109214505
alpha_1 2459.52 0.24294587804355308
alpha_1 2479.6800000000003 0.24285753532404322
alpha_1 2499.84 0.24280652285093945
alpha_1 2520.0 0.2427916296964302
alpha_1 2540.16 0.24281163888515073
alpha_1 2560.3199999999997 0.24286533195540277
alpha_1 2580.48 0.24295149325057747
alpha_1 2600.6400000000003 0.2430689139149815
alpha_1 2620.8 0.2432163955755861
alpha_1 2640.96 0.24339275369804442
alpha_1 2661.12 0.24359682061154694
alpha_1 2681.2799999999997 0.24382744820264024
alpha_1 2701.44 0.2440835102829439
alpha_1 2721.6 0.24436390463978608
alpha_1 2741.76 0.24466755478212535
alpha_1 2761.92 0.24499341139678027
alpha_1 2782.08 0.24534045353198744
alpha_1 2802.24 0.24570768952672065
alpha_1 2822.4 0.24609415770508636
alpha_1 2842.56 0.24649892685553046
alpha_1 2862.7200000000003 0.2469210965146266
alpha_1 2882.88 0.24735979707491643
alpha_1 2903.04 0.2478141897357179
alpha_1 2923.2 0.2482834663150491
alpha_1 2943.3599999999997 0.24876684893989254
alpha_1 2963.52 0.24926358963099537
alpha_1 2983.6800000000003 0.2497729697972957
alpha_1 3003.84 0.2502942996539187
alpha_1 3024.0 0.2508269175765404