MSFT GE About the Stocks April 16, 1997 – January 25, 2010 3423 days April 9, 1997 – December 30, 2010 3184 days

Price Series with Returns Series

Realized Volatility and Bipower Volatility (5-Minute, Annualized)

Relative Contribution of Jumps (5-Minute, Annualization-Robust, Variance)

Volatility Signature Plots (Annualized)

Sub-Sampled Realized Volatility (Annualized)

Median Volatility (Annualized)

Minimum Volatility (Annualized)

Pre-Averaged Realized Volatility (Annualized)

Truncated Variation (Annualized)