//import s&p for eviews (this line is not to be run)//

genr var001=@quantile(sp500,0.01)
genr var003=@quantile(sp500,0.03)
genr var005=@quantile(sp500,0.05)
genr var001z=0.001924-2.33*0.012973
genr var003z=0.001924-1.88*0.012973
genr var005z=0.001924-1.65*0.012973